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EEIAX vs. LSYAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EEIAX vs. LSYAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eaton Vance Emerging Markets Local Income Fund (EEIAX) and Lord Abbett Short Duration High Yield Fund (LSYAX). The values are adjusted to include any dividend payments, if applicable.

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EEIAX vs. LSYAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
EEIAX
Eaton Vance Emerging Markets Local Income Fund
-1.86%23.43%-1.23%13.63%-11.99%-7.64%20.45%
LSYAX
Lord Abbett Short Duration High Yield Fund
-1.81%7.50%8.46%10.60%-7.21%4.50%14.22%

Returns By Period

The year-to-date returns for both investments are quite close, with EEIAX having a -1.86% return and LSYAX slightly higher at -1.81%.


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%

LSYAX

1D
0.00%
1M
-2.66%
YTD
-1.81%
6M
-0.62%
1Y
5.29%
3Y*
7.23%
5Y*
3.96%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EEIAX vs. LSYAX - Expense Ratio Comparison

EEIAX has a 1.19% expense ratio, which is higher than LSYAX's 0.65% expense ratio.


Return for Risk

EEIAX vs. LSYAX — 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

LSYAX
LSYAX Risk / Return Rank: 7070
Overall Rank
LSYAX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
LSYAX Sortino Ratio Rank: 7676
Sortino Ratio Rank
LSYAX Omega Ratio Rank: 8383
Omega Ratio Rank
LSYAX Calmar Ratio Rank: 5757
Calmar Ratio Rank
LSYAX Martin Ratio Rank: 5757
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. LSYAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Emerging Markets Local Income Fund (EEIAX) and Lord Abbett Short Duration High Yield Fund (LSYAX). 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.


EEIAXLSYAXDifference

Sharpe ratio

Return per unit of total volatility

2.53

1.36

+1.17

Sortino ratio

Return per unit of downside risk

3.49

1.89

+1.59

Omega ratio

Gain probability vs. loss probability

1.51

1.33

+0.17

Calmar ratio

Return relative to maximum drawdown

2.16

1.33

+0.83

Martin ratio

Return relative to average drawdown

10.24

5.48

+4.76

EEIAX vs. LSYAX - Sharpe Ratio Comparison

The current EEIAX Sharpe Ratio is 2.53, which is higher than the LSYAX Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of EEIAX and LSYAX, 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


EEIAXLSYAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.53

1.36

+1.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.95

-0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

1.41

-1.00

Correlation

The correlation between EEIAX and LSYAX is 0.44, 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

EEIAX vs. LSYAX - Dividend Comparison

EEIAX's dividend yield for the trailing twelve months is around 10.57%, more than LSYAX's 7.42% 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%
LSYAX
Lord Abbett Short Duration High Yield Fund
7.42%7.91%8.01%6.38%4.86%5.77%4.64%0.00%0.00%0.00%0.00%0.00%

Drawdowns

EEIAX vs. LSYAX - Drawdown Comparison

The maximum EEIAX drawdown since its inception was -31.70%, which is greater than LSYAX's maximum drawdown of -10.79%. Use the drawdown chart below to compare losses from any high point for EEIAX and LSYAX.


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Drawdown Indicators


EEIAXLSYAXDifference

Max Drawdown

Largest peak-to-trough decline

-31.70%

-10.79%

-20.91%

Max Drawdown (1Y)

Largest decline over 1 year

-7.40%

-4.12%

-3.28%

Max Drawdown (5Y)

Largest decline over 5 years

-26.72%

-10.79%

-15.93%

Max Drawdown (10Y)

Largest decline over 10 years

-28.43%

Current Drawdown

Current decline from peak

-7.40%

-2.84%

-4.56%

Average Drawdown

Average peak-to-trough decline

-8.97%

-1.91%

-7.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.56%

1.00%

+0.56%

Volatility

EEIAX vs. LSYAX - Volatility Comparison

Eaton Vance Emerging Markets Local Income Fund (EEIAX) has a higher volatility of 3.68% compared to Lord Abbett Short Duration High Yield Fund (LSYAX) at 1.29%. This indicates that EEIAX's price experiences larger fluctuations and is considered to be riskier than LSYAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EEIAXLSYAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.68%

1.29%

+2.39%

Volatility (6M)

Calculated over the trailing 6-month period

5.10%

2.42%

+2.68%

Volatility (1Y)

Calculated over the trailing 1-year period

6.79%

4.28%

+2.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.06%

4.21%

+3.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.43%

4.18%

+4.25%