EIRAX vs. EIDOX
Compare and contrast key facts about Eaton Vance Richard Bernstein All Asset Strategy Fund (EIRAX) and Eaton Vance Emerging Markets Debt Opportunities Fund Class I (EIDOX).
EIRAX is managed by Eaton Vance. It was launched on Sep 29, 2011. 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.
Performance
EIRAX vs. EIDOX - Performance Comparison
Loading graphics...
EIRAX vs. EIDOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EIRAX Eaton Vance Richard Bernstein All Asset Strategy Fund | -1.78% | 12.89% | 7.68% | 6.80% | -14.73% | 7.22% | 9.83% | 16.28% | -7.47% | 15.02% |
EIDOX Eaton Vance Emerging Markets Debt Opportunities Fund Class I | 1.56% | 15.59% | 14.78% | 11.40% | -6.25% | 1.52% | 7.39% | 18.25% | -4.28% | 12.97% |
Returns By Period
In the year-to-date period, EIRAX achieves a -1.78% return, which is significantly lower than EIDOX's 1.56% return. Over the past 10 years, EIRAX has underperformed EIDOX with an annualized return of 5.51%, while EIDOX has yielded a comparatively higher 7.72% annualized return.
EIRAX
- 1D
- 2.11%
- 1M
- -4.80%
- YTD
- -1.78%
- 6M
- 0.83%
- 1Y
- 10.73%
- 3Y*
- 6.83%
- 5Y*
- 2.60%
- 10Y*
- 5.51%
EIDOX
- 1D
- 0.12%
- 1M
- -2.39%
- YTD
- 1.56%
- 6M
- 6.74%
- 1Y
- 15.27%
- 3Y*
- 13.69%
- 5Y*
- 7.66%
- 10Y*
- 7.72%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
EIRAX vs. EIDOX - Expense Ratio Comparison
EIRAX has a 0.93% expense ratio, which is higher than EIDOX's 0.79% expense ratio.
Return for Risk
EIRAX vs. EIDOX — Risk / Return Rank
EIRAX
EIDOX
EIRAX vs. EIDOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Richard Bernstein All Asset Strategy Fund (EIRAX) and Eaton Vance Emerging Markets Debt Opportunities Fund Class I (EIDOX). 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.
| EIRAX | EIDOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.11 | 4.24 | -3.13 |
Sortino ratioReturn per unit of downside risk | 1.63 | 5.83 | -4.21 |
Omega ratioGain probability vs. loss probability | 1.23 | 2.06 | -0.83 |
Calmar ratioReturn relative to maximum drawdown | 1.46 | 4.21 | -2.75 |
Martin ratioReturn relative to average drawdown | 6.43 | 16.91 | -10.48 |
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
| EIRAX | EIDOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.11 | 4.24 | -3.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.30 | 1.67 | -1.37 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 1.63 | -1.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 1.65 | -1.04 |
Correlation
The correlation between EIRAX and EIDOX is 0.35, 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
EIRAX vs. EIDOX - Dividend Comparison
EIRAX's dividend yield for the trailing twelve months is around 2.85%, less than EIDOX's 11.11% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EIRAX Eaton Vance Richard Bernstein All Asset Strategy Fund | 2.85% | 2.80% | 2.35% | 2.58% | 1.11% | 5.68% | 3.13% | 7.42% | 2.98% | 2.35% | 0.73% | 1.59% |
EIDOX Eaton Vance Emerging Markets Debt Opportunities Fund Class I | 11.11% | 9.41% | 8.52% | 8.97% | 9.13% | 7.82% | 7.66% | 7.81% | 8.10% | 7.85% | 4.10% | 0.00% |
Drawdowns
EIRAX vs. EIDOX - Drawdown Comparison
The maximum EIRAX drawdown since its inception was -19.85%, roughly equal to the maximum EIDOX drawdown of -19.06%. Use the drawdown chart below to compare losses from any high point for EIRAX and EIDOX.
Loading graphics...
Drawdown Indicators
| EIRAX | EIDOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.85% | -19.06% | -0.79% |
Max Drawdown (1Y)Largest decline over 1 year | -7.73% | -3.56% | -4.17% |
Max Drawdown (5Y)Largest decline over 5 years | -19.85% | -17.42% | -2.43% |
Max Drawdown (10Y)Largest decline over 10 years | -19.85% | -19.06% | -0.79% |
Current DrawdownCurrent decline from peak | -5.79% | -3.45% | -2.34% |
Average DrawdownAverage peak-to-trough decline | -3.86% | -2.50% | -1.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.75% | 0.89% | +0.86% |
Volatility
EIRAX vs. EIDOX - Volatility Comparison
Eaton Vance Richard Bernstein All Asset Strategy Fund (EIRAX) has a higher volatility of 4.63% compared to Eaton Vance Emerging Markets Debt Opportunities Fund Class I (EIDOX) at 1.78%. This indicates that EIRAX's price experiences larger fluctuations and is considered to be riskier than EIDOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| EIRAX | EIDOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.63% | 1.78% | +2.85% |
Volatility (6M)Calculated over the trailing 6-month period | 6.91% | 2.69% | +4.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.04% | 3.59% | +6.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.69% | 4.61% | +4.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.06% | 4.76% | +4.30% |