EELDX vs. EMB
Compare and contrast key facts about Eaton Vance Emerging Markets Debt Opportunities Fund (EELDX) and iShares J.P. Morgan USD Emerging Markets Bond ETF (EMB).
EELDX is managed by Eaton Vance. It was launched on Feb 3, 2013. EMB is a passively managed fund by iShares that tracks the performance of the JPMorgan EMBI Global Core Index. It was launched on Dec 17, 2007.
Performance
EELDX vs. EMB - Performance Comparison
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EELDX vs. EMB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EELDX Eaton Vance Emerging Markets Debt Opportunities Fund | 1.33% | 15.80% | 14.87% | 11.46% | -6.14% | 1.55% | 7.44% | 18.34% | -4.27% | 13.05% |
EMB iShares J.P. Morgan USD Emerging Markets Bond ETF | -1.61% | 13.85% | 5.54% | 10.62% | -18.63% | -2.23% | 5.42% | 15.48% | -5.47% | 10.28% |
Returns By Period
In the year-to-date period, EELDX achieves a 1.33% return, which is significantly higher than EMB's -1.61% return. Over the past 10 years, EELDX has outperformed EMB with an annualized return of 7.76%, while EMB has yielded a comparatively lower 3.18% annualized return.
EELDX
- 1D
- -0.64%
- 1M
- -3.19%
- YTD
- 1.33%
- 6M
- 6.65%
- 1Y
- 15.07%
- 3Y*
- 13.72%
- 5Y*
- 7.74%
- 10Y*
- 7.76%
EMB
- 1D
- 0.88%
- 1M
- -3.49%
- YTD
- -1.61%
- 6M
- 1.15%
- 1Y
- 9.10%
- 3Y*
- 8.35%
- 5Y*
- 1.77%
- 10Y*
- 3.18%
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EELDX vs. EMB - Expense Ratio Comparison
EELDX has a 0.78% expense ratio, which is higher than EMB's 0.39% expense ratio.
Return for Risk
EELDX vs. EMB — Risk / Return Rank
EELDX
EMB
EELDX vs. EMB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Emerging Markets Debt Opportunities Fund (EELDX) and iShares J.P. Morgan USD Emerging Markets Bond ETF (EMB). 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 | EMB | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.99 | 1.32 | +2.68 |
Sortino ratioReturn per unit of downside risk | 5.53 | 1.86 | +3.67 |
Omega ratioGain probability vs. loss probability | 1.96 | 1.28 | +0.68 |
Calmar ratioReturn relative to maximum drawdown | 3.75 | 2.07 | +1.68 |
Martin ratioReturn relative to average drawdown | 15.15 | 8.46 | +6.69 |
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 | EMB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.99 | 1.32 | +2.68 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.70 | 0.18 | +1.51 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.64 | 0.32 | +1.32 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.31 | 0.42 | +0.89 |
Correlation
The correlation between EELDX and EMB is 0.38, 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
EELDX vs. EMB - Dividend Comparison
EELDX's dividend yield for the trailing twelve months is around 11.20%, more than EMB's 5.09% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EELDX Eaton Vance Emerging Markets Debt Opportunities Fund | 11.20% | 9.44% | 8.58% | 9.02% | 9.17% | 7.87% | 7.71% | 7.86% | 8.16% | 7.90% | 4.12% | 1.65% |
EMB iShares J.P. Morgan USD Emerging Markets Bond ETF | 5.09% | 4.98% | 5.46% | 4.74% | 5.04% | 3.89% | 3.88% | 4.51% | 5.64% | 4.54% | 4.83% | 4.84% |
Drawdowns
EELDX vs. EMB - Drawdown Comparison
The maximum EELDX drawdown since its inception was -19.12%, smaller than the maximum EMB drawdown of -34.70%. Use the drawdown chart below to compare losses from any high point for EELDX and EMB.
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Drawdown Indicators
| EELDX | EMB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.12% | -34.70% | +15.58% |
Max Drawdown (1Y)Largest decline over 1 year | -3.68% | -4.51% | +0.83% |
Max Drawdown (5Y)Largest decline over 5 years | -17.35% | -28.74% | +11.39% |
Max Drawdown (10Y)Largest decline over 10 years | -19.12% | -28.74% | +9.62% |
Current DrawdownCurrent decline from peak | -3.68% | -3.50% | -0.18% |
Average DrawdownAverage peak-to-trough decline | -2.94% | -5.10% | +2.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.91% | 1.10% | -0.19% |
Volatility
EELDX vs. EMB - Volatility Comparison
The current volatility for Eaton Vance Emerging Markets Debt Opportunities Fund (EELDX) is 1.89%, while iShares J.P. Morgan USD Emerging Markets Bond ETF (EMB) has a volatility of 3.12%. This indicates that EELDX experiences smaller price fluctuations and is considered to be less risky than EMB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EELDX | EMB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.89% | 3.12% | -1.23% |
Volatility (6M)Calculated over the trailing 6-month period | 2.76% | 4.01% | -1.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.72% | 6.95% | -3.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.59% | 9.75% | -5.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.76% | 9.94% | -5.18% |