Parametric Volatility Risk Prem - Def Fd I (EIVPX)
17.49
+0.05
(+0.29%)
USD |
May 06 2026
Returns Chart
Key Stats
| Net Expense Ratio | Total Assets Under Management | Weighted Average Dividend Yield | Turnover Ratio (Generic) |
|---|---|---|---|
| 0.46% | 1.351B | -- | 25.00% |
| 1 Year Fund Level Flows | 1 Year Total Returns (Daily) | Annualized Total Returns Since Inception (Daily) | Max Drawdown (Since Inception) |
| 49.64M | 19.95% |
Basic Info
| Investment Strategy | |
| The Fund seeks total return by investing in a base portfolio generally comprised of an approximately equal mix of equity securities and cash equivalents. The Fund will write call options on the S&P 500 Index and/or a substitute for the S&P 500 Index on substantially the full value of the Funds equity securities. |
| General | |
| Security Type | Mutual Fund |
| Equity Style | -- |
| Broad Asset Class | Alternative |
| Broad Category | Alternative Strategies |
| Global Peer Group | Alternative Long/Short Equity US |
| Peer Group | Alternative Long/Short Equity Funds |
| Global Macro | Alternative Equity |
| US Macro | Alternative Equity Funds |
| YCharts Categorization | -- |
| YCharts Benchmark | -- |
| Prospectus Objective | Alternative Long/Short Equity Funds |
| Fund Owner Firm Name | Eaton Vance |
| Broad Asset Class Benchmark Index | |
| ^MSACWINTR | 100.0% |
Net Fund Flows Versus Peer Group
1 Month
% Rank:
80
-77.77M
Peer Group Low
734.73M
Peer Group High
1 Year
% Rank:
26
49.64M
-232.19M
Peer Group Low
5.181B
Peer Group High
3 Months
% Rank:
27
-58.92M
Peer Group Low
1.832B
Peer Group High
3 Years
% Rank:
21
-569.68M
Peer Group Low
8.511B
Peer Group High
6 Months
% Rank:
24
-150.87M
Peer Group Low
3.044B
Peer Group High
5 Years
% Rank:
85
-1.077B
Peer Group Low
8.721B
Peer Group High
YTD
% Rank:
20
-68.79M
Peer Group Low
2.522B
Peer Group High
10 Years
% Rank:
14
-6.886B
Peer Group Low
7.604B
Peer Group High
Date Unavailable
Risk
Performance Versus Peer Group
Annual Total Returns Versus Peers
As of May 07, 2026.
Asset Allocation
As of February 28, 2026.
| Type | % Net |
|---|---|
| Cash | 1.35% |
| Stock | 49.83% |
| Bond | 48.74% |
| Convertible | 0.00% |
| Preferred | 0.00% |
| Other | 0.08% |
Top 10 Holdings
| Name | % Weight | Price | % Change |
|---|---|---|---|
| United States of America USGB 0.0 06/11/2026 FIX USD Government | 8.56% | 99.65 | 0.02% |
| United States of America USGB 0.0 07/09/2026 FIX USD Government | 6.14% | 99.37 | 0.02% |
| United States of America USGB 4.375 08/15/2026 FIX USD Government | 3.90% | 100.18 | -0.00% |
| NVIDIA Corp. | 3.66% | 207.83 | 5.77% |
| Apple, Inc. | 3.40% | 287.51 | 1.17% |
| United States of America USGB 4.375 07/31/2026 FIX USD Government | 2.75% | 100.17 | -0.00% |
| United States of America USGB 2.125 05/31/2026 FIX USD Government | 2.62% | 99.89 | 0.01% |
| Microsoft Corp. | 2.59% | 413.96 | 0.63% |
| United States of America USGB 1.625 10/31/2026 FIX USD Government | 2.45% | 98.99 | 0.02% |
| United States of America USGB 3.75 08/31/2026 FIX USD Government | 2.11% | 100.01 | 0.00% |
Fees & Availability
| Fees | |
| Actual 12B-1 Fee | -- |
| Actual Management Fee | 0.40% |
| Administration Fee | -- |
| Maximum Front Load | -- |
| Maximum Deferred Load | -- |
| Maximum Redemption Fee | -- |
| General Availability | |
| Available for Insurance Product | No |
| Available for RRSP | No |
| Purchase Details | |
| Open to New Investors |
|
| Minimum Initial Investment | 1.00M None |
| Minimum Subsequent Investment | 0.00 None |
Basic Info
| Investment Strategy | |
| The Fund seeks total return by investing in a base portfolio generally comprised of an approximately equal mix of equity securities and cash equivalents. The Fund will write call options on the S&P 500 Index and/or a substitute for the S&P 500 Index on substantially the full value of the Funds equity securities. |
| General | |
| Security Type | Mutual Fund |
| Equity Style | -- |
| Broad Asset Class | Alternative |
| Broad Category | Alternative Strategies |
| Global Peer Group | Alternative Long/Short Equity US |
| Peer Group | Alternative Long/Short Equity Funds |
| Global Macro | Alternative Equity |
| US Macro | Alternative Equity Funds |
| YCharts Categorization | -- |
| YCharts Benchmark | -- |
| Prospectus Objective | Alternative Long/Short Equity Funds |
| Fund Owner Firm Name | Eaton Vance |
| Broad Asset Class Benchmark Index | |
| ^MSACWINTR | 100.0% |
Fundamentals
| General | |
| Distribution Yield | -- |
| Dividend Yield TTM (5-5-26) | 2.03% |
| 30-Day SEC Yield (12-31-24) | 1.10B% |
| 7-Day SEC Yield | -- |
| Number of Holdings | 196 |
| Stock | |
| Weighted Average PE Ratio | 33.01 |
| Weighted Average Price to Sales Ratio | 8.218 |
| Weighted Average Price to Book Ratio | 11.65 |
| Weighted Median ROE | 125.6% |
| Weighted Median ROA | 17.43% |
| ROI (TTM) | 24.33% |
| Return on Investment (TTM) | 24.33% |
| Earning Yield | 0.0359 |
| LT Debt / Shareholders Equity | 0.8283 |
| Number of Equity Holdings | 165 |
| Bond | |
| Yield to Maturity (2-28-26) | 3.65% |
| Effective Duration | -- |
| Average Coupon | 2.91% |
| Calculated Average Quality | 2.00 |
| Effective Maturity | 0.4865 |
| Nominal Maturity | 0.4865 |
| Number of Bond Holdings | 25 |
As of February 28, 2026
Growth Metrics
| EPS Growth (1Y) | 19.89% |
| EPS Growth (3Y) | 19.41% |
| EPS Growth (5Y) | 23.69% |
| Sales Growth (1Y) | 14.84% |
| Sales Growth (3Y) | 15.01% |
| Sales Growth (5Y) | 15.83% |
| Sales per Share Growth (1Y) | 15.64% |
| Sales per Share Growth (3Y) | 15.96% |
| Operating Cash Flow - Growth Rate (3Y) | 25.15% |
As of February 28, 2026
Fund Details
| Key Dates | |
| Inception Date | 2/9/2017 |
| Last Annual Report Date | 1/31/2026 |
| Last Prospectus Date | 6/1/2025 |
| Attributes | |
| Index Fund | -- |
| Inverse Fund | No |
| Leveraged Fund | -- |
| Fund of Funds | No |
| Currency Hedged Fund | -- |
| Socially Responsible Fund | No |
Top Portfolio Holders
| Name | % Weight |
|---|---|
| Portfolio A | 5.00% |
| Portfolio B | 3.50% |
| Portfolio C | 2.25% |
Excel Add-In Codes
| Name: =YCI("M:EIVPX", "name") |
| Broad Asset Class: =YCI("M:EIVPX", "broad_asset_class") |
| Broad Category: =YCI("M:EIVPX", "broad_category_group") |
| Prospectus Objective: =YCI("M:EIVPX", "prospectus_objective") |
| To find the codes for any of our securities and financial metrics, see our Complete Excel Reference. |