EELDX vs. FBIIX
Compare and contrast key facts about Eaton Vance Emerging Markets Debt Opportunities Fund (EELDX) and Fidelity International Bond Index Fund (FBIIX).
EELDX is managed by Eaton Vance. It was launched on Feb 3, 2013. FBIIX is managed by Fidelity. It was launched on Oct 10, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EELDX or FBIIX.
Key characteristics
| EELDX | FBIIX | |
|---|---|---|
| YTD Return | 13.42% | 3.68% |
| 1Y Return | 16.88% | 7.62% |
| 3Y Return (Ann) | 5.79% | -0.27% |
| 5Y Return (Ann) | 5.91% | 0.32% |
| Sharpe Ratio | 5.42 | 2.50 |
| Sortino Ratio | 9.35 | 3.96 |
| Omega Ratio | 2.52 | 1.49 |
| Calmar Ratio | 9.87 | 0.81 |
| Martin Ratio | 44.33 | 12.15 |
| Ulcer Index | 0.40% | 0.63% |
| Daily Std Dev | 3.23% | 3.05% |
| Max Drawdown | -19.13% | -13.79% |
| Current Drawdown | -0.13% | -2.56% |
Correlation
The correlation between EELDX and FBIIX is -0.03. 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.
Performance
EELDX vs. FBIIX - Performance Comparison
In the year-to-date period, EELDX achieves a 13.42% return, which is significantly higher than FBIIX's 3.68% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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 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.
Dividends
EELDX vs. FBIIX - Dividend Comparison
EELDX's dividend yield for the trailing twelve months is around 8.61%, more than FBIIX's 3.14% 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% |
FBIIX Fidelity International Bond Index Fund | 3.14% | 2.85% | 1.02% | 0.62% | 0.74% | 0.09% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
EELDX vs. FBIIX - Drawdown Comparison
The maximum EELDX drawdown since its inception was -19.13%, 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.
Volatility
EELDX vs. FBIIX - Volatility Comparison
Eaton Vance Emerging Markets Debt Opportunities Fund (EELDX) has a higher volatility of 0.82% compared to Fidelity International Bond Index Fund (FBIIX) at 0.66%. 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.