DEDIX vs. EELDX

Last updated Apr 1, 2026

Compare and contrast key facts about Delaware Emerging Markets Debt Corporate Fund (DEDIX) and Eaton Vance Emerging Markets Debt Opportunities Fund (EELDX).

DEDIX is managed by Delaware Funds. It was launched on Sep 29, 2013. EELDX is managed by Eaton Vance. It was launched on Feb 3, 2013.

Performance

DEDIX vs. EELDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Delaware Emerging Markets Debt Corporate Fund (DEDIX) and Eaton Vance Emerging Markets Debt Opportunities Fund (EELDX). The values are adjusted to include any dividend payments, if applicable.

DEDIX vs. EELDX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DEDIX Delaware Emerging Markets Debt Corporate Fund	-1.29%	9.51%	7.90%	8.72%	-10.60%	0.56%	6.81%	15.91%	-4.69%	12.40%
EELDX Eaton Vance Emerging Markets Debt Opportunities Fund	1.33%	15.80%	14.87%	11.46%	-6.14%	1.55%	7.44%	18.34%	-4.27%	13.05%

Returns By Period

In the year-to-date period, DEDIX achieves a -1.29% return, which is significantly lower than EELDX's 1.33% return. Over the past 10 years, DEDIX has underperformed EELDX with an annualized return of 4.86%, while EELDX has yielded a comparatively higher 7.76% annualized return.

DEDIX

• 1D: 0.00%
• 1M: -2.34%
• YTD: -1.29%
• 6M: 0.09%
• 1Y: 5.85%
• 3Y*: 7.65%
• 5Y*: 2.93%
• 10Y*: 4.86%

EELDX

• 1D: -0.64%
• 1M: -3.19%
• YTD: 1.33%
• 6M: 6.65%
• 1Y: 15.07%
• 3Y*: 13.72%
• 5Y*: 7.74%
• 10Y*: 7.76%

*Multi-year figures are annualized to reflect compound growth (CAGR)

DEDIX vs. EELDX - Expense Ratio Comparison

DEDIX has a 0.79% expense ratio, which is higher than EELDX's 0.78% expense ratio.

DEDIX

Delaware Emerging Markets Debt Corporate Fund

EELDX

Eaton Vance Emerging Markets Debt Opportunities Fund

Return for Risk

DEDIX vs. EELDX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DEDIX

DEDIX Risk / Return Rank: 89
DEDIX Sharpe Ratio Rank: 94
DEDIX Sortino Ratio Rank: 92
DEDIX Omega Ratio Rank: 96
DEDIX Calmar Ratio Rank: 81
DEDIX Martin Ratio Rank: 81

EELDX

EELDX Risk / Return Rank: 98
EELDX Sharpe Ratio Rank: 99
EELDX Sortino Ratio Rank: 98
EELDX Omega Ratio Rank: 98
EELDX Calmar Ratio Rank: 97
EELDX Martin Ratio Rank: 96

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DEDIX vs. EELDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Delaware Emerging Markets Debt Corporate Fund (DEDIX) and Eaton Vance Emerging Markets Debt Opportunities Fund (EELDX). 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.

	DEDIX	EELDX	Difference
Sharpe ratio Return per unit of total volatility	2.15	3.99	-1.84
Sortino ratio Return per unit of downside risk	2.77	5.53	-2.75
Omega ratio Gain probability vs. loss probability	1.56	1.96	-0.40
Calmar ratio Return relative to maximum drawdown	1.95	3.75	-1.80
Martin ratio Return relative to average drawdown	8.08	15.15	-7.07
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DEDIX vs. EELDX - Sharpe Ratio Comparison

The current DEDIX Sharpe Ratio is 2.15, which is lower than the EELDX Sharpe Ratio of 3.99. The chart below compares the historical Sharpe Ratios of DEDIX and EELDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	DEDIX	EELDX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.15	3.99	-1.84
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.89	1.70	-0.81
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	1.20	1.64	-0.44
Sharpe Ratio (All Time) Calculated using the full available price history	1.11	1.31	-0.20

Correlation

The correlation between DEDIX and EELDX is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

DEDIX vs. EELDX - Dividend Comparison

DEDIX's dividend yield for the trailing twelve months is around 5.78%, less than EELDX's 11.20% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DEDIX Delaware Emerging Markets Debt Corporate Fund	5.78%	5.76%	6.69%	5.40%	4.96%	4.42%	4.38%	4.31%	5.59%	6.04%	4.02%	3.54%
EELDX Eaton Vance Emerging Markets Debt Opportunities Fund	11.20%	9.44%	8.58%	9.02%	9.17%	7.87%	7.71%	7.86%	8.16%	7.90%	4.12%	1.65%

Drawdowns

DEDIX vs. EELDX - Drawdown Comparison

The maximum DEDIX drawdown since its inception was -20.06%, roughly equal to the maximum EELDX drawdown of -19.12%. Use the drawdown chart below to compare losses from any high point for DEDIX and EELDX.

Drawdown Indicators

	DEDIX	EELDX	Difference
Max Drawdown Largest peak-to-trough decline	-20.06%	-19.12%	-0.94%
Max Drawdown (1Y) Largest decline over 1 year	-3.00%	-3.68%	+0.68%
Max Drawdown (5Y) Largest decline over 5 years	-20.06%	-17.35%	-2.71%
Max Drawdown (10Y) Largest decline over 10 years	-20.06%	-19.12%	-0.94%
Current Drawdown Current decline from peak	-2.46%	-3.68%	+1.22%
Average Drawdown Average peak-to-trough decline	-3.44%	-2.94%	-0.50%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.72%	0.91%	-0.19%

Volatility

DEDIX vs. EELDX - Volatility Comparison

The current volatility for Delaware Emerging Markets Debt Corporate Fund (DEDIX) is 0.77%, while Eaton Vance Emerging Markets Debt Opportunities Fund (EELDX) has a volatility of 1.89%. This indicates that DEDIX experiences smaller price fluctuations and is considered to be less risky than EELDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DEDIX	EELDX	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.77%	1.89%	-1.12%
Volatility (6M) Calculated over the trailing 6-month period	1.36%	2.76%	-1.40%
Volatility (1Y) Calculated over the trailing 1-year period	2.74%	3.72%	-0.98%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	3.33%	4.59%	-1.26%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	4.06%	4.76%	-0.70%