EIDOX vs. EDF
Compare and contrast key facts about Eaton Vance Emerging Markets Debt Opportunities Fund Class I (EIDOX) and Virtus Stone Harbor Emerging Markets Income Fund (EDF).
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. EDF is an actively managed fund by Virtus. It was launched on Dec 23, 2010.
Performance
EIDOX vs. EDF - Performance Comparison
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EIDOX vs. EDF - 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% |
EDF Virtus Stone Harbor Emerging Markets Income Fund | -0.34% | 22.24% | 25.54% | 21.63% | -27.96% | -8.47% | -31.14% | 45.06% | -18.24% | 24.22% |
Returns By Period
In the year-to-date period, EIDOX achieves a 1.43% return, which is significantly higher than EDF's -0.34% return. Over the past 10 years, EIDOX has outperformed EDF with an annualized return of 7.71%, while EDF has yielded a comparatively lower 4.75% 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%
EDF
- 1D
- -0.42%
- 1M
- -5.17%
- YTD
- -0.34%
- 6M
- 1.72%
- 1Y
- 9.22%
- 3Y*
- 17.73%
- 5Y*
- 2.26%
- 10Y*
- 4.75%
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EIDOX vs. EDF - Expense Ratio Comparison
EIDOX has a 0.79% expense ratio, which is lower than EDF's 1.45% expense ratio.
Return for Risk
EIDOX vs. EDF — Risk / Return Rank
EIDOX
EDF
EIDOX vs. EDF - 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 Virtus Stone Harbor Emerging Markets Income Fund (EDF). 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 | EDF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 4.16 | 0.52 | +3.64 |
Sortino ratioReturn per unit of downside risk | 5.72 | 0.76 | +4.96 |
Omega ratioGain probability vs. loss probability | 2.03 | 1.11 | +0.92 |
Calmar ratioReturn relative to maximum drawdown | 3.85 | 0.63 | +3.22 |
Martin ratioReturn relative to average drawdown | 15.67 | 2.90 | +12.76 |
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 | EDF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.16 | 0.52 | +3.64 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.67 | 0.09 | +1.58 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.63 | 0.16 | +1.47 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.65 | 0.09 | +1.55 |
Correlation
The correlation between EIDOX and EDF is 0.32, 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. EDF - Dividend Comparison
EIDOX's dividend yield for the trailing twelve months is around 11.13%, less than EDF's 15.06% 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% |
EDF Virtus Stone Harbor Emerging Markets Income Fund | 15.06% | 14.49% | 15.32% | 16.71% | 17.31% | 12.91% | 16.46% | 15.67% | 19.37% | 13.58% | 14.75% | 17.93% |
Drawdowns
EIDOX vs. EDF - Drawdown Comparison
The maximum EIDOX drawdown since its inception was -19.06%, smaller than the maximum EDF drawdown of -64.23%. Use the drawdown chart below to compare losses from any high point for EIDOX and EDF.
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Drawdown Indicators
| EIDOX | EDF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.06% | -64.23% | +45.17% |
Max Drawdown (1Y)Largest decline over 1 year | -3.56% | -14.17% | +10.61% |
Max Drawdown (5Y)Largest decline over 5 years | -17.42% | -53.09% | +35.67% |
Max Drawdown (10Y)Largest decline over 10 years | -19.06% | -64.23% | +45.17% |
Current DrawdownCurrent decline from peak | -3.56% | -18.26% | +14.70% |
Average DrawdownAverage peak-to-trough decline | -2.50% | -21.61% | +19.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.88% | 3.40% | -2.52% |
Volatility
EIDOX vs. EDF - Volatility Comparison
The current volatility for Eaton Vance Emerging Markets Debt Opportunities Fund Class I (EIDOX) is 1.85%, while Virtus Stone Harbor Emerging Markets Income Fund (EDF) has a volatility of 5.67%. This indicates that EIDOX experiences smaller price fluctuations and is considered to be less risky than EDF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EIDOX | EDF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.85% | 5.67% | -3.82% |
Volatility (6M)Calculated over the trailing 6-month period | 2.69% | 10.05% | -7.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.59% | 17.96% | -14.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.61% | 25.87% | -21.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.76% | 30.66% | -25.90% |