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EEIIX vs. EDF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EEIIX vs. EDF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eaton Vance Emerging Markets Local Income Fund Class I (EEIIX) and Virtus Stone Harbor Emerging Markets Income Fund (EDF). The values are adjusted to include any dividend payments, if applicable.

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EEIIX vs. EDF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EEIIX
Eaton Vance Emerging Markets Local Income Fund Class I
-1.77%26.00%-0.97%13.95%-11.53%-7.57%5.00%23.01%-8.11%16.45%
EDF
Virtus Stone Harbor Emerging Markets Income Fund
-0.34%22.24%25.54%21.63%-27.96%-8.47%-31.14%45.06%-18.24%24.22%

Returns By Period

In the year-to-date period, EEIIX achieves a -1.77% return, which is significantly lower than EDF's -0.34% return. Both investments have delivered pretty close results over the past 10 years, with EEIIX having a 4.97% annualized return and EDF not far behind at 4.75%.


EEIIX

1D
-0.67%
1M
-7.13%
YTD
-1.77%
6M
3.94%
1Y
17.39%
3Y*
9.60%
5Y*
4.36%
10Y*
4.97%

EDF

1D
-0.42%
1M
-5.17%
YTD
-0.34%
6M
1.72%
1Y
9.22%
3Y*
17.73%
5Y*
2.26%
10Y*
4.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EEIIX vs. EDF - Expense Ratio Comparison

EEIIX has a 1.01% expense ratio, which is lower than EDF's 1.45% expense ratio.


Return for Risk

EEIIX vs. EDF — Risk / Return Rank

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

EEIIX
EEIIX Risk / Return Rank: 9494
Overall Rank
EEIIX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
EEIIX Sortino Ratio Rank: 9797
Sortino Ratio Rank
EEIIX Omega Ratio Rank: 9696
Omega Ratio Rank
EEIIX Calmar Ratio Rank: 8989
Calmar Ratio Rank
EEIIX Martin Ratio Rank: 9292
Martin Ratio Rank

EDF
EDF Risk / Return Rank: 2121
Overall Rank
EDF Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
EDF Sortino Ratio Rank: 1717
Sortino Ratio Rank
EDF Omega Ratio Rank: 1818
Omega Ratio Rank
EDF Calmar Ratio Rank: 2121
Calmar Ratio Rank
EDF Martin Ratio Rank: 2727
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.

EEIIX vs. EDF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Emerging Markets Local Income Fund Class I (EEIIX) and Virtus Stone Harbor Emerging Markets Income Fund (EDF). 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.


EEIIXEDFDifference

Sharpe ratio

Return per unit of total volatility

2.67

0.52

+2.16

Sortino ratio

Return per unit of downside risk

3.64

0.76

+2.88

Omega ratio

Gain probability vs. loss probability

1.55

1.11

+0.44

Calmar ratio

Return relative to maximum drawdown

2.42

0.63

+1.78

Martin ratio

Return relative to average drawdown

11.28

2.90

+8.37

EEIIX vs. EDF - Sharpe Ratio Comparison

The current EEIIX Sharpe Ratio is 2.67, which is higher than the EDF Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of EEIIX and EDF, 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


EEIIXEDFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.67

0.52

+2.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.09

+0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.16

+0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.09

+0.29

Correlation

The correlation between EEIIX and EDF is 0.33, 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

EEIIX vs. EDF - Dividend Comparison

EEIIX's dividend yield for the trailing twelve months is around 10.84%, less than EDF's 15.06% yield.


TTM20252024202320222021202020192018201720162015
EEIIX
Eaton Vance Emerging Markets Local Income Fund Class I
10.84%10.36%11.46%11.62%13.71%11.49%10.06%13.31%10.80%9.04%11.27%12.21%
EDF
Virtus Stone Harbor Emerging Markets Income Fund
15.06%14.49%15.32%16.71%17.31%12.91%16.46%15.67%19.37%13.58%14.75%17.93%

Drawdowns

EEIIX vs. EDF - Drawdown Comparison

The maximum EEIIX drawdown since its inception was -31.11%, smaller than the maximum EDF drawdown of -64.23%. Use the drawdown chart below to compare losses from any high point for EEIIX and EDF.


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Drawdown Indicators


EEIIXEDFDifference

Max Drawdown

Largest peak-to-trough decline

-31.11%

-64.23%

+33.12%

Max Drawdown (1Y)

Largest decline over 1 year

-7.20%

-14.17%

+6.97%

Max Drawdown (5Y)

Largest decline over 5 years

-26.28%

-53.09%

+26.81%

Max Drawdown (10Y)

Largest decline over 10 years

-28.05%

-64.23%

+36.18%

Current Drawdown

Current decline from peak

-7.20%

-18.26%

+11.06%

Average Drawdown

Average peak-to-trough decline

-8.77%

-21.61%

+12.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.54%

3.40%

-1.86%

Volatility

EEIIX vs. EDF - Volatility Comparison

The current volatility for Eaton Vance Emerging Markets Local Income Fund Class I (EEIIX) is 3.56%, while Virtus Stone Harbor Emerging Markets Income Fund (EDF) has a volatility of 5.67%. This indicates that EEIIX experiences smaller price fluctuations and is considered to be less risky than EDF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EEIIXEDFDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.56%

5.67%

-2.11%

Volatility (6M)

Calculated over the trailing 6-month period

5.11%

10.05%

-4.94%

Volatility (1Y)

Calculated over the trailing 1-year period

6.68%

17.96%

-11.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.95%

25.87%

-17.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.38%

30.66%

-22.28%