EELDX vs. FIBPX
Compare and contrast key facts about Eaton Vance Emerging Markets Debt Opportunities Fund (EELDX) and Federated Hermes International Bond Strategy Portfolio (FIBPX).
EELDX is managed by Eaton Vance. It was launched on Feb 3, 2013. FIBPX is managed by Federated. It was launched on Dec 23, 2008.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EELDX or FIBPX.
Key characteristics
| EELDX | FIBPX | |
|---|---|---|
| YTD Return | 13.42% | 3.31% |
| 1Y Return | 16.88% | 11.73% |
| 3Y Return (Ann) | 5.79% | -2.57% |
| 5Y Return (Ann) | 5.91% | -0.09% |
| 10Y Return (Ann) | 5.64% | 1.42% |
| Sharpe Ratio | 5.42 | 1.95 |
| Sortino Ratio | 9.35 | 2.94 |
| Omega Ratio | 2.52 | 1.36 |
| Calmar Ratio | 9.87 | 0.54 |
| Martin Ratio | 44.33 | 7.50 |
| Ulcer Index | 0.40% | 1.54% |
| Daily Std Dev | 3.23% | 5.92% |
| Max Drawdown | -19.13% | -29.22% |
| Current Drawdown | -0.13% | -11.94% |
Correlation
The correlation between EELDX and FIBPX is 0.39, 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. FIBPX - Performance Comparison
In the year-to-date period, EELDX achieves a 13.42% return, which is significantly higher than FIBPX's 3.31% return. Over the past 10 years, EELDX has outperformed FIBPX with an annualized return of 5.64%, while FIBPX has yielded a comparatively lower 1.42% annualized 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. FIBPX - Expense Ratio Comparison
EELDX has a 0.78% expense ratio, which is higher than FIBPX's 0.00% expense ratio.
Risk-Adjusted Performance
EELDX vs. FIBPX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Emerging Markets Debt Opportunities Fund (EELDX) and Federated Hermes International Bond Strategy Portfolio (FIBPX). 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. FIBPX - Dividend Comparison
EELDX's dividend yield for the trailing twelve months is around 8.61%, more than FIBPX's 3.49% 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% |
FIBPX Federated Hermes International Bond Strategy Portfolio | 3.49% | 3.61% | 0.00% | 5.00% | 2.08% | 3.45% | 4.39% | 2.79% | 4.62% | 0.00% | 3.85% | 4.07% |
Drawdowns
EELDX vs. FIBPX - Drawdown Comparison
The maximum EELDX drawdown since its inception was -19.13%, smaller than the maximum FIBPX drawdown of -29.22%. Use the drawdown chart below to compare losses from any high point for EELDX and FIBPX. For additional features, visit the drawdowns tool.
Volatility
EELDX vs. FIBPX - Volatility Comparison
The current volatility for Eaton Vance Emerging Markets Debt Opportunities Fund (EELDX) is 0.82%, while Federated Hermes International Bond Strategy Portfolio (FIBPX) has a volatility of 1.85%. This indicates that EELDX experiences smaller price fluctuations and is considered to be less risky than FIBPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.