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EIFGX vs. EEIAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EIFGX vs. EEIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eaton Vance Focused Growth Opportunities Fund (EIFGX) and Eaton Vance Emerging Markets Local Income Fund (EEIAX). The values are adjusted to include any dividend payments, if applicable.

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EIFGX vs. EEIAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EIFGX
Eaton Vance Focused Growth Opportunities Fund
-8.66%14.48%42.07%42.23%-32.01%16.33%44.64%35.77%0.68%25.44%
EEIAX
Eaton Vance Emerging Markets Local Income Fund
-0.99%23.43%-1.23%13.63%-11.99%-7.64%4.68%22.66%-8.38%16.10%

Returns By Period

In the year-to-date period, EIFGX achieves a -8.66% return, which is significantly lower than EEIAX's -0.99% return. Over the past 10 years, EIFGX has outperformed EEIAX with an annualized return of 16.00%, while EEIAX has yielded a comparatively lower 4.56% annualized return.


EIFGX

1D
3.72%
1M
-5.35%
YTD
-8.66%
6M
-7.59%
1Y
13.73%
3Y*
22.98%
5Y*
9.91%
10Y*
16.00%

EEIAX

1D
0.88%
1M
-5.04%
YTD
-0.99%
6M
4.40%
1Y
18.10%
3Y*
8.97%
5Y*
3.83%
10Y*
4.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EIFGX vs. EEIAX - Expense Ratio Comparison

EIFGX has a 0.76% expense ratio, which is lower than EEIAX's 1.19% expense ratio.


Return for Risk

EIFGX vs. EEIAX — Risk / Return Rank

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

EIFGX
EIFGX Risk / Return Rank: 2828
Overall Rank
EIFGX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
EIFGX Sortino Ratio Rank: 2727
Sortino Ratio Rank
EIFGX Omega Ratio Rank: 2626
Omega Ratio Rank
EIFGX Calmar Ratio Rank: 3232
Calmar Ratio Rank
EIFGX Martin Ratio Rank: 3030
Martin Ratio Rank

EEIAX
EEIAX Risk / Return Rank: 9494
Overall Rank
EEIAX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
EEIAX Sortino Ratio Rank: 9797
Sortino Ratio Rank
EEIAX Omega Ratio Rank: 9595
Omega Ratio Rank
EEIAX Calmar Ratio Rank: 8888
Calmar Ratio Rank
EEIAX Martin Ratio Rank: 9292
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.

EIFGX vs. EEIAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Focused Growth Opportunities Fund (EIFGX) and Eaton Vance Emerging Markets Local Income Fund (EEIAX). 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.


EIFGXEEIAXDifference

Sharpe ratio

Return per unit of total volatility

0.67

2.66

-1.99

Sortino ratio

Return per unit of downside risk

1.12

3.68

-2.56

Omega ratio

Gain probability vs. loss probability

1.16

1.53

-0.38

Calmar ratio

Return relative to maximum drawdown

1.01

2.45

-1.44

Martin ratio

Return relative to average drawdown

3.60

11.20

-7.61

EIFGX vs. EEIAX - Sharpe Ratio Comparison

The current EIFGX Sharpe Ratio is 0.67, which is lower than the EEIAX Sharpe Ratio of 2.66. The chart below compares the historical Sharpe Ratios of EIFGX and EEIAX, 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


EIFGXEEIAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.67

2.66

-1.99

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.48

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

0.54

+0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

0.41

+0.37

Correlation

The correlation between EIFGX and EEIAX is 0.34, 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

EIFGX vs. EEIAX - Dividend Comparison

EIFGX's dividend yield for the trailing twelve months is around 27.73%, more than EEIAX's 10.48% yield.


TTM20252024202320222021202020192018201720162015
EIFGX
Eaton Vance Focused Growth Opportunities Fund
27.73%25.32%10.78%2.74%32.69%16.44%8.74%9.36%10.11%0.29%0.00%1.25%
EEIAX
Eaton Vance Emerging Markets Local Income Fund
10.48%8.48%11.19%11.34%13.39%11.14%9.77%13.03%10.48%8.74%10.80%11.65%

Drawdowns

EIFGX vs. EEIAX - Drawdown Comparison

The maximum EIFGX drawdown since its inception was -36.93%, which is greater than EEIAX's maximum drawdown of -31.70%. Use the drawdown chart below to compare losses from any high point for EIFGX and EEIAX.


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Drawdown Indicators


EIFGXEEIAXDifference

Max Drawdown

Largest peak-to-trough decline

-36.93%

-31.70%

-5.23%

Max Drawdown (1Y)

Largest decline over 1 year

-14.60%

-7.40%

-7.20%

Max Drawdown (5Y)

Largest decline over 5 years

-36.93%

-26.72%

-10.21%

Max Drawdown (10Y)

Largest decline over 10 years

-36.93%

-28.43%

-8.50%

Current Drawdown

Current decline from peak

-11.42%

-6.58%

-4.84%

Average Drawdown

Average peak-to-trough decline

-5.95%

-8.97%

+3.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.09%

1.62%

+2.47%

Volatility

EIFGX vs. EEIAX - Volatility Comparison

Eaton Vance Focused Growth Opportunities Fund (EIFGX) has a higher volatility of 6.60% compared to Eaton Vance Emerging Markets Local Income Fund (EEIAX) at 3.71%. This indicates that EIFGX's price experiences larger fluctuations and is considered to be riskier than EEIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EIFGXEEIAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.60%

3.71%

+2.89%

Volatility (6M)

Calculated over the trailing 6-month period

12.05%

5.17%

+6.88%

Volatility (1Y)

Calculated over the trailing 1-year period

21.91%

6.83%

+15.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.06%

8.06%

+14.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.71%

8.43%

+13.28%