EDF vs. EIDOX
Compare and contrast key facts about Virtus Stone Harbor Emerging Markets Income Fund (EDF) and Eaton Vance Emerging Markets Debt Opportunities Fund Class I (EIDOX).
EDF is an actively managed fund by Virtus. It was launched on Dec 23, 2010. 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
EDF vs. EIDOX - Performance Comparison
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EDF vs. EIDOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EDF Virtus Stone Harbor Emerging Markets Income Fund | 2.58% | 22.24% | 25.54% | 21.63% | -27.96% | -8.47% | -31.14% | 45.06% | -18.24% | 24.22% |
EIDOX Eaton Vance Emerging Markets Debt Opportunities Fund Class I | 1.56% | 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, EDF achieves a 2.58% return, which is significantly higher than EIDOX's 1.56% return. Over the past 10 years, EDF has underperformed EIDOX with an annualized return of 5.06%, while EIDOX has yielded a comparatively higher 7.72% annualized return.
EDF
- 1D
- 2.93%
- 1M
- -0.94%
- YTD
- 2.58%
- 6M
- 4.70%
- 1Y
- 14.34%
- 3Y*
- 18.86%
- 5Y*
- 2.85%
- 10Y*
- 5.06%
EIDOX
- 1D
- 0.12%
- 1M
- -2.39%
- YTD
- 1.56%
- 6M
- 6.74%
- 1Y
- 15.27%
- 3Y*
- 13.69%
- 5Y*
- 7.66%
- 10Y*
- 7.72%
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EDF vs. EIDOX - Expense Ratio Comparison
EDF has a 1.45% expense ratio, which is higher than EIDOX's 0.79% expense ratio.
Return for Risk
EDF vs. EIDOX — Risk / Return Rank
EDF
EIDOX
EDF vs. EIDOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus Stone Harbor Emerging Markets Income Fund (EDF) 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.
| EDF | EIDOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.80 | 4.24 | -3.44 |
Sortino ratioReturn per unit of downside risk | 1.11 | 5.83 | -4.72 |
Omega ratioGain probability vs. loss probability | 1.16 | 2.06 | -0.89 |
Calmar ratioReturn relative to maximum drawdown | 0.88 | 4.21 | -3.33 |
Martin ratioReturn relative to average drawdown | 3.89 | 16.91 | -13.02 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EDF | EIDOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.80 | 4.24 | -3.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.11 | 1.67 | -1.56 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.17 | 1.63 | -1.46 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.10 | 1.65 | -1.55 |
Correlation
The correlation between EDF and EIDOX is 0.32, 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
EDF vs. EIDOX - Dividend Comparison
EDF's dividend yield for the trailing twelve months is around 14.63%, more than EIDOX's 11.11% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EDF Virtus Stone Harbor Emerging Markets Income Fund | 14.63% | 14.49% | 15.32% | 16.71% | 17.31% | 12.91% | 16.46% | 15.67% | 19.37% | 13.58% | 14.75% | 17.93% |
EIDOX Eaton Vance Emerging Markets Debt Opportunities Fund Class I | 11.11% | 9.41% | 8.52% | 8.97% | 9.13% | 7.82% | 7.66% | 7.81% | 8.10% | 7.85% | 4.10% | 0.00% |
Drawdowns
EDF vs. EIDOX - Drawdown Comparison
The maximum EDF drawdown since its inception was -64.23%, which is greater than EIDOX's maximum drawdown of -19.06%. Use the drawdown chart below to compare losses from any high point for EDF and EIDOX.
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Drawdown Indicators
| EDF | EIDOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.23% | -19.06% | -45.17% |
Max Drawdown (1Y)Largest decline over 1 year | -13.91% | -3.56% | -10.35% |
Max Drawdown (5Y)Largest decline over 5 years | -53.09% | -17.42% | -35.67% |
Max Drawdown (10Y)Largest decline over 10 years | -64.23% | -19.06% | -45.17% |
Current DrawdownCurrent decline from peak | -15.87% | -3.45% | -12.42% |
Average DrawdownAverage peak-to-trough decline | -21.61% | -2.50% | -19.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.20% | 0.89% | +2.31% |
Volatility
EDF vs. EIDOX - Volatility Comparison
Virtus Stone Harbor Emerging Markets Income Fund (EDF) has a higher volatility of 6.38% compared to Eaton Vance Emerging Markets Debt Opportunities Fund Class I (EIDOX) at 1.78%. This indicates that EDF's price experiences larger fluctuations and is considered to be riskier than EIDOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EDF | EIDOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.38% | 1.78% | +4.60% |
Volatility (6M)Calculated over the trailing 6-month period | 10.45% | 2.69% | +7.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.19% | 3.59% | +14.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.88% | 4.61% | +21.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.66% | 4.76% | +25.90% |