EGRIX vs. EELDX
Compare and contrast key facts about Eaton Vance Global Macro Absolute Return Advantage Fund (EGRIX) and Eaton Vance Emerging Markets Debt Opportunities Fund (EELDX).
EGRIX is managed by Eaton Vance. It was launched on Aug 30, 2010. EELDX is managed by Eaton Vance. It was launched on Feb 3, 2013.
Performance
EGRIX vs. EELDX - Performance Comparison
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EGRIX vs. EELDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EGRIX Eaton Vance Global Macro Absolute Return Advantage Fund | 3.42% | 20.36% | 9.50% | 8.37% | -1.94% | 3.66% | 4.71% | 14.80% | -8.34% | 5.78% |
EELDX Eaton Vance Emerging Markets Debt Opportunities Fund | 1.45% | 15.80% | 14.87% | 11.46% | -6.14% | 1.55% | 7.44% | 18.34% | -4.27% | 13.05% |
Returns By Period
In the year-to-date period, EGRIX achieves a 3.42% return, which is significantly higher than EELDX's 1.45% return. Over the past 10 years, EGRIX has underperformed EELDX with an annualized return of 6.32%, while EELDX has yielded a comparatively higher 7.77% annualized return.
EGRIX
- 1D
- -0.17%
- 1M
- -2.03%
- YTD
- 3.42%
- 6M
- 9.75%
- 1Y
- 18.85%
- 3Y*
- 13.02%
- 5Y*
- 8.53%
- 10Y*
- 6.32%
EELDX
- 1D
- 0.12%
- 1M
- -2.51%
- YTD
- 1.45%
- 6M
- 6.78%
- 1Y
- 15.35%
- 3Y*
- 13.77%
- 5Y*
- 7.74%
- 10Y*
- 7.77%
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EGRIX vs. EELDX - Expense Ratio Comparison
EGRIX has a 1.05% expense ratio, which is higher than EELDX's 0.78% expense ratio.
Return for Risk
EGRIX vs. EELDX — Risk / Return Rank
EGRIX
EELDX
EGRIX vs. EELDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Global Macro Absolute Return Advantage Fund (EGRIX) and Eaton Vance Emerging Markets Debt Opportunities Fund (EELDX). 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.
| EGRIX | EELDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 5.18 | 4.12 | +1.06 |
Sortino ratioReturn per unit of downside risk | 6.98 | 5.70 | +1.28 |
Omega ratioGain probability vs. loss probability | 2.39 | 2.00 | +0.39 |
Calmar ratioReturn relative to maximum drawdown | 5.93 | 4.06 | +1.87 |
Martin ratioReturn relative to average drawdown | 24.80 | 16.48 | +8.32 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EGRIX | EELDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 5.18 | 4.12 | +1.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 2.15 | 1.70 | +0.45 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.60 | 1.64 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.29 | 1.31 | -0.03 |
Correlation
The correlation between EGRIX and EELDX is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
EGRIX vs. EELDX - Dividend Comparison
EGRIX's dividend yield for the trailing twelve months is around 6.43%, less than EELDX's 11.18% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EGRIX Eaton Vance Global Macro Absolute Return Advantage Fund | 6.43% | 6.65% | 6.00% | 3.40% | 4.82% | 4.89% | 5.82% | 4.15% | 0.06% | 3.22% | 1.78% | 6.67% |
EELDX Eaton Vance Emerging Markets Debt Opportunities Fund | 11.18% | 9.44% | 8.58% | 9.02% | 9.17% | 7.87% | 7.71% | 7.86% | 8.16% | 7.90% | 4.12% | 1.65% |
Drawdowns
EGRIX vs. EELDX - Drawdown Comparison
The maximum EGRIX drawdown since its inception was -14.17%, smaller than the maximum EELDX drawdown of -19.12%. Use the drawdown chart below to compare losses from any high point for EGRIX and EELDX.
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Drawdown Indicators
| EGRIX | EELDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.17% | -19.12% | +4.95% |
Max Drawdown (1Y)Largest decline over 1 year | -3.13% | -3.68% | +0.55% |
Max Drawdown (5Y)Largest decline over 5 years | -10.18% | -17.35% | +7.17% |
Max Drawdown (10Y)Largest decline over 10 years | -14.17% | -19.12% | +4.95% |
Current DrawdownCurrent decline from peak | -3.12% | -3.56% | +0.44% |
Average DrawdownAverage peak-to-trough decline | -1.85% | -2.94% | +1.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.75% | 0.91% | -0.16% |
Volatility
EGRIX vs. EELDX - Volatility Comparison
Eaton Vance Global Macro Absolute Return Advantage Fund (EGRIX) and Eaton Vance Emerging Markets Debt Opportunities Fund (EELDX) have volatilities of 1.78% and 1.85%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EGRIX | EELDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.78% | 1.85% | -0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 2.97% | 2.76% | +0.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.67% | 3.72% | -0.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.00% | 4.59% | -0.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.95% | 4.76% | -0.81% |