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

Correlation

The correlation between EELDX and FBIIX is 0.07, 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. 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.

0.00%10.00%20.00%30.00%40.00%December2025FebruaryMarchAprilMay
43.79%
1.88%
EELDX
FBIIX

Key characteristics

Sharpe Ratio

EELDX:

3.33

FBIIX:

1.81

Sortino Ratio

EELDX:

5.00

FBIIX:

2.74

Omega Ratio

EELDX:

1.80

FBIIX:

1.34

Calmar Ratio

EELDX:

3.47

FBIIX:

0.78

Martin Ratio

EELDX:

16.63

FBIIX:

8.16

Ulcer Index

EELDX:

0.69%

FBIIX:

0.63%

Daily Std Dev

EELDX:

3.29%

FBIIX:

2.82%

Max Drawdown

EELDX:

-19.12%

FBIIX:

-13.79%

Current Drawdown

EELDX:

-0.23%

FBIIX:

-1.34%

Returns By Period

In the year-to-date period, EELDX achieves a 3.90% return, which is significantly higher than FBIIX's 0.32% return.


EELDX

YTD

3.90%

1M

2.78%

6M

5.13%

1Y

10.88%

5Y*

8.70%

10Y*

6.08%

FBIIX

YTD

0.32%

1M

0.54%

6M

1.69%

1Y

5.06%

5Y*

0.42%

10Y*

N/A

*Annualized

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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.


Risk-Adjusted Performance

EELDX vs. FBIIX — 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

FBIIX
The Risk-Adjusted Performance Rank of FBIIX is 8989
Overall Rank
The Sharpe Ratio Rank of FBIIX is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of FBIIX is 9292
Sortino Ratio Rank
The Omega Ratio Rank of FBIIX is 9090
Omega Ratio Rank
The Calmar Ratio Rank of FBIIX is 7979
Calmar Ratio Rank
The Martin Ratio Rank of FBIIX is 9292
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. FBIIX - Risk-Adjusted Performance 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.


The current EELDX Sharpe Ratio is 3.33, which is higher than the FBIIX Sharpe Ratio of 1.81. 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.


Rolling 12-month Sharpe Ratio1.002.003.004.005.006.00December2025FebruaryMarchAprilMay
3.33
1.81
EELDX
FBIIX

Dividends

EELDX vs. FBIIX - Dividend Comparison

EELDX's dividend yield for the trailing twelve months is around 8.55%, more than FBIIX's 3.16% 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%
FBIIX
Fidelity International Bond Index Fund
3.16%3.44%2.85%1.02%0.62%0.74%0.09%0.00%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. For additional features, visit the drawdowns tool.


-3.50%-3.00%-2.50%-2.00%-1.50%-1.00%-0.50%0.00%December2025FebruaryMarchAprilMay
-0.23%
-1.34%
EELDX
FBIIX

Volatility

EELDX vs. FBIIX - Volatility Comparison

Eaton Vance Emerging Markets Debt Opportunities Fund (EELDX) has a higher volatility of 1.17% compared to Fidelity International Bond Index Fund (FBIIX) at 0.99%. 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.


0.60%0.80%1.00%1.20%1.40%1.60%1.80%December2025FebruaryMarchAprilMay
1.17%
0.99%
EELDX
FBIIX