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EELDX vs. EMB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EELDX and EMB is 0.36, 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.


Performance

EELDX vs. EMB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eaton Vance Emerging Markets Debt Opportunities Fund (EELDX) and iShares J.P. Morgan USD Emerging Markets Bond ETF (EMB). The values are adjusted to include any dividend payments, if applicable.

30.00%40.00%50.00%60.00%70.00%80.00%December2025FebruaryMarchAprilMay
81.40%
34.33%
EELDX
EMB

Key characteristics

Sharpe Ratio

EELDX:

3.33

EMB:

0.90

Sortino Ratio

EELDX:

5.00

EMB:

1.26

Omega Ratio

EELDX:

1.80

EMB:

1.16

Calmar Ratio

EELDX:

3.47

EMB:

0.55

Martin Ratio

EELDX:

16.63

EMB:

4.10

Ulcer Index

EELDX:

0.69%

EMB:

1.59%

Daily Std Dev

EELDX:

3.29%

EMB:

7.66%

Max Drawdown

EELDX:

-19.12%

EMB:

-34.70%

Current Drawdown

EELDX:

-0.23%

EMB:

-5.35%

Returns By Period

In the year-to-date period, EELDX achieves a 3.90% return, which is significantly higher than EMB's 2.39% return. Over the past 10 years, EELDX has outperformed EMB with an annualized return of 6.08%, while EMB has yielded a comparatively lower 2.53% annualized return.


EELDX

YTD

3.90%

1M

2.78%

6M

5.13%

1Y

10.88%

5Y*

8.70%

10Y*

6.08%

EMB

YTD

2.39%

1M

3.93%

6M

0.80%

1Y

6.85%

5Y*

2.17%

10Y*

2.53%

*Annualized

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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.


Risk-Adjusted Performance

EELDX vs. EMB — Risk-Adjusted Performance Rank

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

EELDX
The Risk-Adjusted Performance Rank of EELDX is 9797
Overall Rank
The Sharpe Ratio Rank of EELDX is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of EELDX is 9797
Sortino Ratio Rank
The Omega Ratio Rank of EELDX is 9797
Omega Ratio Rank
The Calmar Ratio Rank of EELDX is 9696
Calmar Ratio Rank
The Martin Ratio Rank of EELDX is 9797
Martin Ratio Rank

EMB
The Risk-Adjusted Performance Rank of EMB is 7474
Overall Rank
The Sharpe Ratio Rank of EMB is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of EMB is 7575
Sortino Ratio Rank
The Omega Ratio Rank of EMB is 7272
Omega Ratio Rank
The Calmar Ratio Rank of EMB is 6565
Calmar Ratio Rank
The Martin Ratio Rank of EMB is 8282
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

EELDX vs. EMB - Risk-Adjusted Performance 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.


The current EELDX Sharpe Ratio is 3.33, which is higher than the EMB Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of EELDX and EMB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.006.00December2025FebruaryMarchAprilMay
3.33
0.90
EELDX
EMB

Dividends

EELDX vs. EMB - Dividend Comparison

EELDX's dividend yield for the trailing twelve months is around 8.55%, more than EMB's 5.60% yield.


TTM20242023202220212020201920182017201620152014
EELDX
Eaton Vance Emerging Markets Debt Opportunities Fund
8.55%8.63%9.07%9.15%7.89%7.69%7.87%8.13%7.87%4.12%1.65%3.98%
EMB
iShares J.P. Morgan USD Emerging Markets Bond ETF
5.60%5.46%4.74%5.04%3.89%3.88%4.51%5.64%4.54%4.83%4.84%4.56%

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. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%December2025FebruaryMarchAprilMay
-0.23%
-5.35%
EELDX
EMB

Volatility

EELDX vs. EMB - Volatility Comparison

The current volatility for Eaton Vance Emerging Markets Debt Opportunities Fund (EELDX) is 1.17%, while iShares J.P. Morgan USD Emerging Markets Bond ETF (EMB) has a volatility of 4.10%. 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.


1.00%2.00%3.00%4.00%5.00%December2025FebruaryMarchAprilMay
1.17%
4.10%
EELDX
EMB