AMAPX vs. EIDOX
Compare and contrast key facts about Amana Participation Fund (AMAPX) and Eaton Vance Emerging Markets Debt Opportunities Fund Class I (EIDOX).
AMAPX is managed by Amana. It was launched on Sep 27, 2015. EIDOX is a passively managed fund by Eaton Vance that tracks the performance of the J.P. Morgan EMB (JEMB) Hard Currency / Local Currency 50-50 Index. It was launched on Sep 3, 2015.
Performance
AMAPX vs. EIDOX - Performance Comparison
Loading graphics...
AMAPX vs. EIDOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AMAPX Amana Participation Fund | -1.66% | 5.98% | 3.77% | 2.09% | -5.27% | 0.49% | 5.35% | 6.61% | 0.08% | 2.56% |
EIDOX Eaton Vance Emerging Markets Debt Opportunities Fund Class I | 1.43% | 15.59% | 14.78% | 11.40% | -6.25% | 1.52% | 7.39% | 18.25% | -4.28% | 12.97% |
Returns By Period
In the year-to-date period, AMAPX achieves a -1.66% return, which is significantly lower than EIDOX's 1.43% return. Over the past 10 years, AMAPX has underperformed EIDOX with an annualized return of 2.09%, while EIDOX has yielded a comparatively higher 7.71% annualized return.
AMAPX
- 1D
- 0.00%
- 1M
- -2.51%
- YTD
- -1.66%
- 6M
- -0.66%
- 1Y
- 2.49%
- 3Y*
- 3.09%
- 5Y*
- 1.12%
- 10Y*
- 2.09%
EIDOX
- 1D
- -0.65%
- 1M
- -3.19%
- YTD
- 1.43%
- 6M
- 6.73%
- 1Y
- 14.99%
- 3Y*
- 13.64%
- 5Y*
- 7.66%
- 10Y*
- 7.71%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
AMAPX vs. EIDOX - Expense Ratio Comparison
AMAPX has a 0.78% expense ratio, which is lower than EIDOX's 0.79% expense ratio.
Return for Risk
AMAPX vs. EIDOX — Risk / Return Rank
AMAPX
EIDOX
AMAPX vs. EIDOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amana Participation Fund (AMAPX) and Eaton Vance Emerging Markets Debt Opportunities Fund Class I (EIDOX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| AMAPX | EIDOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.36 | 4.16 | -2.79 |
Sortino ratioReturn per unit of downside risk | 2.07 | 5.72 | -3.66 |
Omega ratioGain probability vs. loss probability | 1.39 | 2.03 | -0.64 |
Calmar ratioReturn relative to maximum drawdown | 1.17 | 3.85 | -2.68 |
Martin ratioReturn relative to average drawdown | 5.20 | 15.67 | -10.47 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| AMAPX | EIDOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.36 | 4.16 | -2.79 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 1.67 | -1.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.08 | 1.63 | -0.55 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.06 | 1.65 | -0.59 |
Correlation
The correlation between AMAPX and EIDOX is 0.20, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
AMAPX vs. EIDOX - Dividend Comparison
AMAPX's dividend yield for the trailing twelve months is around 3.41%, less than EIDOX's 11.13% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
AMAPX Amana Participation Fund | 3.41% | 3.52% | 3.15% | 2.25% | 1.30% | 1.55% | 1.95% | 2.45% | 2.62% | 2.14% | 2.14% |
EIDOX Eaton Vance Emerging Markets Debt Opportunities Fund Class I | 11.13% | 9.41% | 8.52% | 8.97% | 9.13% | 7.82% | 7.66% | 7.81% | 8.10% | 7.85% | 4.10% |
Drawdowns
AMAPX vs. EIDOX - Drawdown Comparison
The maximum AMAPX drawdown since its inception was -7.75%, smaller than the maximum EIDOX drawdown of -19.06%. Use the drawdown chart below to compare losses from any high point for AMAPX and EIDOX.
Loading graphics...
Drawdown Indicators
| AMAPX | EIDOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.75% | -19.06% | +11.31% |
Max Drawdown (1Y)Largest decline over 1 year | -2.51% | -3.56% | +1.05% |
Max Drawdown (5Y)Largest decline over 5 years | -7.75% | -17.42% | +9.67% |
Max Drawdown (10Y)Largest decline over 10 years | -7.75% | -19.06% | +11.31% |
Current DrawdownCurrent decline from peak | -2.51% | -3.56% | +1.05% |
Average DrawdownAverage peak-to-trough decline | -1.57% | -2.50% | +0.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.56% | 0.88% | -0.32% |
Volatility
AMAPX vs. EIDOX - Volatility Comparison
The current volatility for Amana Participation Fund (AMAPX) is 0.70%, while Eaton Vance Emerging Markets Debt Opportunities Fund Class I (EIDOX) has a volatility of 1.85%. This indicates that AMAPX experiences smaller price fluctuations and is considered to be less risky than EIDOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| AMAPX | EIDOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.70% | 1.85% | -1.15% |
Volatility (6M)Calculated over the trailing 6-month period | 1.16% | 2.69% | -1.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.08% | 3.59% | -1.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.06% | 4.61% | -2.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.95% | 4.76% | -2.81% |