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EADOX vs. AGEYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EADOX vs. AGEYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eaton Vance Emerging Markets Debt Opportunities Fund Class A (EADOX) and American Beacon Developing World Income Fund Class Y (AGEYX). The values are adjusted to include any dividend payments, if applicable.

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EADOX vs. AGEYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EADOX
Eaton Vance Emerging Markets Debt Opportunities Fund Class A
1.47%16.93%14.52%11.13%-6.42%1.24%7.12%17.85%-4.44%12.58%
AGEYX
American Beacon Developing World Income Fund Class Y
1.59%19.15%15.85%13.10%-12.62%6.91%2.54%13.49%-3.42%15.26%

Returns By Period

In the year-to-date period, EADOX achieves a 1.47% return, which is significantly lower than AGEYX's 1.59% return. Both investments have delivered pretty close results over the past 10 years, with EADOX having a 7.58% annualized return and AGEYX not far ahead at 7.77%.


EADOX

1D
0.12%
1M
-2.42%
YTD
1.47%
6M
6.71%
1Y
14.97%
3Y*
13.94%
5Y*
7.71%
10Y*
7.58%

AGEYX

1D
0.00%
1M
-2.57%
YTD
1.59%
6M
7.65%
1Y
18.77%
3Y*
16.31%
5Y*
8.06%
10Y*
7.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EADOX vs. AGEYX - Expense Ratio Comparison

EADOX has a 1.11% expense ratio, which is lower than AGEYX's 1.14% expense ratio.


Return for Risk

EADOX vs. AGEYX — Risk / Return Rank

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

EADOX
EADOX Risk / Return Rank: 9898
Overall Rank
EADOX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
EADOX Sortino Ratio Rank: 9999
Sortino Ratio Rank
EADOX Omega Ratio Rank: 9898
Omega Ratio Rank
EADOX Calmar Ratio Rank: 9797
Calmar Ratio Rank
EADOX Martin Ratio Rank: 9797
Martin Ratio Rank

AGEYX
AGEYX Risk / Return Rank: 9898
Overall Rank
AGEYX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
AGEYX Sortino Ratio Rank: 9898
Sortino Ratio Rank
AGEYX Omega Ratio Rank: 9898
Omega Ratio Rank
AGEYX Calmar Ratio Rank: 9797
Calmar Ratio Rank
AGEYX Martin Ratio Rank: 9898
Martin Ratio Rank
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.

EADOX vs. AGEYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Emerging Markets Debt Opportunities Fund Class A (EADOX) and American Beacon Developing World Income Fund Class Y (AGEYX). 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.


EADOXAGEYXDifference

Sharpe ratio

Return per unit of total volatility

4.12

4.04

+0.08

Sortino ratio

Return per unit of downside risk

5.77

5.55

+0.22

Omega ratio

Gain probability vs. loss probability

2.06

2.07

-0.02

Calmar ratio

Return relative to maximum drawdown

4.06

4.43

-0.36

Martin ratio

Return relative to average drawdown

16.37

21.89

-5.52

EADOX vs. AGEYX - Sharpe Ratio Comparison

The current EADOX Sharpe Ratio is 4.12, which is comparable to the AGEYX Sharpe Ratio of 4.04. The chart below compares the historical Sharpe Ratios of EADOX and AGEYX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EADOXAGEYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.12

4.04

+0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.71

1.58

+0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.61

1.56

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

1.63

1.31

+0.32

Correlation

The correlation between EADOX and AGEYX is 0.60, 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

EADOX vs. AGEYX - Dividend Comparison

EADOX's dividend yield for the trailing twelve months is around 10.84%, more than AGEYX's 9.15% yield.


TTM20252024202320222021202020192018201720162015
EADOX
Eaton Vance Emerging Markets Debt Opportunities Fund Class A
10.84%10.51%8.27%8.73%8.87%7.56%7.42%7.57%7.83%7.61%4.04%0.00%
AGEYX
American Beacon Developing World Income Fund Class Y
9.15%9.99%12.16%9.64%7.50%7.90%7.34%8.61%9.88%7.30%8.43%7.03%

Drawdowns

EADOX vs. AGEYX - Drawdown Comparison

The maximum EADOX drawdown since its inception was -19.15%, smaller than the maximum AGEYX drawdown of -22.24%. Use the drawdown chart below to compare losses from any high point for EADOX and AGEYX.


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Drawdown Indicators


EADOXAGEYXDifference

Max Drawdown

Largest peak-to-trough decline

-19.15%

-22.24%

+3.09%

Max Drawdown (1Y)

Largest decline over 1 year

-3.61%

-4.14%

+0.53%

Max Drawdown (5Y)

Largest decline over 5 years

-17.56%

-22.24%

+4.68%

Max Drawdown (10Y)

Largest decline over 10 years

-19.15%

-22.24%

+3.09%

Current Drawdown

Current decline from peak

-3.50%

-3.15%

-0.35%

Average Drawdown

Average peak-to-trough decline

-2.56%

-3.59%

+1.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.90%

0.84%

+0.06%

Volatility

EADOX vs. AGEYX - Volatility Comparison

Eaton Vance Emerging Markets Debt Opportunities Fund Class A (EADOX) and American Beacon Developing World Income Fund Class Y (AGEYX) have volatilities of 1.77% and 1.71%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EADOXAGEYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.77%

1.71%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

2.67%

2.84%

-0.17%

Volatility (1Y)

Calculated over the trailing 1-year period

3.61%

4.64%

-1.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.53%

5.12%

-0.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.72%

5.00%

-0.28%