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

Correlation

The correlation between EELDX and FWWFX is 0.36, 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. FWWFX - 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 Worldwide Fund (FWWFX). The values are adjusted to include any dividend payments, if applicable.

80.00%100.00%120.00%140.00%160.00%December2025FebruaryMarchAprilMay
81.40%
112.55%
EELDX
FWWFX

Key characteristics

Sharpe Ratio

EELDX:

3.33

FWWFX:

-0.36

Sortino Ratio

EELDX:

5.00

FWWFX:

-0.31

Omega Ratio

EELDX:

1.80

FWWFX:

0.95

Calmar Ratio

EELDX:

3.47

FWWFX:

-0.28

Martin Ratio

EELDX:

16.63

FWWFX:

-0.72

Ulcer Index

EELDX:

0.69%

FWWFX:

12.23%

Daily Std Dev

EELDX:

3.29%

FWWFX:

24.93%

Max Drawdown

EELDX:

-19.12%

FWWFX:

-55.76%

Current Drawdown

EELDX:

-0.23%

FWWFX:

-21.16%

Returns By Period

In the year-to-date period, EELDX achieves a 3.90% return, which is significantly higher than FWWFX's -5.60% return. Over the past 10 years, EELDX has outperformed FWWFX with an annualized return of 6.08%, while FWWFX has yielded a comparatively lower 4.30% annualized return.


EELDX

YTD

3.90%

1M

2.78%

6M

5.13%

1Y

10.88%

5Y*

8.70%

10Y*

6.08%

FWWFX

YTD

-5.60%

1M

14.38%

6M

-18.96%

1Y

-8.95%

5Y*

4.63%

10Y*

4.30%

*Annualized

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EELDX vs. FWWFX - Expense Ratio Comparison

EELDX has a 0.78% expense ratio, which is lower than FWWFX's 1.00% expense ratio.


Risk-Adjusted Performance

EELDX vs. FWWFX — 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

FWWFX
The Risk-Adjusted Performance Rank of FWWFX is 66
Overall Rank
The Sharpe Ratio Rank of FWWFX is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of FWWFX is 77
Sortino Ratio Rank
The Omega Ratio Rank of FWWFX is 77
Omega Ratio Rank
The Calmar Ratio Rank of FWWFX is 55
Calmar Ratio Rank
The Martin Ratio Rank of FWWFX is 77
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. FWWFX - 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 Worldwide Fund (FWWFX). 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 FWWFX Sharpe Ratio of -0.36. The chart below compares the historical Sharpe Ratios of EELDX and FWWFX, 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 Ratio-1.000.001.002.003.004.005.006.00December2025FebruaryMarchAprilMay
3.33
-0.36
EELDX
FWWFX

Dividends

EELDX vs. FWWFX - Dividend Comparison

EELDX's dividend yield for the trailing twelve months is around 8.55%, more than FWWFX's 0.91% 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%
FWWFX
Fidelity Worldwide Fund
0.91%0.86%0.94%0.84%0.45%0.05%0.63%0.37%0.66%0.90%4.60%11.54%

Drawdowns

EELDX vs. FWWFX - Drawdown Comparison

The maximum EELDX drawdown since its inception was -19.12%, smaller than the maximum FWWFX drawdown of -55.76%. Use the drawdown chart below to compare losses from any high point for EELDX and FWWFX. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-0.23%
-21.16%
EELDX
FWWFX

Volatility

EELDX vs. FWWFX - Volatility Comparison

The current volatility for Eaton Vance Emerging Markets Debt Opportunities Fund (EELDX) is 1.17%, while Fidelity Worldwide Fund (FWWFX) has a volatility of 9.91%. This indicates that EELDX experiences smaller price fluctuations and is considered to be less risky than FWWFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
1.17%
9.91%
EELDX
FWWFX