- CUSIP
- 27827V402
- Issuer
- Eaton Vance
- Inception Date
- Sep 3, 2015
- Category
- Emerging Markets Bonds
- Min. Investment
- $1,000,000
- Index Tracked
- J.P. Morgan EMB (JEMB) Hard Currency / Local Currency 50-50 Index
- Distribution Policy
- Distributing
- Asset Class
- Bond
Share Price Chart
Loading charts...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
EIDOX Performance Chart
Eaton Vance Emerging Markets Debt Opportunities Fund Class I (EIDOX) is up 7.6% since the beginning of the year. EIDOX is currently trading at $9 per share. Investors who bought $1,000 worth of EIDOX shares 5 years ago would now be looking at an investment worth $1,488.
Loading charts...
Returns By Period
Eaton Vance Emerging Markets Debt Opportunities Fund Class I (EIDOX) has returned 7.62% so far this year and 19.26% over the past 12 months. Over the last ten years, EIDOX has returned 7.94% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
Eaton Vance Emerging Markets Debt Opportunities Fund Class I
- 1D
- 0.00%
- 1M
- 1.48%
- YTD
- 7.62%
- 6M
- 8.60%
- 1Y
- 19.26%
- 3Y*
- 14.70%
- 5Y*
- 8.28%
- 10Y*
- 7.94%
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
EIDOX Monthly Returns History
Based on dividend-adjusted daily data since Jan 4, 2016, EIDOX's average daily return is +0.03%, while the average monthly return is +0.70%. At this rate, an investment would double in approximately 8.3 years.
Historically, 70% of months were positive and 30% were negative. The best month was May 2020 with a return of +6.9%, while the worst month was Mar 2020 at -13.6%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 7 months.
On a daily basis, EIDOX closed higher 47% of trading days. The best single day was Jun 8, 2020 with a return of +1.6%, while the worst single day was Feb 24, 2022 at -3.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.24% | 1.48% | -3.07% | 3.94% | 0.78% | 1.17% | 7.62% | ||||||
| 2025 | 2.02% | 1.07% | -1.11% | -0.67% | 2.35% | 1.70% | 1.43% | 1.30% | 1.41% | 2.00% | 1.03% | 2.11% | 15.59% |
| 2024 | 1.28% | 2.46% | 2.42% | 0.08% | 1.75% | -0.05% | 1.11% | 1.10% | 1.61% | 0.08% | 1.10% | 0.96% | 14.78% |
| 2023 | 2.92% | -0.84% | 0.09% | 0.22% | 0.90% | 3.08% | 1.55% | -0.97% | -0.32% | -0.45% | 2.56% | 2.24% | 11.40% |
| 2022 | -1.31% | -5.12% | -0.55% | -0.81% | -0.82% | -4.90% | -1.01% | 3.05% | -3.23% | 0.67% | 5.57% | 2.56% | -6.25% |
| 2021 | 0.29% | -0.05% | -1.58% | 1.76% | 1.41% | -0.04% | -0.82% | 1.65% | -0.71% | -0.61% | -1.30% | 1.59% | 1.52% |
Benchmark Metrics
Eaton Vance Emerging Markets Debt Opportunities Fund Class I has an annualized alpha of 6.86%, beta of 0.11, and R2 of 0.17 versus S&P 500 Index. Calculated based on daily prices since January 04, 2016.
- This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (33.31%) than losses (19.15%) - typical of diversified or defensive assets.
- Beta of 0.11 may look defensive, but with R2 of 0.17 this fund is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
- R2 of 0.17 means this fund moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 6.86%
- Beta
- 0.11
- R²
- 0.17
- Upside Capture
- 33.31%
- Downside Capture
- 19.15%
Expense Ratio
EIDOX has an expense ratio of 0.79%, placing it in the medium range.
Return for Risk
Risk / Return Rank
EIDOX ranks 98 for risk / return — in the top 98% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Eaton Vance Emerging Markets Debt Opportunities Fund Class I (EIDOX) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EIDOX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.61 | ||
| Sortino ratioReturn per unit of downside risk | +6.00 | ||
| Omega ratioGain probability vs. loss probability | 2.53 | 1.37 | +1.16 |
| Calmar ratioReturn relative to maximum drawdown | 5.43 | 2.78 | +2.65 |
| Martin ratioReturn relative to average drawdown | 22.01 | 12.44 | +9.57 |
Dividends
Dividend History
Eaton Vance Emerging Markets Debt Opportunities Fund Class I provided a 10.63% dividend yield over the last twelve months, with an annual payout of $0.92 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.92 | $0.78 | $0.68 | $0.68 | $0.68 | $0.68 | $0.70 | $0.72 | $0.69 | $0.75 | $0.38 |
Dividend yield | 10.63% | 9.41% | 8.52% | 8.97% | 9.13% | 7.82% | 7.66% | 7.81% | 8.10% | 7.85% | 4.10% |
Monthly Dividends
The table displays the monthly dividend distributions for Eaton Vance Emerging Markets Debt Opportunities Fund Class I. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.08 | $0.06 | $0.06 | $0.06 | $0.06 | $0.00 | $0.30 | ||||||
| 2025 | $0.00 | $0.06 | $0.00 | $0.06 | $0.06 | $0.06 | $0.06 | $0.06 | $0.06 | $0.06 | $0.06 | $0.28 | $0.78 |
| 2024 | $0.06 | $0.06 | $0.06 | $0.06 | $0.06 | $0.06 | $0.06 | $0.06 | $0.06 | $0.06 | $0.06 | $0.06 | $0.68 |
| 2023 | $0.06 | $0.06 | $0.06 | $0.06 | $0.06 | $0.06 | $0.06 | $0.06 | $0.06 | $0.06 | $0.06 | $0.06 | $0.68 |
| 2022 | $0.06 | $0.06 | $0.06 | $0.06 | $0.06 | $0.06 | $0.06 | $0.06 | $0.06 | $0.06 | $0.06 | $0.06 | $0.68 |
| 2021 | $0.06 | $0.06 | $0.06 | $0.06 | $0.06 | $0.06 | $0.06 | $0.06 | $0.06 | $0.06 | $0.06 | $0.06 | $0.68 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Loading charts...
Worst Drawdowns
The table below displays the maximum drawdowns of the Eaton Vance Emerging Markets Debt Opportunities Fund Class I. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Eaton Vance Emerging Markets Debt Opportunities Fund Class I was 19.06%, occurring on Mar 23, 2020. Recovery took 159 trading sessions.
The current Eaton Vance Emerging Markets Debt Opportunities Fund Class I drawdown is 0.23%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -19.06%Mar 2020 | 1mo 2d | 7mo 17d | 8mo 19dFeb 2020 - Nov 2020 |
Bear market2022 | -17.42%Jul 2022 | 10mo 10d | 1y 4mo | 2y 2moSep 2021 - Nov 2023 |
Rate-hike selloffLate 2018 | -7.48%Sep 2018 | 4mo 28d | 9mo 11d | 1y 2moApr 2018 - Jun 2019 |
2025 selloff2025 | -3.97%Apr 2025 | 1mo 12d | 1mo 4d | 2mo 16dFeb 2025 - May 2025 |
2016 pullback2016 | -3.97%Jan 2016 | 14d | 1mo 11d | 1mo 25dJan 2016 - Mar 2016 |
Drawdown Indicators
| EIDOX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.06% | -56.78% | +37.72% |
Max Drawdown (1Y)Largest decline over 1 year | -3.56% | -9.10% | +5.54% |
Max Drawdown (3Y)Largest decline over 3 years | -3.97% | -18.90% | +14.93% |
Max Drawdown (5Y)Largest decline over 5 years | -17.42% | -25.43% | +8.01% |
Max Drawdown (10Y)Largest decline over 10 years | -19.06% | -33.92% | +14.86% |
Current DrawdownCurrent decline from peak | -0.23% | -1.80% | +1.57% |
Average DrawdownAverage peak-to-trough decline | -2.46% | -10.71% | +8.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.88% | 2.03% | -1.15% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading charts...
Build a portfolio with EIDOX
Add Eaton Vance Emerging Markets Debt Opportunities Fund Class I to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Analyzer with EIDOX