EIDOX vs. EICOX
Compare and contrast key facts about Eaton Vance Emerging Markets Debt Opportunities Fund Class I (EIDOX) and Eaton Vance Emerging and Frontier Countries Equity Fund (EICOX).
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. EICOX is managed by Eaton Vance. It was launched on Nov 2, 2014.
Performance
EIDOX vs. EICOX - Performance Comparison
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EIDOX vs. EICOX - 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% |
EICOX Eaton Vance Emerging and Frontier Countries Equity Fund | 0.16% | 33.22% | 11.99% | 25.78% | -14.59% | 13.43% | 13.46% | 12.59% | -14.57% | 31.41% |
Returns By Period
In the year-to-date period, EIDOX achieves a 1.43% return, which is significantly higher than EICOX's 0.16% return. Over the past 10 years, EIDOX has underperformed EICOX with an annualized return of 7.71%, while EICOX has yielded a comparatively higher 11.08% 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%
EICOX
- 1D
- -0.60%
- 1M
- -12.87%
- YTD
- 0.16%
- 6M
- 6.66%
- 1Y
- 28.05%
- 3Y*
- 20.33%
- 5Y*
- 12.21%
- 10Y*
- 11.08%
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EIDOX vs. EICOX - Expense Ratio Comparison
EIDOX has a 0.79% expense ratio, which is lower than EICOX's 1.31% expense ratio.
Return for Risk
EIDOX vs. EICOX — Risk / Return Rank
EIDOX
EICOX
EIDOX vs. EICOX - 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 Emerging and Frontier Countries Equity Fund (EICOX). 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 | EICOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 4.16 | 1.60 | +2.56 |
Sortino ratioReturn per unit of downside risk | 5.72 | 1.98 | +3.75 |
Omega ratioGain probability vs. loss probability | 2.03 | 1.33 | +0.70 |
Calmar ratioReturn relative to maximum drawdown | 3.85 | 1.77 | +2.08 |
Martin ratioReturn relative to average drawdown | 15.67 | 6.64 | +9.02 |
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 | EICOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.16 | 1.60 | +2.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.67 | 0.94 | +0.73 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.63 | 0.84 | +0.79 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.65 | 0.62 | +1.02 |
Correlation
The correlation between EIDOX and EICOX is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
EIDOX vs. EICOX - Dividend Comparison
EIDOX's dividend yield for the trailing twelve months is around 11.13%, more than EICOX's 3.68% 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% |
EICOX Eaton Vance Emerging and Frontier Countries Equity Fund | 3.68% | 3.68% | 2.02% | 1.95% | 5.72% | 2.71% | 0.10% | 2.00% | 2.95% | 0.00% | 0.59% | 2.35% |
Drawdowns
EIDOX vs. EICOX - Drawdown Comparison
The maximum EIDOX drawdown since its inception was -19.06%, smaller than the maximum EICOX drawdown of -38.75%. Use the drawdown chart below to compare losses from any high point for EIDOX and EICOX.
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Drawdown Indicators
| EIDOX | EICOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.06% | -38.75% | +19.69% |
Max Drawdown (1Y)Largest decline over 1 year | -3.56% | -13.40% | +9.84% |
Max Drawdown (5Y)Largest decline over 5 years | -17.42% | -22.46% | +5.04% |
Max Drawdown (10Y)Largest decline over 10 years | -19.06% | -38.75% | +19.69% |
Current DrawdownCurrent decline from peak | -3.56% | -13.40% | +9.84% |
Average DrawdownAverage peak-to-trough decline | -2.50% | -8.79% | +6.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.88% | 3.57% | -2.69% |
Volatility
EIDOX vs. EICOX - Volatility Comparison
The current volatility for Eaton Vance Emerging Markets Debt Opportunities Fund Class I (EIDOX) is 1.85%, while Eaton Vance Emerging and Frontier Countries Equity Fund (EICOX) has a volatility of 8.03%. This indicates that EIDOX experiences smaller price fluctuations and is considered to be less risky than EICOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EIDOX | EICOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.85% | 8.03% | -6.18% |
Volatility (6M)Calculated over the trailing 6-month period | 2.69% | 11.48% | -8.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.59% | 16.00% | -12.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.61% | 13.10% | -8.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.76% | 13.29% | -8.53% |