EIDOX vs. DBLLX
Compare and contrast key facts about Eaton Vance Emerging Markets Debt Opportunities Fund Class I (EIDOX) and DoubleLine Low Duration Emerging Markets Fixed Income Fund (DBLLX).
EIDOX is a passively managed fund by Eaton Vance that tracks the performance of the J.P. Morgan EMB (JEMB) Hard Currency / Local Currency 50-50 Index. It was launched on Sep 3, 2015. DBLLX is managed by DoubleLine. It was launched on Apr 6, 2014.
Performance
EIDOX vs. DBLLX - Performance Comparison
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EIDOX vs. DBLLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EIDOX Eaton Vance Emerging Markets Debt Opportunities Fund Class I | 1.43% | 15.59% | 14.78% | 11.40% | -6.25% | 1.52% | 7.39% | 18.25% | -4.28% | 12.97% |
DBLLX DoubleLine Low Duration Emerging Markets Fixed Income Fund | 0.02% | 7.86% | 7.20% | 7.00% | -5.05% | -0.21% | 3.53% | 8.57% | -0.04% | 4.20% |
Returns By Period
In the year-to-date period, EIDOX achieves a 1.43% return, which is significantly higher than DBLLX's 0.02% return. Over the past 10 years, EIDOX has outperformed DBLLX with an annualized return of 7.71%, while DBLLX has yielded a comparatively lower 3.62% annualized return.
EIDOX
- 1D
- -0.65%
- 1M
- -3.19%
- YTD
- 1.43%
- 6M
- 6.73%
- 1Y
- 14.99%
- 3Y*
- 13.64%
- 5Y*
- 7.66%
- 10Y*
- 7.71%
DBLLX
- 1D
- 0.00%
- 1M
- -0.92%
- YTD
- 0.02%
- 6M
- 1.20%
- 1Y
- 5.32%
- 3Y*
- 6.95%
- 5Y*
- 3.30%
- 10Y*
- 3.62%
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EIDOX vs. DBLLX - Expense Ratio Comparison
EIDOX has a 0.79% expense ratio, which is higher than DBLLX's 0.59% expense ratio.
Return for Risk
EIDOX vs. DBLLX — Risk / Return Rank
EIDOX
DBLLX
EIDOX vs. DBLLX - 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 DoubleLine Low Duration Emerging Markets Fixed Income Fund (DBLLX). 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.
| EIDOX | DBLLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 4.16 | 3.75 | +0.40 |
Sortino ratioReturn per unit of downside risk | 5.72 | 5.19 | +0.53 |
Omega ratioGain probability vs. loss probability | 2.03 | 2.29 | -0.26 |
Calmar ratioReturn relative to maximum drawdown | 3.85 | 4.05 | -0.20 |
Martin ratioReturn relative to average drawdown | 15.67 | 21.50 | -5.83 |
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
| EIDOX | DBLLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.16 | 3.75 | +0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.67 | 1.72 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.63 | 1.91 | -0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.65 | 1.68 | -0.03 |
Correlation
The correlation between EIDOX and DBLLX is 0.30, 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.
Dividends
EIDOX vs. DBLLX - Dividend Comparison
EIDOX's dividend yield for the trailing twelve months is around 11.13%, more than DBLLX's 5.01% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EIDOX Eaton Vance Emerging Markets Debt Opportunities Fund Class I | 11.13% | 9.41% | 8.52% | 8.97% | 9.13% | 7.82% | 7.66% | 7.81% | 8.10% | 7.85% | 4.10% | 0.00% |
DBLLX DoubleLine Low Duration Emerging Markets Fixed Income Fund | 5.01% | 5.27% | 4.70% | 3.74% | 2.41% | 2.15% | 2.61% | 4.93% | 2.87% | 3.00% | 3.19% | 3.77% |
Drawdowns
EIDOX vs. DBLLX - Drawdown Comparison
The maximum EIDOX drawdown since its inception was -19.06%, which is greater than DBLLX's maximum drawdown of -10.13%. Use the drawdown chart below to compare losses from any high point for EIDOX and DBLLX.
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Drawdown Indicators
| EIDOX | DBLLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.06% | -10.13% | -8.93% |
Max Drawdown (1Y)Largest decline over 1 year | -3.56% | -1.35% | -2.21% |
Max Drawdown (5Y)Largest decline over 5 years | -17.42% | -10.13% | -7.29% |
Max Drawdown (10Y)Largest decline over 10 years | -19.06% | -10.13% | -8.93% |
Current DrawdownCurrent decline from peak | -3.56% | -0.92% | -2.64% |
Average DrawdownAverage peak-to-trough decline | -2.50% | -1.31% | -1.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.88% | 0.25% | +0.63% |
Volatility
EIDOX vs. DBLLX - Volatility Comparison
Eaton Vance Emerging Markets Debt Opportunities Fund Class I (EIDOX) has a higher volatility of 1.85% compared to DoubleLine Low Duration Emerging Markets Fixed Income Fund (DBLLX) at 0.35%. This indicates that EIDOX's price experiences larger fluctuations and is considered to be riskier than DBLLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EIDOX | DBLLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.85% | 0.35% | +1.50% |
Volatility (6M)Calculated over the trailing 6-month period | 2.69% | 0.75% | +1.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.59% | 1.43% | +2.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.61% | 1.93% | +2.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.76% | 1.90% | +2.86% |