EIDOX vs. EHSTX
Compare and contrast key facts about Eaton Vance Emerging Markets Debt Opportunities Fund Class I (EIDOX) and Eaton Vance Large-Cap Value Fund (EHSTX).
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. EHSTX is managed by Eaton Vance. It was launched on Sep 23, 1931.
Performance
EIDOX vs. EHSTX - Performance Comparison
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EIDOX vs. EHSTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EIDOX Eaton Vance Emerging Markets Debt Opportunities Fund Class I | 1.56% | 15.59% | 14.78% | 11.40% | -6.25% | 1.52% | 7.39% | 18.25% | -4.28% | 12.97% |
EHSTX Eaton Vance Large-Cap Value Fund | 0.60% | 12.11% | 11.25% | 7.93% | -2.80% | 24.25% | 2.29% | 30.84% | -6.96% | 14.79% |
Returns By Period
In the year-to-date period, EIDOX achieves a 1.56% return, which is significantly higher than EHSTX's 0.60% return. Over the past 10 years, EIDOX has underperformed EHSTX with an annualized return of 7.72%, while EHSTX has yielded a comparatively higher 9.84% annualized 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%
EHSTX
- 1D
- 2.17%
- 1M
- -5.87%
- YTD
- 0.60%
- 6M
- 4.82%
- 1Y
- 11.62%
- 3Y*
- 11.11%
- 5Y*
- 7.91%
- 10Y*
- 9.84%
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EIDOX vs. EHSTX - Expense Ratio Comparison
EIDOX has a 0.79% expense ratio, which is lower than EHSTX's 1.01% expense ratio.
Return for Risk
EIDOX vs. EHSTX — Risk / Return Rank
EIDOX
EHSTX
EIDOX vs. EHSTX - 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 Eaton Vance Large-Cap Value Fund (EHSTX). 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 | EHSTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 4.24 | 0.73 | +3.51 |
Sortino ratioReturn per unit of downside risk | 5.83 | 1.11 | +4.72 |
Omega ratioGain probability vs. loss probability | 2.06 | 1.16 | +0.90 |
Calmar ratioReturn relative to maximum drawdown | 4.21 | 1.06 | +3.14 |
Martin ratioReturn relative to average drawdown | 16.91 | 4.39 | +12.52 |
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 | EHSTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.24 | 0.73 | +3.51 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.67 | 0.54 | +1.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.63 | 0.57 | +1.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.65 | 0.51 | +1.14 |
Correlation
The correlation between EIDOX and EHSTX is 0.36, 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. EHSTX - Dividend Comparison
EIDOX's dividend yield for the trailing twelve months is around 11.11%, more than EHSTX's 6.05% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
EHSTX Eaton Vance Large-Cap Value Fund | 6.05% | 6.12% | 4.03% | 2.93% | 4.25% | 7.32% | 1.94% | 2.76% | 10.94% | 5.88% | 1.33% | 11.02% |
Drawdowns
EIDOX vs. EHSTX - Drawdown Comparison
The maximum EIDOX drawdown since its inception was -19.06%, smaller than the maximum EHSTX drawdown of -53.47%. Use the drawdown chart below to compare losses from any high point for EIDOX and EHSTX.
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Drawdown Indicators
| EIDOX | EHSTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.06% | -53.47% | +34.41% |
Max Drawdown (1Y)Largest decline over 1 year | -3.56% | -11.79% | +8.23% |
Max Drawdown (5Y)Largest decline over 5 years | -17.42% | -16.44% | -0.98% |
Max Drawdown (10Y)Largest decline over 10 years | -19.06% | -39.30% | +20.24% |
Current DrawdownCurrent decline from peak | -3.45% | -6.30% | +2.85% |
Average DrawdownAverage peak-to-trough decline | -2.50% | -7.43% | +4.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.89% | 2.86% | -1.97% |
Volatility
EIDOX vs. EHSTX - Volatility Comparison
The current volatility for Eaton Vance Emerging Markets Debt Opportunities Fund Class I (EIDOX) is 1.78%, while Eaton Vance Large-Cap Value Fund (EHSTX) has a volatility of 4.62%. This indicates that EIDOX experiences smaller price fluctuations and is considered to be less risky than EHSTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EIDOX | EHSTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.78% | 4.62% | -2.84% |
Volatility (6M)Calculated over the trailing 6-month period | 2.69% | 8.60% | -5.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.59% | 15.80% | -12.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.61% | 14.71% | -10.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.76% | 17.27% | -12.51% |