PortfoliosLab logoPortfoliosLab logo
EIDOX vs. APFOX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EIDOX vs. APFOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eaton Vance Emerging Markets Debt Opportunities Fund Class I (EIDOX) and Artisan Emerging Markets Debt Opportunities Fund (APFOX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

EIDOX vs. APFOX - Yearly Performance Comparison


2026 (YTD)2025202420232022
EIDOX
Eaton Vance Emerging Markets Debt Opportunities Fund Class I
1.56%15.59%14.78%11.40%1.50%
APFOX
Artisan Emerging Markets Debt Opportunities Fund
0.62%13.45%10.61%11.44%7.85%

Returns By Period

In the year-to-date period, EIDOX achieves a 1.56% return, which is significantly higher than APFOX's 0.62% return.


EIDOX

1D
0.12%
1M
-2.39%
YTD
1.56%
6M
6.74%
1Y
15.27%
3Y*
13.69%
5Y*
7.66%
10Y*
7.72%

APFOX

1D
0.28%
1M
-2.06%
YTD
0.62%
6M
4.81%
1Y
13.48%
3Y*
10.92%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


EIDOX vs. APFOX - Expense Ratio Comparison

EIDOX has a 0.79% expense ratio, which is lower than APFOX's 1.25% expense ratio.


Return for Risk

EIDOX vs. APFOX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EIDOX
EIDOX Risk / Return Rank: 9898
Overall Rank
EIDOX Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
EIDOX Sortino Ratio Rank: 9999
Sortino Ratio Rank
EIDOX Omega Ratio Rank: 9898
Omega Ratio Rank
EIDOX Calmar Ratio Rank: 9797
Calmar Ratio Rank
EIDOX Martin Ratio Rank: 9797
Martin Ratio Rank

APFOX
APFOX Risk / Return Rank: 9898
Overall Rank
APFOX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
APFOX Sortino Ratio Rank: 9898
Sortino Ratio Rank
APFOX Omega Ratio Rank: 9898
Omega Ratio Rank
APFOX Calmar Ratio Rank: 9696
Calmar Ratio Rank
APFOX Martin Ratio Rank: 9696
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EIDOX vs. APFOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Emerging Markets Debt Opportunities Fund Class I (EIDOX) and Artisan Emerging Markets Debt Opportunities Fund (APFOX). 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.


EIDOXAPFOXDifference

Sharpe ratio

Return per unit of total volatility

4.24

3.89

+0.35

Sortino ratio

Return per unit of downside risk

5.83

4.98

+0.85

Omega ratio

Gain probability vs. loss probability

2.06

2.02

+0.04

Calmar ratio

Return relative to maximum drawdown

4.21

3.86

+0.35

Martin ratio

Return relative to average drawdown

16.91

14.98

+1.94

EIDOX vs. APFOX - Sharpe Ratio Comparison

The current EIDOX Sharpe Ratio is 4.24, which is comparable to the APFOX Sharpe Ratio of 3.89. The chart below compares the historical Sharpe Ratios of EIDOX and APFOX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


EIDOXAPFOXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.24

3.89

+0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.67

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.63

Sharpe Ratio (All Time)

Calculated using the full available price history

1.65

3.01

-1.36

Correlation

The correlation between EIDOX and APFOX is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

EIDOX vs. APFOX - Dividend Comparison

EIDOX's dividend yield for the trailing twelve months is around 11.11%, more than APFOX's 7.54% yield.


TTM2025202420232022202120202019201820172016
EIDOX
Eaton Vance Emerging Markets Debt Opportunities Fund Class I
11.11%9.41%8.52%8.97%9.13%7.82%7.66%7.81%8.10%7.85%4.10%
APFOX
Artisan Emerging Markets Debt Opportunities Fund
7.54%5.71%9.39%9.03%7.17%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

EIDOX vs. APFOX - Drawdown Comparison

The maximum EIDOX drawdown since its inception was -19.06%, which is greater than APFOX's maximum drawdown of -5.69%. Use the drawdown chart below to compare losses from any high point for EIDOX and APFOX.


Loading graphics...

Drawdown Indicators


EIDOXAPFOXDifference

Max Drawdown

Largest peak-to-trough decline

-19.06%

-5.69%

-13.37%

Max Drawdown (1Y)

Largest decline over 1 year

-3.56%

-3.21%

-0.35%

Max Drawdown (5Y)

Largest decline over 5 years

-17.42%

Max Drawdown (10Y)

Largest decline over 10 years

-19.06%

Current Drawdown

Current decline from peak

-3.45%

-2.94%

-0.51%

Average Drawdown

Average peak-to-trough decline

-2.50%

-0.72%

-1.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.89%

0.83%

+0.06%

Volatility

EIDOX vs. APFOX - Volatility Comparison

Eaton Vance Emerging Markets Debt Opportunities Fund Class I (EIDOX) has a higher volatility of 1.78% compared to Artisan Emerging Markets Debt Opportunities Fund (APFOX) at 1.52%. This indicates that EIDOX's price experiences larger fluctuations and is considered to be riskier than APFOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


EIDOXAPFOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.78%

1.52%

+0.26%

Volatility (6M)

Calculated over the trailing 6-month period

2.69%

2.23%

+0.46%

Volatility (1Y)

Calculated over the trailing 1-year period

3.59%

3.47%

+0.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.61%

3.76%

+0.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.76%

3.76%

+1.00%