EIDOX vs. PEMIX
Compare and contrast key facts about Eaton Vance Emerging Markets Debt Opportunities Fund Class I (EIDOX) and PIMCO Emerging Markets Corporate Bond Fund (PEMIX).
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. PEMIX is managed by PIMCO. It was launched on Jun 30, 2009.
Performance
EIDOX vs. PEMIX - Performance Comparison
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EIDOX vs. PEMIX - 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% |
PEMIX PIMCO Emerging Markets Corporate Bond Fund | -1.90% | 9.97% | 6.32% | 6.03% | -14.12% | -0.72% | 5.78% | 11.87% | -0.64% | 9.03% |
Returns By Period
In the year-to-date period, EIDOX achieves a 1.43% return, which is significantly higher than PEMIX's -1.90% return. Over the past 10 years, EIDOX has outperformed PEMIX with an annualized return of 7.71%, while PEMIX has yielded a comparatively lower 3.73% 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%
PEMIX
- 1D
- 0.11%
- 1M
- -3.20%
- YTD
- -1.90%
- 6M
- -0.51%
- 1Y
- 4.78%
- 3Y*
- 6.04%
- 5Y*
- 0.95%
- 10Y*
- 3.73%
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EIDOX vs. PEMIX - Expense Ratio Comparison
EIDOX has a 0.79% expense ratio, which is lower than PEMIX's 0.90% expense ratio.
Return for Risk
EIDOX vs. PEMIX — Risk / Return Rank
EIDOX
PEMIX
EIDOX vs. PEMIX - 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 PIMCO Emerging Markets Corporate Bond Fund (PEMIX). 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 | PEMIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 4.16 | 1.54 | +2.62 |
Sortino ratioReturn per unit of downside risk | 5.72 | 2.19 | +3.53 |
Omega ratioGain probability vs. loss probability | 2.03 | 1.36 | +0.67 |
Calmar ratioReturn relative to maximum drawdown | 3.85 | 1.57 | +2.28 |
Martin ratioReturn relative to average drawdown | 15.67 | 5.87 | +9.79 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EIDOX | PEMIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.16 | 1.54 | +2.62 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.67 | 0.25 | +1.42 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.63 | 0.99 | +0.63 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.65 | 1.09 | +0.56 |
Correlation
The correlation between EIDOX and PEMIX is 0.39, 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. PEMIX - Dividend Comparison
EIDOX's dividend yield for the trailing twelve months is around 11.13%, more than PEMIX's 5.99% 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% |
PEMIX PIMCO Emerging Markets Corporate Bond Fund | 5.99% | 6.15% | 5.45% | 4.08% | 3.02% | 3.41% | 3.78% | 4.55% | 4.99% | 4.33% | 4.62% | 5.32% |
Drawdowns
EIDOX vs. PEMIX - Drawdown Comparison
The maximum EIDOX drawdown since its inception was -19.06%, smaller than the maximum PEMIX drawdown of -23.38%. Use the drawdown chart below to compare losses from any high point for EIDOX and PEMIX.
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Drawdown Indicators
| EIDOX | PEMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.06% | -23.38% | +4.32% |
Max Drawdown (1Y)Largest decline over 1 year | -3.56% | -3.37% | -0.19% |
Max Drawdown (5Y)Largest decline over 5 years | -17.42% | -23.38% | +5.96% |
Max Drawdown (10Y)Largest decline over 10 years | -19.06% | -23.38% | +4.32% |
Current DrawdownCurrent decline from peak | -3.56% | -3.20% | -0.36% |
Average DrawdownAverage peak-to-trough decline | -2.50% | -4.27% | +1.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.88% | 0.90% | -0.02% |
Volatility
EIDOX vs. PEMIX - Volatility Comparison
Eaton Vance Emerging Markets Debt Opportunities Fund Class I (EIDOX) has a higher volatility of 1.85% compared to PIMCO Emerging Markets Corporate Bond Fund (PEMIX) at 0.98%. This indicates that EIDOX's price experiences larger fluctuations and is considered to be riskier than PEMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EIDOX | PEMIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.85% | 0.98% | +0.87% |
Volatility (6M)Calculated over the trailing 6-month period | 2.69% | 2.00% | +0.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.59% | 3.48% | +0.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.61% | 3.76% | +0.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.76% | 3.78% | +0.98% |