EELDX vs. EMBUX
Compare and contrast key facts about Eaton Vance Emerging Markets Debt Opportunities Fund (EELDX) and VanEck Emerging Markets Bond Fund (EMBUX).
EELDX is managed by Eaton Vance. It was launched on Feb 3, 2013. EMBUX is managed by VanEck. It was launched on Jul 8, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EELDX or EMBUX.
Key characteristics
| EELDX | EMBUX | |
|---|---|---|
| YTD Return | 13.42% | 4.38% |
| 1Y Return | 16.88% | 10.65% |
| 3Y Return (Ann) | 5.79% | 1.89% |
| 5Y Return (Ann) | 5.91% | 3.73% |
| 10Y Return (Ann) | 5.64% | 1.94% |
| Sharpe Ratio | 5.42 | 2.13 |
| Sortino Ratio | 9.35 | 3.24 |
| Omega Ratio | 2.52 | 1.40 |
| Calmar Ratio | 9.87 | 1.24 |
| Martin Ratio | 44.33 | 9.41 |
| Ulcer Index | 0.40% | 1.15% |
| Daily Std Dev | 3.23% | 5.11% |
| Max Drawdown | -19.13% | -25.11% |
| Current Drawdown | -0.13% | -3.74% |
Correlation
The correlation between EELDX and EMBUX is 0.60, 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.
Performance
EELDX vs. EMBUX - Performance Comparison
In the year-to-date period, EELDX achieves a 13.42% return, which is significantly higher than EMBUX's 4.38% return. Over the past 10 years, EELDX has outperformed EMBUX with an annualized return of 5.64%, while EMBUX has yielded a comparatively lower 1.94% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
EELDX vs. EMBUX - Expense Ratio Comparison
EELDX has a 0.78% expense ratio, which is lower than EMBUX's 0.95% expense ratio.
Risk-Adjusted Performance
EELDX vs. EMBUX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Emerging Markets Debt Opportunities Fund (EELDX) and VanEck Emerging Markets Bond Fund (EMBUX). 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.
Dividends
EELDX vs. EMBUX - Dividend Comparison
EELDX's dividend yield for the trailing twelve months is around 8.61%, more than EMBUX's 8.11% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EELDX Eaton Vance Emerging Markets Debt Opportunities Fund | 8.61% | 9.07% | 9.15% | 7.89% | 7.69% | 7.87% | 8.13% | 7.87% | 4.12% | 1.65% | 3.98% | 3.70% |
EMBUX VanEck Emerging Markets Bond Fund | 8.11% | 6.89% | 8.21% | 5.51% | 6.57% | 7.89% | 7.25% | 7.66% | 3.94% | 6.84% | 6.61% | 6.48% |
Drawdowns
EELDX vs. EMBUX - Drawdown Comparison
The maximum EELDX drawdown since its inception was -19.13%, smaller than the maximum EMBUX drawdown of -25.11%. Use the drawdown chart below to compare losses from any high point for EELDX and EMBUX. For additional features, visit the drawdowns tool.
Volatility
EELDX vs. EMBUX - Volatility Comparison
The current volatility for Eaton Vance Emerging Markets Debt Opportunities Fund (EELDX) is 0.82%, while VanEck Emerging Markets Bond Fund (EMBUX) has a volatility of 1.83%. This indicates that EELDX experiences smaller price fluctuations and is considered to be less risky than EMBUX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.