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EIDOX vs. MEDIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EIDOX vs. MEDIX - 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 MFS Emerging Markets Debt Fund (MEDIX). The values are adjusted to include any dividend payments, if applicable.

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EIDOX vs. MEDIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
MEDIX
MFS Emerging Markets Debt Fund
-2.03%12.48%5.92%9.42%-15.97%-2.40%8.01%14.12%-4.99%9.64%

Returns By Period

In the year-to-date period, EIDOX achieves a 1.43% return, which is significantly higher than MEDIX's -2.03% return. Over the past 10 years, EIDOX has outperformed MEDIX with an annualized return of 7.71%, while MEDIX has yielded a comparatively lower 3.49% 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%

MEDIX

1D
-0.16%
1M
-4.12%
YTD
-2.03%
6M
1.30%
1Y
8.04%
3Y*
7.84%
5Y*
1.78%
10Y*
3.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EIDOX vs. MEDIX - Expense Ratio Comparison

EIDOX has a 0.79% expense ratio, which is lower than MEDIX's 0.81% expense ratio.


Return for Risk

EIDOX vs. MEDIX — 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

MEDIX
MEDIX Risk / Return Rank: 8888
Overall Rank
MEDIX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
MEDIX Sortino Ratio Rank: 9191
Sortino Ratio Rank
MEDIX Omega Ratio Rank: 9090
Omega Ratio Rank
MEDIX Calmar Ratio Rank: 8484
Calmar Ratio Rank
MEDIX Martin Ratio Rank: 8383
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. MEDIX - 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 MFS Emerging Markets Debt Fund (MEDIX). 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.


EIDOXMEDIXDifference

Sharpe ratio

Return per unit of total volatility

4.16

1.92

+2.24

Sortino ratio

Return per unit of downside risk

5.72

2.64

+3.09

Omega ratio

Gain probability vs. loss probability

2.03

1.40

+0.63

Calmar ratio

Return relative to maximum drawdown

3.85

2.09

+1.76

Martin ratio

Return relative to average drawdown

15.67

8.43

+7.24

EIDOX vs. MEDIX - Sharpe Ratio Comparison

The current EIDOX Sharpe Ratio is 4.16, which is higher than the MEDIX Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of EIDOX and MEDIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EIDOXMEDIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.16

1.92

+2.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.67

0.31

+1.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.63

0.60

+1.03

Sharpe Ratio (All Time)

Calculated using the full available price history

1.65

0.96

+0.69

Correlation

The correlation between EIDOX and MEDIX is 0.53, 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. MEDIX - Dividend Comparison

EIDOX's dividend yield for the trailing twelve months is around 11.13%, more than MEDIX's 4.80% yield.


TTM20252024202320222021202020192018201720162015
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%
MEDIX
MFS Emerging Markets Debt Fund
4.80%5.22%5.68%4.90%5.51%4.33%4.07%4.59%4.87%4.46%4.86%5.25%

Drawdowns

EIDOX vs. MEDIX - Drawdown Comparison

The maximum EIDOX drawdown since its inception was -19.06%, smaller than the maximum MEDIX drawdown of -35.31%. Use the drawdown chart below to compare losses from any high point for EIDOX and MEDIX.


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Drawdown Indicators


EIDOXMEDIXDifference

Max Drawdown

Largest peak-to-trough decline

-19.06%

-35.31%

+16.25%

Max Drawdown (1Y)

Largest decline over 1 year

-3.56%

-4.12%

+0.56%

Max Drawdown (5Y)

Largest decline over 5 years

-17.42%

-27.40%

+9.98%

Max Drawdown (10Y)

Largest decline over 10 years

-19.06%

-27.40%

+8.34%

Current Drawdown

Current decline from peak

-3.56%

-4.12%

+0.56%

Average Drawdown

Average peak-to-trough decline

-2.50%

-4.46%

+1.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.88%

1.02%

-0.14%

Volatility

EIDOX vs. MEDIX - Volatility Comparison

Eaton Vance Emerging Markets Debt Opportunities Fund Class I (EIDOX) has a higher volatility of 1.85% compared to MFS Emerging Markets Debt Fund (MEDIX) at 1.49%. This indicates that EIDOX's price experiences larger fluctuations and is considered to be riskier than MEDIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EIDOXMEDIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.85%

1.49%

+0.36%

Volatility (6M)

Calculated over the trailing 6-month period

2.69%

2.60%

+0.09%

Volatility (1Y)

Calculated over the trailing 1-year period

3.59%

4.47%

-0.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.61%

5.83%

-1.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.76%

5.84%

-1.08%