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EEIAX vs. EGFIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EEIAX vs. EGFIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eaton Vance Emerging Markets Local Income Fund (EEIAX) and Edgewood Growth Fund (EGFIX). The values are adjusted to include any dividend payments, if applicable.

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EEIAX vs. EGFIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EEIAX
Eaton Vance Emerging Markets Local Income Fund
-1.86%23.43%-1.23%13.63%-11.99%-7.64%4.68%22.66%-8.38%16.10%
EGFIX
Edgewood Growth Fund
-15.94%7.44%18.38%39.74%-40.51%23.71%42.24%34.18%2.22%34.81%

Returns By Period

In the year-to-date period, EEIAX achieves a -1.86% return, which is significantly higher than EGFIX's -15.94% return. Over the past 10 years, EEIAX has underperformed EGFIX with an annualized return of 4.46%, while EGFIX has yielded a comparatively higher 11.87% annualized return.


EEIAX

1D
-0.69%
1M
-7.15%
YTD
-1.86%
6M
3.78%
1Y
17.07%
3Y*
8.65%
5Y*
3.69%
10Y*
4.46%

EGFIX

1D
-0.53%
1M
-10.41%
YTD
-15.94%
6M
-14.29%
1Y
-2.00%
3Y*
9.07%
5Y*
1.61%
10Y*
11.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EEIAX vs. EGFIX - Expense Ratio Comparison

EEIAX has a 1.19% expense ratio, which is higher than EGFIX's 1.00% expense ratio.


Return for Risk

EEIAX vs. EGFIX — Risk / Return Rank

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

EEIAX
EEIAX Risk / Return Rank: 9393
Overall Rank
EEIAX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
EEIAX Sortino Ratio Rank: 9696
Sortino Ratio Rank
EEIAX Omega Ratio Rank: 9595
Omega Ratio Rank
EEIAX Calmar Ratio Rank: 8686
Calmar Ratio Rank
EEIAX Martin Ratio Rank: 9090
Martin Ratio Rank

EGFIX
EGFIX Risk / Return Rank: 44
Overall Rank
EGFIX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
EGFIX Sortino Ratio Rank: 55
Sortino Ratio Rank
EGFIX Omega Ratio Rank: 55
Omega Ratio Rank
EGFIX Calmar Ratio Rank: 33
Calmar Ratio Rank
EGFIX Martin Ratio Rank: 33
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.

EEIAX vs. EGFIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Emerging Markets Local Income Fund (EEIAX) and Edgewood Growth Fund (EGFIX). 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.


EEIAXEGFIXDifference

Sharpe ratio

Return per unit of total volatility

2.53

-0.09

+2.62

Sortino ratio

Return per unit of downside risk

3.49

0.03

+3.46

Omega ratio

Gain probability vs. loss probability

1.51

1.00

+0.50

Calmar ratio

Return relative to maximum drawdown

2.16

-0.26

+2.42

Martin ratio

Return relative to average drawdown

10.24

-0.86

+11.10

EEIAX vs. EGFIX - Sharpe Ratio Comparison

The current EEIAX Sharpe Ratio is 2.53, which is higher than the EGFIX Sharpe Ratio of -0.09. The chart below compares the historical Sharpe Ratios of EEIAX and EGFIX, 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


EEIAXEGFIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.53

-0.09

+2.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.06

+0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.51

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.45

-0.05

Correlation

The correlation between EEIAX and EGFIX is 0.38, 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

EEIAX vs. EGFIX - Dividend Comparison

EEIAX's dividend yield for the trailing twelve months is around 10.57%, less than EGFIX's 58.93% yield.


TTM20252024202320222021202020192018201720162015
EEIAX
Eaton Vance Emerging Markets Local Income Fund
10.57%8.48%11.19%11.34%13.39%11.14%9.77%13.03%10.48%8.74%10.80%11.65%
EGFIX
Edgewood Growth Fund
58.93%49.54%17.57%0.00%15.16%5.77%5.79%0.28%4.96%1.30%2.15%3.26%

Drawdowns

EEIAX vs. EGFIX - Drawdown Comparison

The maximum EEIAX drawdown since its inception was -31.70%, smaller than the maximum EGFIX drawdown of -52.01%. Use the drawdown chart below to compare losses from any high point for EEIAX and EGFIX.


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Drawdown Indicators


EEIAXEGFIXDifference

Max Drawdown

Largest peak-to-trough decline

-31.70%

-52.01%

+20.31%

Max Drawdown (1Y)

Largest decline over 1 year

-7.40%

-18.32%

+10.92%

Max Drawdown (5Y)

Largest decline over 5 years

-26.72%

-49.42%

+22.70%

Max Drawdown (10Y)

Largest decline over 10 years

-28.43%

-49.42%

+20.99%

Current Drawdown

Current decline from peak

-7.40%

-23.97%

+16.57%

Average Drawdown

Average peak-to-trough decline

-8.97%

-10.93%

+1.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.56%

5.42%

-3.86%

Volatility

EEIAX vs. EGFIX - Volatility Comparison

The current volatility for Eaton Vance Emerging Markets Local Income Fund (EEIAX) is 3.68%, while Edgewood Growth Fund (EGFIX) has a volatility of 5.45%. This indicates that EEIAX experiences smaller price fluctuations and is considered to be less risky than EGFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EEIAXEGFIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.68%

5.45%

-1.77%

Volatility (6M)

Calculated over the trailing 6-month period

5.10%

12.91%

-7.81%

Volatility (1Y)

Calculated over the trailing 1-year period

6.79%

22.24%

-15.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.06%

25.14%

-17.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.43%

23.49%

-15.06%