EIDOX vs. EIRAX
Compare and contrast key facts about Eaton Vance Emerging Markets Debt Opportunities Fund Class I (EIDOX) and Eaton Vance Richard Bernstein All Asset Strategy Fund (EIRAX).
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. EIRAX is managed by Eaton Vance. It was launched on Sep 29, 2011.
Performance
EIDOX vs. EIRAX - Performance Comparison
Loading graphics...
EIDOX vs. EIRAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EIDOX Eaton Vance Emerging Markets Debt Opportunities Fund Class I | 2.05% | 15.59% | 14.78% | 11.40% | -6.25% | 1.52% | 7.39% | 18.25% | -4.28% | 12.97% |
EIRAX Eaton Vance Richard Bernstein All Asset Strategy Fund | -0.95% | 12.89% | 7.68% | 6.80% | -14.73% | 7.22% | 9.83% | 16.28% | -7.47% | 15.02% |
Returns By Period
In the year-to-date period, EIDOX achieves a 2.05% return, which is significantly higher than EIRAX's -0.95% return. Over the past 10 years, EIDOX has outperformed EIRAX with an annualized return of 7.77%, while EIRAX has yielded a comparatively lower 5.60% annualized return.
EIDOX
- 1D
- 0.48%
- 1M
- -1.11%
- YTD
- 2.05%
- 6M
- 7.12%
- 1Y
- 15.68%
- 3Y*
- 13.87%
- 5Y*
- 7.76%
- 10Y*
- 7.77%
EIRAX
- 1D
- 0.84%
- 1M
- -2.68%
- YTD
- -0.95%
- 6M
- 1.61%
- 1Y
- 11.35%
- 3Y*
- 7.13%
- 5Y*
- 2.77%
- 10Y*
- 5.60%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
EIDOX vs. EIRAX - Expense Ratio Comparison
EIDOX has a 0.79% expense ratio, which is lower than EIRAX's 0.93% expense ratio.
Return for Risk
EIDOX vs. EIRAX — Risk / Return Rank
EIDOX
EIRAX
EIDOX vs. EIRAX - 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 Richard Bernstein All Asset Strategy Fund (EIRAX). 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 | EIRAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 4.41 | 1.16 | +3.25 |
Sortino ratioReturn per unit of downside risk | 6.09 | 1.70 | +4.39 |
Omega ratioGain probability vs. loss probability | 2.11 | 1.24 | +0.88 |
Calmar ratioReturn relative to maximum drawdown | 4.40 | 1.56 | +2.84 |
Martin ratioReturn relative to average drawdown | 17.32 | 6.77 | +10.55 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| EIDOX | EIRAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.41 | 1.16 | +3.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.69 | 0.32 | +1.37 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.64 | 0.62 | +1.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.66 | 0.62 | +1.04 |
Correlation
The correlation between EIDOX and EIRAX is 0.35, 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. EIRAX - Dividend Comparison
EIDOX's dividend yield for the trailing twelve months is around 11.06%, more than EIRAX's 2.83% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EIDOX Eaton Vance Emerging Markets Debt Opportunities Fund Class I | 11.06% | 9.41% | 8.52% | 8.97% | 9.13% | 7.82% | 7.66% | 7.81% | 8.10% | 7.85% | 4.10% | 0.00% |
EIRAX Eaton Vance Richard Bernstein All Asset Strategy Fund | 2.83% | 2.80% | 2.35% | 2.58% | 1.11% | 5.68% | 3.13% | 7.42% | 2.98% | 2.35% | 0.73% | 1.59% |
Drawdowns
EIDOX vs. EIRAX - Drawdown Comparison
The maximum EIDOX drawdown since its inception was -19.06%, roughly equal to the maximum EIRAX drawdown of -19.85%. Use the drawdown chart below to compare losses from any high point for EIDOX and EIRAX.
Loading graphics...
Drawdown Indicators
| EIDOX | EIRAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.06% | -19.85% | +0.79% |
Max Drawdown (1Y)Largest decline over 1 year | -3.56% | -7.73% | +4.17% |
Max Drawdown (5Y)Largest decline over 5 years | -17.42% | -19.85% | +2.43% |
Max Drawdown (10Y)Largest decline over 10 years | -19.06% | -19.85% | +0.79% |
Current DrawdownCurrent decline from peak | -2.98% | -4.99% | +2.01% |
Average DrawdownAverage peak-to-trough decline | -2.50% | -3.86% | +1.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.91% | 1.78% | -0.87% |
Volatility
EIDOX vs. EIRAX - Volatility Comparison
The current volatility for Eaton Vance Emerging Markets Debt Opportunities Fund Class I (EIDOX) is 1.71%, while Eaton Vance Richard Bernstein All Asset Strategy Fund (EIRAX) has a volatility of 4.59%. This indicates that EIDOX experiences smaller price fluctuations and is considered to be less risky than EIRAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| EIDOX | EIRAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.71% | 4.59% | -2.88% |
Volatility (6M)Calculated over the trailing 6-month period | 2.73% | 6.95% | -4.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.61% | 10.07% | -6.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.61% | 8.69% | -4.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.76% | 9.07% | -4.31% |