Diabetic retinopathy is a diabetes complication that affects the eyes, caused by damage to the blood vessels of the light-sensitive tissue of the retina. At the onset, diabetic retinopathy may cause no symptoms or only mild vision problems, but eventually it can cause blindness. Totally automated segmentation of Eye Fundus Images (EFI) is a necessary step for accurate and early quantification of lesions, useful in the future for better automated diagnosis of degree of diabetic retinopathy and damage caused by the disease. Deep Learning segmentation networks are the state-of-the-art, but quality, limitations and comparison of architectures of segmentation networks is necessary. We build off-theshelf deep learning architectures and evaluate them on a publicly available dataset, to conclude the strengths and limitations of the approaches and to compare architectures. Results show that the segmentation networks score high on important metrics, such as 87.5% weighted IoU on FCN. We also show that network architecture is very important, with DeepLabV3 and FCN outperforming other networks tested by more than 30 pp. We also show that DeepLabV3 outperforms prior related work using deep learning to detect lesions. Finally, we identify and investigate the problem of very low IoU and precision scores, such as 17% IoU of microaneurisms in DeepLabV3, concluding it is due to a large number of false positives. This leads us to discuss the challenges that lie ahead to improve the limitations that we identified