Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ESVAX (EATON VANCE TAX-MANAGED GLOBAL SMALL-CAP FUND EATON VANCE TAX-MANAGED GLOBAL SMALL-CAP FUND CLASS A) | NA | 13.49% | 3.06% | 4.84% | 5.87% | 8.76% | 7.53% | … | … |
Data as of 10/16/2023, Common starting date is 01/09/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ESVAX (EATON VANCE TAX-MANAGED GLOBAL SMALL-CAP FUND EATON VANCE TAX-MANAGED GLOBAL SMALL-CAP FUND CLASS A) | 01/09/2003 | 10/16/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 13.49 | 3.06 | 4.84 | 5.87 | 8.76 | 7.53 | … | … | 4.63 | -21.24 | 17.19 | 14.29 | 28.44 | -9.27 | 23.20 | 7.95 | -7.06 | 4.80 | 37.69 | 8.10 | 1.97 | 18.28 | 24.59 | -24.68 | 3.66 | 13.33 | 4.41 | 19.08 | 29.73 |
| Sharpe Ratio | NA | 0.84 | 0.08 | 0.17 | 0.29 | NA | NA | … | … | 0.13 | -0.92 | 1.20 | 0.42 | 2.46 | -0.78 | 3.08 | 0.52 | -0.50 | 0.35 | 2.98 | 0.53 | 0.07 | 0.91 | 0.86 | -0.66 | 0.04 | 0.75 | 0.16 | 1.34 | 1.91 |
| Standard Deviation(%) | NA | 15.60 | 18.13 | 21.16 | 17.41 | NA | NA | … | … | 12.44 | 24.66 | 14.26 | 33.18 | 10.97 | 13.56 | 7.35 | 14.93 | 14.19 | 13.67 | 12.62 | 15.18 | 28.15 | 19.91 | 28.47 | 38.49 | 17.38 | 13.41 | 14.04 | 13.56 | 15.67 |
| Draw Down(%) | NA | 9.20 | 30.91 | 37.80 | 37.80 | NA | NA | … | … | 9.20 | 30.11 | 7.85 | 37.80 | 5.37 | 20.30 | 3.46 | 13.44 | 15.71 | 11.53 | 4.96 | 10.95 | 24.31 | 18.46 | 28.84 | 40.61 | 12.18 | 10.96 | 9.25 | 7.94 | 10.70 |
| Yield(%) | 0.00 | 4.14 | 7.36 | 6.78 | 7.44 | 9.86 | 8.63 | … | … | 0.00 | 3.01 | 15.83 | 1.12 | 4.29 | 8.07 | 3.12 | 0.00 | 30.90 | 8.25 | 13.99 | 7.14 | 3.54 | 5.38 | 0.00 | 0.00 | 10.14 | 8.01 | 5.81 | 0.00 | 0.00 |
Data as of 10/16/2023, Common starting date is 01/09/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ESVAX (EATON VANCE TAX-MANAGED GLOBAL SMALL-CAP FUND EATON VANCE TAX-MANAGED GLOBAL SMALL-CAP FUND CLASS A) |
-12.64%
Feb 2006 – Feb 2009 |
-2.97%
Feb 2004 – Feb 2009 |
5.28%
Jan 2006 – Jan 2016 |
5.81%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ESVAX (EATON VANCE TAX-MANAGED GLOBAL SMALL-CAP FUND EATON VANCE TAX-MANAGED GLOBAL SMALL-CAP FUND CLASS A) |
25.53%
Feb 2009 – Feb 2012 |
23.37%
Feb 2009 – Feb 2014 |
14.01%
Feb 2009 – Feb 2019 |
10.40%
Feb 2003 – Feb 2018 |
Annualized Rolling Returns Comparison Chart