EIDOX vs. EXG
Compare and contrast key facts about Eaton Vance Emerging Markets Debt Opportunities Fund Class I (EIDOX) and Eaton Vance Tax-Managed Global Diversified Equity Income Fund (EXG).
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. EXG is an actively managed fund by Eaton Vance. It was launched on Feb 27, 2007.
Performance
EIDOX vs. EXG - Performance Comparison
Loading graphics...
EIDOX vs. EXG - 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% |
EXG Eaton Vance Tax-Managed Global Diversified Equity Income Fund | -7.20% | 27.79% | 16.04% | 11.46% | -22.24% | 31.53% | 10.19% | 28.71% | -12.09% | 29.58% |
Returns By Period
In the year-to-date period, EIDOX achieves a 1.43% return, which is significantly higher than EXG's -7.20% return. Over the past 10 years, EIDOX has underperformed EXG with an annualized return of 7.71%, while EXG has yielded a comparatively higher 9.69% 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%
EXG
- 1D
- 4.59%
- 1M
- -9.69%
- YTD
- -7.20%
- 6M
- -0.71%
- 1Y
- 16.23%
- 3Y*
- 13.21%
- 5Y*
- 7.59%
- 10Y*
- 9.69%
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. EXG - Expense Ratio Comparison
EIDOX has a 0.79% expense ratio, which is lower than EXG's 1.07% expense ratio.
Return for Risk
EIDOX vs. EXG — Risk / Return Rank
EIDOX
EXG
EIDOX vs. EXG - 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 Tax-Managed Global Diversified Equity Income Fund (EXG). 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 | EXG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 4.16 | 0.89 | +3.26 |
Sortino ratioReturn per unit of downside risk | 5.72 | 1.37 | +4.36 |
Omega ratioGain probability vs. loss probability | 2.03 | 1.21 | +0.82 |
Calmar ratioReturn relative to maximum drawdown | 3.85 | 1.12 | +2.73 |
Martin ratioReturn relative to average drawdown | 15.67 | 5.00 | +10.67 |
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 | EXG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.16 | 0.89 | +3.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.67 | 0.44 | +1.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.63 | 0.49 | +1.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.65 | 0.29 | +1.36 |
Correlation
The correlation between EIDOX and EXG 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. EXG - Dividend Comparison
EIDOX's dividend yield for the trailing twelve months is around 11.13%, more than EXG's 9.10% 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% |
EXG Eaton Vance Tax-Managed Global Diversified Equity Income Fund | 9.10% | 8.27% | 9.27% | 8.60% | 10.59% | 7.27% | 8.43% | 8.42% | 12.23% | 9.84% | 12.16% | 11.02% |
Drawdowns
EIDOX vs. EXG - Drawdown Comparison
The maximum EIDOX drawdown since its inception was -19.06%, smaller than the maximum EXG drawdown of -58.45%. Use the drawdown chart below to compare losses from any high point for EIDOX and EXG.
Loading graphics...
Drawdown Indicators
| EIDOX | EXG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.06% | -58.45% | +39.39% |
Max Drawdown (1Y)Largest decline over 1 year | -3.56% | -14.28% | +10.72% |
Max Drawdown (5Y)Largest decline over 5 years | -17.42% | -27.82% | +10.40% |
Max Drawdown (10Y)Largest decline over 10 years | -19.06% | -45.36% | +26.30% |
Current DrawdownCurrent decline from peak | -3.56% | -10.34% | +6.78% |
Average DrawdownAverage peak-to-trough decline | -2.50% | -9.68% | +7.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.88% | 3.19% | -2.31% |
Volatility
EIDOX vs. EXG - Volatility Comparison
The current volatility for Eaton Vance Emerging Markets Debt Opportunities Fund Class I (EIDOX) is 1.85%, while Eaton Vance Tax-Managed Global Diversified Equity Income Fund (EXG) has a volatility of 7.18%. This indicates that EIDOX experiences smaller price fluctuations and is considered to be less risky than EXG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| EIDOX | EXG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.85% | 7.18% | -5.33% |
Volatility (6M)Calculated over the trailing 6-month period | 2.69% | 10.46% | -7.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.59% | 18.24% | -14.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.61% | 17.35% | -12.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.76% | 19.93% | -15.17% |