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EIDOX vs. PEMIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EIDOX vs. PEMIX - 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 PIMCO Emerging Markets Corporate Bond Fund (PEMIX). The values are adjusted to include any dividend payments, if applicable.

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EIDOX vs. PEMIX - 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%
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

PEMIX
PEMIX Risk / Return Rank: 7676
Overall Rank
PEMIX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
PEMIX Sortino Ratio Rank: 8484
Sortino Ratio Rank
PEMIX Omega Ratio Rank: 8686
Omega Ratio Rank
PEMIX Calmar Ratio Rank: 6868
Calmar Ratio Rank
PEMIX Martin Ratio Rank: 6161
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. 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.


EIDOXPEMIXDifference

Sharpe ratio

Return per unit of total volatility

4.16

1.54

+2.62

Sortino ratio

Return per unit of downside risk

5.72

2.19

+3.53

Omega ratio

Gain probability vs. loss probability

2.03

1.36

+0.67

Calmar ratio

Return relative to maximum drawdown

3.85

1.57

+2.28

Martin ratio

Return relative to average drawdown

15.67

5.87

+9.79

EIDOX vs. PEMIX - Sharpe Ratio Comparison

The current EIDOX Sharpe Ratio is 4.16, which is higher than the PEMIX Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of EIDOX and PEMIX, 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


EIDOXPEMIXDifference

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.


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%
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


EIDOXPEMIXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-3.56%

-3.20%

-0.36%

Average Drawdown

Average peak-to-trough decline

-2.50%

-4.27%

+1.77%

Ulcer Index

Depth 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


EIDOXPEMIXDifference

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%