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EEIIX vs. EEIAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EEIIX vs. EEIAX - 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 Eaton Vance Emerging Markets Local Income Fund (EEIAX). The values are adjusted to include any dividend payments, if applicable.

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EEIIX vs. EEIAX - 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%
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%

Returns By Period

In the year-to-date period, EEIIX achieves a -1.77% return, which is significantly higher than EEIAX's -1.86% return. Over the past 10 years, EEIIX has outperformed EEIAX with an annualized return of 4.97%, while EEIAX has yielded a comparatively lower 4.46% annualized return.


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%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EEIIX vs. EEIAX - Expense Ratio Comparison

EEIIX has a 1.01% expense ratio, which is lower than EEIAX's 1.19% expense ratio.


Return for Risk

EEIIX vs. EEIAX — 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

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
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. EEIAX - 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 Eaton Vance Emerging Markets Local Income Fund (EEIAX). 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.


EEIIXEEIAXDifference

Sharpe ratio

Return per unit of total volatility

2.67

2.53

+0.14

Sortino ratio

Return per unit of downside risk

3.64

3.49

+0.16

Omega ratio

Gain probability vs. loss probability

1.55

1.51

+0.05

Calmar ratio

Return relative to maximum drawdown

2.42

2.16

+0.25

Martin ratio

Return relative to average drawdown

11.28

10.24

+1.04

EEIIX vs. EEIAX - Sharpe Ratio Comparison

The current EEIIX Sharpe Ratio is 2.67, which is comparable to the EEIAX Sharpe Ratio of 2.53. The chart below compares the historical Sharpe Ratios of EEIIX and EEIAX, 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


EEIIXEEIAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.67

2.53

+0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.46

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.53

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.41

-0.02

Correlation

The correlation between EEIIX and EEIAX is 0.97, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

EEIIX vs. EEIAX - Dividend Comparison

EEIIX's dividend yield for the trailing twelve months is around 10.84%, more than EEIAX's 10.57% 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%
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%

Drawdowns

EEIIX vs. EEIAX - Drawdown Comparison

The maximum EEIIX drawdown since its inception was -31.11%, roughly equal to the maximum EEIAX drawdown of -31.70%. Use the drawdown chart below to compare losses from any high point for EEIIX and EEIAX.


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Drawdown Indicators


EEIIXEEIAXDifference

Max Drawdown

Largest peak-to-trough decline

-31.11%

-31.70%

+0.59%

Max Drawdown (1Y)

Largest decline over 1 year

-7.20%

-7.40%

+0.20%

Max Drawdown (5Y)

Largest decline over 5 years

-26.28%

-26.72%

+0.44%

Max Drawdown (10Y)

Largest decline over 10 years

-28.05%

-28.43%

+0.38%

Current Drawdown

Current decline from peak

-7.20%

-7.40%

+0.20%

Average Drawdown

Average peak-to-trough decline

-8.77%

-8.97%

+0.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.54%

1.56%

-0.02%

Volatility

EEIIX vs. EEIAX - Volatility Comparison

Eaton Vance Emerging Markets Local Income Fund Class I (EEIIX) and Eaton Vance Emerging Markets Local Income Fund (EEIAX) have volatilities of 3.56% and 3.68%, 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


EEIIXEEIAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.56%

3.68%

-0.12%

Volatility (6M)

Calculated over the trailing 6-month period

5.11%

5.10%

+0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

6.68%

6.79%

-0.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.95%

8.06%

-0.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.38%

8.43%

-0.05%