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EELDX vs. FBIIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EELDX vs. FBIIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eaton Vance Emerging Markets Debt Opportunities Fund (EELDX) and Fidelity International Bond Index Fund (FBIIX). The values are adjusted to include any dividend payments, if applicable.

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EELDX vs. FBIIX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
EELDX
Eaton Vance Emerging Markets Debt Opportunities Fund
1.33%15.80%14.87%11.46%-6.14%1.55%7.44%5.54%
FBIIX
Fidelity International Bond Index Fund
-0.55%2.66%4.64%7.48%-10.84%-1.84%4.43%-1.13%

Returns By Period

In the year-to-date period, EELDX achieves a 1.33% return, which is significantly higher than FBIIX's -0.55% 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%

FBIIX

1D
0.33%
1M
-2.46%
YTD
-0.55%
6M
-0.09%
1Y
2.32%
3Y*
3.82%
5Y*
0.50%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EELDX vs. FBIIX - Expense Ratio Comparison

EELDX has a 0.78% expense ratio, which is higher than FBIIX's 0.06% expense ratio.


Return for Risk

EELDX vs. FBIIX — Risk / Return Rank

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

EELDX
EELDX Risk / Return Rank: 9898
Overall Rank
EELDX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
EELDX Sortino Ratio Rank: 9898
Sortino Ratio Rank
EELDX Omega Ratio Rank: 9898
Omega Ratio Rank
EELDX Calmar Ratio Rank: 9797
Calmar Ratio Rank
EELDX Martin Ratio Rank: 9696
Martin Ratio Rank

FBIIX
FBIIX Risk / Return Rank: 4040
Overall Rank
FBIIX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
FBIIX Sortino Ratio Rank: 4242
Sortino Ratio Rank
FBIIX Omega Ratio Rank: 3737
Omega Ratio Rank
FBIIX Calmar Ratio Rank: 3636
Calmar Ratio Rank
FBIIX Martin Ratio Rank: 4040
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EELDX vs. FBIIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Emerging Markets Debt Opportunities Fund (EELDX) and Fidelity International Bond Index Fund (FBIIX). 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.


EELDXFBIIXDifference

Sharpe ratio

Return per unit of total volatility

3.99

0.91

+3.09

Sortino ratio

Return per unit of downside risk

5.53

1.25

+4.28

Omega ratio

Gain probability vs. loss probability

1.96

1.17

+0.79

Calmar ratio

Return relative to maximum drawdown

3.75

0.95

+2.80

Martin ratio

Return relative to average drawdown

15.15

4.14

+11.01

EELDX vs. FBIIX - Sharpe Ratio Comparison

The current EELDX Sharpe Ratio is 3.99, which is higher than the FBIIX Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of EELDX and FBIIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EELDXFBIIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.99

0.91

+3.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.70

0.14

+1.55

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.64

Sharpe Ratio (All Time)

Calculated using the full available price history

1.31

0.17

+1.14

Correlation

The correlation between EELDX and FBIIX is -0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

EELDX vs. FBIIX - Dividend Comparison

EELDX's dividend yield for the trailing twelve months is around 11.20%, more than FBIIX's 4.11% yield.


TTM20252024202320222021202020192018201720162015
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%
FBIIX
Fidelity International Bond Index Fund
4.11%4.09%3.44%2.85%1.02%0.62%0.74%0.17%0.00%0.00%0.00%0.00%

Drawdowns

EELDX vs. FBIIX - Drawdown Comparison

The maximum EELDX drawdown since its inception was -19.12%, which is greater than FBIIX's maximum drawdown of -13.79%. Use the drawdown chart below to compare losses from any high point for EELDX and FBIIX.


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Drawdown Indicators


EELDXFBIIXDifference

Max Drawdown

Largest peak-to-trough decline

-19.12%

-13.79%

-5.33%

Max Drawdown (1Y)

Largest decline over 1 year

-3.68%

-2.78%

-0.90%

Max Drawdown (5Y)

Largest decline over 5 years

-17.35%

-13.74%

-3.61%

Max Drawdown (10Y)

Largest decline over 10 years

-19.12%

Current Drawdown

Current decline from peak

-3.68%

-2.46%

-1.22%

Average Drawdown

Average peak-to-trough decline

-2.94%

-4.18%

+1.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.91%

0.64%

+0.27%

Volatility

EELDX vs. FBIIX - Volatility Comparison

Eaton Vance Emerging Markets Debt Opportunities Fund (EELDX) has a higher volatility of 1.89% compared to Fidelity International Bond Index Fund (FBIIX) at 1.41%. This indicates that EELDX's price experiences larger fluctuations and is considered to be riskier than FBIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EELDXFBIIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.89%

1.41%

+0.48%

Volatility (6M)

Calculated over the trailing 6-month period

2.76%

2.06%

+0.70%

Volatility (1Y)

Calculated over the trailing 1-year period

3.72%

2.69%

+1.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.59%

3.50%

+1.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.76%

3.39%

+1.37%