Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| EGRAX (EATON VANCE GLOBAL MACRO ABSOLUTE RETURN ADVANTAGE FUND EATON VANCE GLOBAL MACRO ABSOLUTE RETURN ADV) | 6.54% | 18.82% | 12.99% | 8.31% | 6.16% | 5.05% | NA | … | … |
Data as of 06/08/2026, Common starting date is 09/15/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EGRAX (EATON VANCE GLOBAL MACRO ABSOLUTE RETURN ADVANTAGE FUND EATON VANCE GLOBAL MACRO ABSOLUTE RETURN ADV) | 09/15/2010 | 06/08/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.08 | 18.82 | 12.99 | 8.31 | 6.16 | 5.05 | NA | … | … | 6.54 | 20.06 | 9.19 | 8.09 | -2.30 | 3.35 | 4.48 | 14.43 | -8.66 | 5.49 | 5.57 | 3.84 | 5.97 | -1.03 | 6.46 | -1.64 | 0.58 |
| Sharpe Ratio | NA | 4.65 | 3.02 | 1.45 | 1.16 | NA | NA | … | … | 2.91 | 5.96 | 1.72 | 1.57 | -0.59 | 1.27 | 0.73 | 3.92 | -2.96 | 1.61 | 1.37 | 0.76 | 1.43 | -0.36 | 1.78 | -0.41 | 0.64 |
| Standard Deviation(%) | NA | 3.57 | 3.30 | 4.04 | 3.97 | NA | NA | … | … | 4.76 | 2.89 | 3.23 | 2.85 | 6.38 | 2.62 | 5.78 | 3.31 | 3.40 | 3.02 | 3.92 | 5.03 | 4.17 | 2.92 | 3.64 | 4.11 | 2.90 |
| Draw Down(%) | NA | 3.35 | 3.35 | 10.31 | 14.15 | NA | NA | … | … | 3.35 | 2.05 | 2.11 | 2.38 | 10.31 | 2.30 | 14.15 | 2.07 | 10.44 | 1.05 | 4.24 | 4.94 | 4.27 | 6.34 | 3.64 | 4.76 | 1.28 |
| Yield(%) | 0.00 | 7.06 | 5.69 | 4.93 | 4.08 | 3.77 | 2.88 | … | … | 0.00 | 7.58 | 6.05 | 3.34 | 4.22 | 4.52 | 5.54 | 4.41 | 0.00 | 2.88 | 1.52 | 6.25 | 3.56 | 0.00 | 5.47 | 2.53 | 0.18 |
Data as of 06/08/2026, Common starting date is 09/15/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EGRAX (EATON VANCE GLOBAL MACRO ABSOLUTE RETURN ADVANTAGE FUND EATON VANCE GLOBAL MACRO ABSOLUTE RETURN ADV) |
-1.23%
Mar 2017 – Mar 2020 |
1.03%
Mar 2015 – Mar 2020 |
2.40%
Sep 2012 – Sep 2022 |
4.45%
Oct 2010 – Oct 2025 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EGRAX (EATON VANCE GLOBAL MACRO ABSOLUTE RETURN ADVANTAGE FUND EATON VANCE GLOBAL MACRO ABSOLUTE RETURN ADV) |
13.71%
Feb 2023 – Feb 2026 |
8.69%
Feb 2021 – Feb 2026 |
6.53%
Feb 2016 – Feb 2026 |
5.13%
Feb 2011 – Feb 2026 |
Annualized Rolling Returns Comparison Chart