EELDX vs. EGRIX
Compare and contrast key facts about Eaton Vance Emerging Markets Debt Opportunities Fund (EELDX) and Eaton Vance Global Macro Absolute Return Advantage Fund (EGRIX).
EELDX is managed by Eaton Vance. It was launched on Feb 3, 2013. EGRIX is managed by Eaton Vance. It was launched on Aug 30, 2010.
Performance
EELDX vs. EGRIX - Performance Comparison
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EELDX vs. EGRIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EELDX Eaton Vance Emerging Markets Debt Opportunities Fund | 1.45% | 15.80% | 14.87% | 11.46% | -6.14% | 1.55% | 7.44% | 18.34% | -4.27% | 13.05% |
EGRIX Eaton Vance Global Macro Absolute Return Advantage Fund | 3.42% | 20.36% | 9.50% | 8.37% | -1.94% | 3.66% | 4.71% | 14.80% | -8.34% | 5.78% |
Returns By Period
In the year-to-date period, EELDX achieves a 1.45% return, which is significantly lower than EGRIX's 3.42% return. Over the past 10 years, EELDX has outperformed EGRIX with an annualized return of 7.77%, while EGRIX has yielded a comparatively lower 6.32% annualized return.
EELDX
- 1D
- 0.12%
- 1M
- -2.51%
- YTD
- 1.45%
- 6M
- 6.78%
- 1Y
- 15.35%
- 3Y*
- 13.77%
- 5Y*
- 7.74%
- 10Y*
- 7.77%
EGRIX
- 1D
- -0.17%
- 1M
- -2.03%
- YTD
- 3.42%
- 6M
- 9.75%
- 1Y
- 18.85%
- 3Y*
- 13.02%
- 5Y*
- 8.53%
- 10Y*
- 6.32%
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EELDX vs. EGRIX - Expense Ratio Comparison
EELDX has a 0.78% expense ratio, which is lower than EGRIX's 1.05% expense ratio.
Return for Risk
EELDX vs. EGRIX — Risk / Return Rank
EELDX
EGRIX
EELDX vs. EGRIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Emerging Markets Debt Opportunities Fund (EELDX) and Eaton Vance Global Macro Absolute Return Advantage Fund (EGRIX). 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.
| EELDX | EGRIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 4.12 | 5.18 | -1.06 |
Sortino ratioReturn per unit of downside risk | 5.70 | 6.98 | -1.28 |
Omega ratioGain probability vs. loss probability | 2.00 | 2.39 | -0.39 |
Calmar ratioReturn relative to maximum drawdown | 4.06 | 5.93 | -1.87 |
Martin ratioReturn relative to average drawdown | 16.48 | 24.80 | -8.32 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EELDX | EGRIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.12 | 5.18 | -1.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.70 | 2.15 | -0.45 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.64 | 1.60 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.31 | 1.29 | +0.03 |
Correlation
The correlation between EELDX and EGRIX is 0.51, 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
EELDX vs. EGRIX - Dividend Comparison
EELDX's dividend yield for the trailing twelve months is around 11.18%, more than EGRIX's 6.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EELDX Eaton Vance Emerging Markets Debt Opportunities Fund | 11.18% | 9.44% | 8.58% | 9.02% | 9.17% | 7.87% | 7.71% | 7.86% | 8.16% | 7.90% | 4.12% | 1.65% |
EGRIX Eaton Vance Global Macro Absolute Return Advantage Fund | 6.43% | 6.65% | 6.00% | 3.40% | 4.82% | 4.89% | 5.82% | 4.15% | 0.06% | 3.22% | 1.78% | 6.67% |
Drawdowns
EELDX vs. EGRIX - Drawdown Comparison
The maximum EELDX drawdown since its inception was -19.12%, which is greater than EGRIX's maximum drawdown of -14.17%. Use the drawdown chart below to compare losses from any high point for EELDX and EGRIX.
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Drawdown Indicators
| EELDX | EGRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.12% | -14.17% | -4.95% |
Max Drawdown (1Y)Largest decline over 1 year | -3.68% | -3.13% | -0.55% |
Max Drawdown (5Y)Largest decline over 5 years | -17.35% | -10.18% | -7.17% |
Max Drawdown (10Y)Largest decline over 10 years | -19.12% | -14.17% | -4.95% |
Current DrawdownCurrent decline from peak | -3.56% | -3.12% | -0.44% |
Average DrawdownAverage peak-to-trough decline | -2.94% | -1.85% | -1.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.91% | 0.75% | +0.16% |
Volatility
EELDX vs. EGRIX - Volatility Comparison
Eaton Vance Emerging Markets Debt Opportunities Fund (EELDX) and Eaton Vance Global Macro Absolute Return Advantage Fund (EGRIX) have volatilities of 1.85% and 1.78%, 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
| EELDX | EGRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.85% | 1.78% | +0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 2.76% | 2.97% | -0.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.72% | 3.67% | +0.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.59% | 4.00% | +0.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.76% | 3.95% | +0.81% |