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EIDOX vs. ESDIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EIDOX vs. ESDIX - 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 Ashmore Emerging Markets Short Duration Select Fund (ESDIX). The values are adjusted to include any dividend payments, if applicable.

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EIDOX vs. ESDIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
EIDOX
Eaton Vance Emerging Markets Debt Opportunities Fund Class I
1.43%15.59%14.78%11.40%-6.25%1.52%10.97%
ESDIX
Ashmore Emerging Markets Short Duration Select Fund
0.00%1.54%6.15%5.31%-9.66%-4.21%4.12%

Returns By Period


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%

ESDIX

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EIDOX vs. ESDIX - Expense Ratio Comparison

EIDOX has a 0.79% expense ratio, which is higher than ESDIX's 0.67% expense ratio.


Return for Risk

EIDOX vs. ESDIX — Risk / Return Rank

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

EIDOX
EIDOX Risk / Return Rank: 9898
Overall Rank
EIDOX Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
EIDOX Sortino Ratio Rank: 9898
Sortino Ratio Rank
EIDOX Omega Ratio Rank: 9898
Omega Ratio Rank
EIDOX Calmar Ratio Rank: 9797
Calmar Ratio Rank
EIDOX Martin Ratio Rank: 9797
Martin Ratio Rank

ESDIX
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. ESDIX - 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 Ashmore Emerging Markets Short Duration Select Fund (ESDIX). 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.


EIDOXESDIXDifference

Sharpe ratio

Return per unit of total volatility

4.16

Sortino ratio

Return per unit of downside risk

5.72

Omega ratio

Gain probability vs. loss probability

2.03

Calmar ratio

Return relative to maximum drawdown

3.85

Martin ratio

Return relative to average drawdown

15.67

EIDOX vs. ESDIX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


EIDOXESDIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.67

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.63

Sharpe Ratio (All Time)

Calculated using the full available price history

1.65

Correlation

The correlation between EIDOX and ESDIX is 0.29, 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. ESDIX - Dividend Comparison

EIDOX's dividend yield for the trailing twelve months is around 11.13%, while ESDIX has not paid dividends to shareholders.


TTM2025202420232022202120202019201820172016
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%
ESDIX
Ashmore Emerging Markets Short Duration Select Fund
0.00%0.39%4.79%3.39%2.50%2.60%0.31%0.00%0.00%0.00%0.00%

Drawdowns

EIDOX vs. ESDIX - Drawdown Comparison


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Drawdown Indicators


EIDOXESDIXDifference

Max Drawdown

Largest peak-to-trough decline

-19.06%

Max Drawdown (1Y)

Largest decline over 1 year

-3.56%

Max Drawdown (5Y)

Largest decline over 5 years

-17.42%

Max Drawdown (10Y)

Largest decline over 10 years

-19.06%

Current Drawdown

Current decline from peak

-3.56%

Average Drawdown

Average peak-to-trough decline

-2.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.88%

Volatility

EIDOX vs. ESDIX - Volatility Comparison


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Volatility by Period


EIDOXESDIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.85%

Volatility (6M)

Calculated over the trailing 6-month period

2.69%

Volatility (1Y)

Calculated over the trailing 1-year period

3.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.76%