Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| EIGMX (EATON VANCE GLOBAL MACRO ABSOLUTE RETURN FUND EATON VANCE GLOBAL MACRO ABSOLUTE RETURN FUND CLASS I) | 4.29% | 12.04% | 9.67% | 6.46% | 4.94% | 3.91% | NA | … | … |
Data as of 06/05/2026, Common starting date is 08/30/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EIGMX (EATON VANCE GLOBAL MACRO ABSOLUTE RETURN FUND EATON VANCE GLOBAL MACRO ABSOLUTE RETURN FUND CLASS I) | 08/30/2007 | 06/05/2026 |
| 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 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.22 | 12.04 | 9.67 | 6.46 | 4.94 | 3.91 | NA | … | … | 4.29 | 12.44 | 8.75 | 7.05 | -0.44 | 2.19 | 3.59 | 9.76 | -3.29 | 3.25 | 4.00 | 2.63 | 3.03 | -0.23 | 4.13 | -0.38 | 4.35 | 11.18 | 1.79 | 6.66 |
| Sharpe Ratio | NA | 5.03 | 3.44 | 1.47 | 1.30 | NA | NA | … | … | 3.20 | 5.88 | 2.72 | 1.77 | -0.41 | 1.27 | 0.92 | 3.97 | -2.39 | 1.32 | 1.76 | 0.91 | 1.28 | -0.14 | 1.62 | -0.15 | 2.09 | 3.55 | 0.20 | 5.06 |
| Standard Deviation(%) | NA | 1.87 | 1.87 | 2.67 | 2.54 | NA | NA | … | … | 2.44 | 1.63 | 1.89 | 1.93 | 4.62 | 1.71 | 3.61 | 2.09 | 1.96 | 1.97 | 2.16 | 2.86 | 2.36 | 1.85 | 2.53 | 2.84 | 2.04 | 3.12 | 4.12 | 3.72 |
| Draw Down(%) | NA | 1.43 | 1.43 | 7.39 | 9.42 | NA | NA | … | … | 1.43 | 1.18 | 0.83 | 0.97 | 7.39 | 1.09 | 9.42 | 1.14 | 4.58 | 0.87 | 2.40 | 2.72 | 2.24 | 3.42 | 2.37 | 3.12 | 0.87 | 1.20 | 4.03 | 0.87 |
| Yield(%) | 0.00 | 7.03 | 6.51 | 5.54 | 4.73 | 4.13 | 4.29 | … | … | 2.45 | 6.99 | 6.35 | 5.92 | 4.55 | 4.12 | 4.36 | 5.64 | 3.46 | 3.44 | 4.02 | 5.38 | 4.13 | 3.94 | 3.95 | 4.03 | 4.47 | 6.52 | 6.42 | 2.87 |
Data as of 06/05/2026, Common starting date is 08/30/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EIGMX (EATON VANCE GLOBAL MACRO ABSOLUTE RETURN FUND EATON VANCE GLOBAL MACRO ABSOLUTE RETURN FUND CLASS I) |
0.34%
Mar 2017 – Mar 2020 |
1.42%
Jul 2017 – Jul 2022 |
1.80%
Mar 2010 – Mar 2020 |
2.90%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EIGMX (EATON VANCE GLOBAL MACRO ABSOLUTE RETURN FUND EATON VANCE GLOBAL MACRO ABSOLUTE RETURN FUND CLASS I) |
10.03%
Oct 2022 – Oct 2025 |
6.56%
Feb 2021 – Feb 2026 |
5.10%
Feb 2016 – Feb 2026 |
3.91%
Feb 2011 – Feb 2026 |
Annualized Rolling Returns Comparison Chart