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

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.


-0.50.00.51.0-0.0

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%JulyAugustSeptemberOctoberNovemberDecember
36.86%
0.05%
EELDX
FBIIX

Key characteristics

Sharpe Ratio

EELDX:

4.41

FBIIX:

0.92

Sortino Ratio

EELDX:

6.89

FBIIX:

1.21

Omega Ratio

EELDX:

2.10

FBIIX:

1.18

Calmar Ratio

EELDX:

7.96

FBIIX:

0.42

Martin Ratio

EELDX:

34.53

FBIIX:

4.48

Ulcer Index

EELDX:

0.41%

FBIIX:

0.67%

Daily Std Dev

EELDX:

3.20%

FBIIX:

3.28%

Max Drawdown

EELDX:

-19.13%

FBIIX:

-13.79%

Current Drawdown

EELDX:

-0.50%

FBIIX:

-3.19%

Returns By Period

In the year-to-date period, EELDX achieves a 13.57% return, which is significantly higher than FBIIX's 3.01% return.


EELDX

YTD

13.57%

1M

0.13%

6M

5.14%

1Y

13.98%

5Y*

5.40%

10Y*

5.94%

FBIIX

YTD

3.01%

1M

-0.53%

6M

2.42%

1Y

3.01%

5Y*

0.23%

10Y*

N/A

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. FBIIX - Expense Ratio Comparison

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


EELDX
Eaton Vance Emerging Markets Debt Opportunities Fund
Expense ratio chart for EELDX: current value at 0.78% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.78%
Expense ratio chart for FBIIX: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

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.


Sharpe ratio
The chart of Sharpe ratio for EELDX, currently valued at 4.41, compared to the broader market-1.000.001.002.003.004.004.410.92
The chart of Sortino ratio for EELDX, currently valued at 6.89, compared to the broader market-2.000.002.004.006.008.0010.006.891.21
The chart of Omega ratio for EELDX, currently valued at 2.10, compared to the broader market0.501.001.502.002.503.003.502.101.18
The chart of Calmar ratio for EELDX, currently valued at 7.96, compared to the broader market0.002.004.006.008.0010.0012.0014.007.960.42
The chart of Martin ratio for EELDX, currently valued at 34.53, compared to the broader market0.0020.0040.0060.0034.534.48
EELDX
FBIIX

The current EELDX Sharpe Ratio is 4.41, which is higher than the FBIIX Sharpe Ratio of 0.92. 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 Ratio1.002.003.004.005.006.00JulyAugustSeptemberOctoberNovemberDecember
4.41
0.92
EELDX
FBIIX

Dividends

EELDX vs. FBIIX - Dividend Comparison

EELDX's dividend yield for the trailing twelve months is around 7.89%, more than FBIIX's 1.86% yield.


TTM20232022202120202019201820172016201520142013
EELDX
Eaton Vance Emerging Markets Debt Opportunities Fund
7.89%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
1.86%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.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-0.50%
-3.19%
EELDX
FBIIX

Volatility

EELDX vs. FBIIX - Volatility Comparison

The current volatility for Eaton Vance Emerging Markets Debt Opportunities Fund (EELDX) is 1.19%, while Fidelity International Bond Index Fund (FBIIX) has a volatility of 1.93%. This indicates that EELDX experiences smaller price fluctuations and is considered to be less risky than FBIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.50%1.00%1.50%2.00%JulyAugustSeptemberOctoberNovemberDecember
1.19%
1.93%
EELDX
FBIIX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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