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

Correlation

The correlation between EELDX and HYXU is 0.33, 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.


-0.50.00.51.00.3

Performance

EELDX vs. HYXU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eaton Vance Emerging Markets Debt Opportunities Fund (EELDX) and iShares International High Yield Bond ETF (HYXU). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
7.99%
-3.05%
EELDX
HYXU

Key characteristics

Sharpe Ratio

EELDX:

5.06

HYXU:

0.55

Sortino Ratio

EELDX:

8.17

HYXU:

0.83

Omega Ratio

EELDX:

2.32

HYXU:

1.10

Calmar Ratio

EELDX:

8.88

HYXU:

0.34

Martin Ratio

EELDX:

39.62

HYXU:

1.28

Ulcer Index

EELDX:

0.40%

HYXU:

3.19%

Daily Std Dev

EELDX:

3.12%

HYXU:

7.42%

Max Drawdown

EELDX:

-19.13%

HYXU:

-32.45%

Current Drawdown

EELDX:

-0.12%

HYXU:

-6.29%

Returns By Period

In the year-to-date period, EELDX achieves a 3.63% return, which is significantly higher than HYXU's 2.33% return. Over the past 10 years, EELDX has outperformed HYXU with an annualized return of 6.29%, while HYXU has yielded a comparatively lower 2.18% annualized return.


EELDX

YTD

3.63%

1M

1.58%

6M

7.99%

1Y

15.01%

5Y*

6.10%

10Y*

6.29%

HYXU

YTD

2.33%

1M

1.69%

6M

-3.06%

1Y

3.50%

5Y*

1.87%

10Y*

2.18%

*Annualized

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. HYXU - Expense Ratio Comparison

EELDX has a 0.78% expense ratio, which is higher than HYXU's 0.40% 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 HYXU: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%

Risk-Adjusted Performance

EELDX vs. HYXU — 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 9898
Overall Rank
The Sharpe Ratio Rank of EELDX is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of EELDX is 9898
Sortino Ratio Rank
The Omega Ratio Rank of EELDX is 9797
Omega Ratio Rank
The Calmar Ratio Rank of EELDX is 9797
Calmar Ratio Rank
The Martin Ratio Rank of EELDX is 9898
Martin Ratio Rank

HYXU
The Risk-Adjusted Performance Rank of HYXU is 1919
Overall Rank
The Sharpe Ratio Rank of HYXU is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of HYXU is 2020
Sortino Ratio Rank
The Omega Ratio Rank of HYXU is 1919
Omega Ratio Rank
The Calmar Ratio Rank of HYXU is 1919
Calmar Ratio Rank
The Martin Ratio Rank of HYXU is 1717
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. HYXU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Emerging Markets Debt Opportunities Fund (EELDX) and iShares International High Yield Bond ETF (HYXU). 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 5.06, compared to the broader market-1.000.001.002.003.004.005.060.55
The chart of Sortino ratio for EELDX, currently valued at 8.17, compared to the broader market0.002.004.006.008.0010.0012.008.170.83
The chart of Omega ratio for EELDX, currently valued at 2.32, compared to the broader market1.002.003.004.002.321.10
The chart of Calmar ratio for EELDX, currently valued at 8.88, compared to the broader market0.005.0010.0015.0020.008.880.34
The chart of Martin ratio for EELDX, currently valued at 39.62, compared to the broader market0.0020.0040.0060.0080.0039.621.28
EELDX
HYXU

The current EELDX Sharpe Ratio is 5.06, which is higher than the HYXU Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of EELDX and HYXU, 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 Ratio0.001.002.003.004.005.006.00SeptemberOctoberNovemberDecember2025February
5.06
0.55
EELDX
HYXU

Dividends

EELDX vs. HYXU - Dividend Comparison

EELDX's dividend yield for the trailing twelve months is around 8.39%, more than HYXU's 4.99% yield.


TTM20242023202220212020201920182017201620152014
EELDX
Eaton Vance Emerging Markets Debt Opportunities Fund
8.39%8.63%9.07%9.15%7.89%7.69%7.87%8.13%7.87%4.12%1.65%3.98%
HYXU
iShares International High Yield Bond ETF
4.99%5.11%3.38%0.61%3.07%1.45%1.19%4.01%0.69%1.50%3.25%4.55%

Drawdowns

EELDX vs. HYXU - Drawdown Comparison

The maximum EELDX drawdown since its inception was -19.13%, smaller than the maximum HYXU drawdown of -32.45%. Use the drawdown chart below to compare losses from any high point for EELDX and HYXU. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.12%
-6.29%
EELDX
HYXU

Volatility

EELDX vs. HYXU - Volatility Comparison

The current volatility for Eaton Vance Emerging Markets Debt Opportunities Fund (EELDX) is 0.77%, while iShares International High Yield Bond ETF (HYXU) has a volatility of 2.08%. This indicates that EELDX experiences smaller price fluctuations and is considered to be less risky than HYXU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.50%1.00%1.50%2.00%2.50%3.00%SeptemberOctoberNovemberDecember2025February
0.77%
2.08%
EELDX
HYXU
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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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