EIDOX vs. EDD
Compare and contrast key facts about Eaton Vance Emerging Markets Debt Opportunities Fund Class I (EIDOX) and Morgan Stanley Emerging Markets Domestic Fund (EDD).
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. EDD is managed by Morgan Stanley. It was launched on Apr 24, 2007.
Performance
EIDOX vs. EDD - Performance Comparison
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EIDOX vs. EDD - 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% |
EDD Morgan Stanley Emerging Markets Domestic Fund | -3.98% | 32.46% | 8.64% | 14.09% | -14.15% | -7.03% | -2.84% | 25.45% | -14.09% | 16.34% |
Returns By Period
In the year-to-date period, EIDOX achieves a 1.43% return, which is significantly higher than EDD's -3.98% return. Over the past 10 years, EIDOX has outperformed EDD with an annualized return of 7.71%, while EDD has yielded a comparatively lower 4.43% 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%
EDD
- 1D
- 2.63%
- 1M
- -14.39%
- YTD
- -3.98%
- 6M
- -0.81%
- 1Y
- 18.79%
- 3Y*
- 14.67%
- 5Y*
- 5.29%
- 10Y*
- 4.43%
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EIDOX vs. EDD - Expense Ratio Comparison
EIDOX has a 0.79% expense ratio, which is lower than EDD's 2.20% expense ratio.
Return for Risk
EIDOX vs. EDD — Risk / Return Rank
EIDOX
EDD
EIDOX vs. EDD - 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 Morgan Stanley Emerging Markets Domestic Fund (EDD). 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 | EDD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 4.16 | 1.12 | +3.04 |
Sortino ratioReturn per unit of downside risk | 5.72 | 1.56 | +4.16 |
Omega ratioGain probability vs. loss probability | 2.03 | 1.21 | +0.82 |
Calmar ratioReturn relative to maximum drawdown | 3.85 | 1.10 | +2.75 |
Martin ratioReturn relative to average drawdown | 15.67 | 4.79 | +10.87 |
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 | EDD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.16 | 1.12 | +3.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.67 | 0.35 | +1.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.63 | 0.25 | +1.37 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.65 | 0.09 | +1.55 |
Correlation
The correlation between EIDOX and EDD is 0.38, 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. EDD - Dividend Comparison
EIDOX's dividend yield for the trailing twelve months is around 11.13%, more than EDD's 10.06% 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% |
EDD Morgan Stanley Emerging Markets Domestic Fund | 10.06% | 9.76% | 11.45% | 7.30% | 6.82% | 6.93% | 6.92% | 8.15% | 9.90% | 8.18% | 10.32% | 12.65% |
Drawdowns
EIDOX vs. EDD - Drawdown Comparison
The maximum EIDOX drawdown since its inception was -19.06%, smaller than the maximum EDD drawdown of -59.38%. Use the drawdown chart below to compare losses from any high point for EIDOX and EDD.
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Drawdown Indicators
| EIDOX | EDD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.06% | -59.38% | +40.32% |
Max Drawdown (1Y)Largest decline over 1 year | -3.56% | -17.67% | +14.11% |
Max Drawdown (5Y)Largest decline over 5 years | -17.42% | -32.04% | +14.62% |
Max Drawdown (10Y)Largest decline over 10 years | -19.06% | -42.70% | +23.64% |
Current DrawdownCurrent decline from peak | -3.56% | -15.50% | +11.94% |
Average DrawdownAverage peak-to-trough decline | -2.50% | -24.38% | +21.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.88% | 4.05% | -3.17% |
Volatility
EIDOX vs. EDD - Volatility Comparison
The current volatility for Eaton Vance Emerging Markets Debt Opportunities Fund Class I (EIDOX) is 1.85%, while Morgan Stanley Emerging Markets Domestic Fund (EDD) has a volatility of 8.07%. This indicates that EIDOX experiences smaller price fluctuations and is considered to be less risky than EDD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EIDOX | EDD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.85% | 8.07% | -6.22% |
Volatility (6M)Calculated over the trailing 6-month period | 2.69% | 11.58% | -8.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.59% | 16.87% | -13.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.61% | 15.07% | -10.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.76% | 17.65% | -12.89% |