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EIDOX vs. EIMAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EIDOX vs. EIMAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eaton Vance Emerging Markets Debt Opportunities Fund Class I (EIDOX) and Eaton Vance Massachusetts Municipal Income Fund (EIMAX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EIDOX achieves a 6.75% return, which is significantly higher than EIMAX's 1.63% return. Over the past 10 years, EIDOX has outperformed EIMAX with an annualized return of 7.89%, while EIMAX has yielded a comparatively lower 1.58% annualized return.


EIDOX

1D
0.12%
1M
0.54%
YTD
6.75%
6M
7.98%
1Y
18.59%
3Y*
14.96%
5Y*
8.01%
10Y*
7.89%

EIMAX

1D
0.00%
1M
0.56%
YTD
1.63%
6M
2.07%
1Y
7.13%
3Y*
3.32%
5Y*
0.38%
10Y*
1.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EIDOX vs. EIMAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EIDOX
Eaton Vance Emerging Markets Debt Opportunities Fund Class I
6.75%15.59%14.78%11.40%-6.25%1.52%7.39%18.25%-4.28%12.97%
EIMAX
Eaton Vance Massachusetts Municipal Income Fund
1.63%3.76%1.37%5.06%-9.61%0.57%4.60%7.01%0.65%4.67%

Correlation

The correlation between EIDOX and EIMAX is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.20

Correlation (3Y)
Calculated over the trailing 3-year period

0.14

Correlation (5Y)
Calculated over the trailing 5-year period

0.15

Correlation (10Y)
Calculated over the trailing 10-year period

0.09

Correlation (All Time)
Calculated using the full available price history since Jan 5, 2016

0.08

The correlation between EIDOX and EIMAX shifts across timeframes, from 0.08 (all time) to 0.20 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

EIDOX vs. EIMAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EIDOX
EIDOX Risk / Return Rank: 9797
Overall Rank
EIDOX Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
EIDOX Sortino Ratio Rank: 9999
Sortino Ratio Rank
EIDOX Omega Ratio Rank: 9999
Omega Ratio Rank
EIDOX Calmar Ratio Rank: 9494
Calmar Ratio Rank
EIDOX Martin Ratio Rank: 9595
Martin Ratio Rank

EIMAX
EIMAX Risk / Return Rank: 7070
Overall Rank
EIMAX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
EIMAX Sortino Ratio Rank: 8686
Sortino Ratio Rank
EIMAX Omega Ratio Rank: 9090
Omega Ratio Rank
EIMAX Calmar Ratio Rank: 5050
Calmar Ratio Rank
EIMAX Martin Ratio Rank: 4444
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EIDOX vs. EIMAX - 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 Massachusetts Municipal Income Fund (EIMAX). 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.


EIDOXEIMAXDifference
Sharpe ratioReturn per unit of total volatility

+3.10

Sortino ratioReturn per unit of downside risk

+4.61

Omega ratioGain probability vs. loss probability

2.54

1.66

+0.88

Calmar ratioReturn relative to maximum drawdown

5.32

2.63

+2.69

Martin ratioReturn relative to average drawdown

21.59

8.95

+12.65

EIDOX vs. EIMAX - Sharpe Ratio Comparison

The current EIDOX Sharpe Ratio is 5.61, which is higher than the EIMAX Sharpe Ratio of 2.51. The chart below compares the historical Sharpe Ratios of EIDOX and EIMAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


EIDOXEIMAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

5.61

2.51

+3.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.74

0.09

+1.65

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.67

0.38

+1.29

Sharpe Ratio (All Time)

Calculated using the full available price history

1.73

0.57

+1.16

Drawdowns

EIDOX vs. EIMAX - Drawdown Comparison

The maximum EIDOX drawdown since its inception was -19.06%, smaller than the maximum EIMAX drawdown of -29.25%. Use the drawdown chart below to compare losses from any high point for EIDOX and EIMAX.


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Drawdown Indicators


EIDOXEIMAXDifference

Max Drawdown

Largest peak-to-trough decline

-19.06%

-29.25%

+10.19%

Max Drawdown (1Y)

Largest decline over 1 year

-3.56%

-2.77%

-0.79%

Max Drawdown (3Y)

Largest decline over 3 years

-3.97%

-6.83%

+2.86%

Max Drawdown (5Y)

Largest decline over 5 years

-17.42%

-14.67%

-2.75%

Max Drawdown (10Y)

Largest decline over 10 years

-19.06%

-14.67%

-4.39%

Current Drawdown

Current decline from peak

0.00%

-0.36%

+0.36%

Average Drawdown

Average peak-to-trough decline

-2.47%

-3.90%

+1.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.88%

0.81%

+0.07%

Volatility

EIDOX vs. EIMAX - Volatility Comparison

The current volatility for Eaton Vance Emerging Markets Debt Opportunities Fund Class I (EIDOX) is 0.68%, while Eaton Vance Massachusetts Municipal Income Fund (EIMAX) has a volatility of 1.11%. This indicates that EIDOX experiences smaller price fluctuations and is considered to be less risky than EIMAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EIDOXEIMAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.68%

1.11%

-0.43%

Volatility (6M)

Calculated over the trailing 6-month period

2.98%

2.08%

+0.90%

Volatility (1Y)

Calculated over the trailing 1-year period

3.38%

2.91%

+0.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.64%

4.38%

+0.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.74%

4.20%

+0.54%

EIDOX vs. EIMAX - Expense Ratio Comparison

EIDOX has a 0.79% expense ratio, which is higher than EIMAX's 0.48% expense ratio.


Dividends

EIDOX vs. EIMAX - Dividend Comparison

EIDOX's dividend yield for the trailing twelve months is around 10.71%, more than EIMAX's 3.60% yield.


PositionTTM20252024202320222021202020192018201720162015
EIDOX
Eaton Vance Emerging Markets Debt Opportunities Fund Class I
10.71%9.41%8.52%8.97%9.13%7.82%7.66%7.81%8.10%7.85%4.10%0.00%
EIMAX
Eaton Vance Massachusetts Municipal Income Fund
3.60%4.52%4.15%2.39%2.62%2.01%2.58%3.46%3.27%3.41%3.65%3.70%

Frequently Asked Questions


EIDOX and EIMAX have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EIMAX has higher volatility (1.11%) compared to EIDOX (0.68%). In terms of maximum drawdown, EIDOX dropped -19.06% vs EIMAX's -29.25%.

EIDOX currently has the higher Sharpe Ratio (5.61 vs 2.51), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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