EEIIX vs. EIDOX
Compare and contrast key facts about Eaton Vance Emerging Markets Local Income Fund Class I (EEIIX) and Eaton Vance Emerging Markets Debt Opportunities Fund Class I (EIDOX).
EEIIX is an actively managed fund by Eaton Vance. It was launched on Nov 27, 2009. 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
EEIIX vs. EIDOX - Performance Comparison
Loading graphics...
EEIIX vs. EIDOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
EIDOX Eaton Vance Emerging Markets Debt Opportunities Fund Class I | 1.43% | 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, EEIIX achieves a -1.77% return, which is significantly lower than EIDOX's 1.43% return. Over the past 10 years, EEIIX has underperformed EIDOX with an annualized return of 4.97%, while EIDOX has yielded a comparatively higher 7.71% 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%
EIDOX
- 1D
- -0.65%
- 1M
- -3.19%
- YTD
- 1.43%
- 6M
- 6.73%
- 1Y
- 14.99%
- 3Y*
- 13.64%
- 5Y*
- 7.66%
- 10Y*
- 7.71%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
EEIIX vs. EIDOX - Expense Ratio Comparison
EEIIX has a 1.01% expense ratio, which is higher than EIDOX's 0.79% expense ratio.
Return for Risk
EEIIX vs. EIDOX — Risk / Return Rank
EEIIX
EIDOX
EEIIX vs. EIDOX - 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 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.
| EEIIX | EIDOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.67 | 4.16 | -1.48 |
Sortino ratioReturn per unit of downside risk | 3.64 | 5.72 | -2.08 |
Omega ratioGain probability vs. loss probability | 1.55 | 2.03 | -0.47 |
Calmar ratioReturn relative to maximum drawdown | 2.42 | 3.85 | -1.43 |
Martin ratioReturn relative to average drawdown | 11.28 | 15.67 | -4.39 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| EEIIX | EIDOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.67 | 4.16 | -1.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 1.67 | -1.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 1.63 | -1.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 1.65 | -1.26 |
Correlation
The correlation between EEIIX and EIDOX is 0.63, 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
EEIIX vs. EIDOX - Dividend Comparison
EEIIX's dividend yield for the trailing twelve months is around 10.84%, less than EIDOX's 11.13% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
EIDOX Eaton Vance Emerging Markets Debt Opportunities Fund Class I | 11.13% | 9.41% | 8.52% | 8.97% | 9.13% | 7.82% | 7.66% | 7.81% | 8.10% | 7.85% | 4.10% | 0.00% |
Drawdowns
EEIIX vs. EIDOX - Drawdown Comparison
The maximum EEIIX drawdown since its inception was -31.11%, which is greater than EIDOX's maximum drawdown of -19.06%. Use the drawdown chart below to compare losses from any high point for EEIIX and EIDOX.
Loading graphics...
Drawdown Indicators
| EEIIX | EIDOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.11% | -19.06% | -12.05% |
Max Drawdown (1Y)Largest decline over 1 year | -7.20% | -3.56% | -3.64% |
Max Drawdown (5Y)Largest decline over 5 years | -26.28% | -17.42% | -8.86% |
Max Drawdown (10Y)Largest decline over 10 years | -28.05% | -19.06% | -8.99% |
Current DrawdownCurrent decline from peak | -7.20% | -3.56% | -3.64% |
Average DrawdownAverage peak-to-trough decline | -8.77% | -2.50% | -6.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.54% | 0.88% | +0.66% |
Volatility
EEIIX vs. EIDOX - Volatility Comparison
Eaton Vance Emerging Markets Local Income Fund Class I (EEIIX) has a higher volatility of 3.56% compared to Eaton Vance Emerging Markets Debt Opportunities Fund Class I (EIDOX) at 1.85%. This indicates that EEIIX'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.
Loading graphics...
Volatility by Period
| EEIIX | EIDOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.56% | 1.85% | +1.71% |
Volatility (6M)Calculated over the trailing 6-month period | 5.11% | 2.69% | +2.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.68% | 3.59% | +3.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.95% | 4.61% | +3.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.38% | 4.76% | +3.62% |