EMBUX vs. EELDX
Compare and contrast key facts about VanEck Emerging Markets Bond Fund (EMBUX) and Eaton Vance Emerging Markets Debt Opportunities Fund (EELDX).
EMBUX is managed by VanEck. It was launched on Jul 8, 2012. EELDX is managed by Eaton Vance. It was launched on Feb 3, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EMBUX or EELDX.
Key characteristics
| EMBUX | EELDX | |
|---|---|---|
| YTD Return | 4.38% | 13.42% |
| 1Y Return | 10.65% | 16.88% |
| 3Y Return (Ann) | 1.89% | 5.79% |
| 5Y Return (Ann) | 3.73% | 5.91% |
| 10Y Return (Ann) | 1.94% | 5.64% |
| Sharpe Ratio | 2.13 | 5.42 |
| Sortino Ratio | 3.24 | 9.35 |
| Omega Ratio | 1.40 | 2.52 |
| Calmar Ratio | 1.24 | 9.87 |
| Martin Ratio | 9.41 | 44.33 |
| Ulcer Index | 1.15% | 0.40% |
| Daily Std Dev | 5.11% | 3.23% |
| Max Drawdown | -25.11% | -19.13% |
| Current Drawdown | -3.74% | -0.13% |
Correlation
The correlation between EMBUX and EELDX is 0.60, 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.
Performance
EMBUX vs. EELDX - Performance Comparison
In the year-to-date period, EMBUX achieves a 4.38% return, which is significantly lower than EELDX's 13.42% return. Over the past 10 years, EMBUX has underperformed EELDX with an annualized return of 1.94%, while EELDX has yielded a comparatively higher 5.64% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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EMBUX vs. EELDX - Expense Ratio Comparison
EMBUX has a 0.95% expense ratio, which is higher than EELDX's 0.78% expense ratio.
Risk-Adjusted Performance
EMBUX vs. EELDX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for VanEck Emerging Markets Bond Fund (EMBUX) and Eaton Vance Emerging Markets Debt Opportunities Fund (EELDX). 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.
Dividends
EMBUX vs. EELDX - Dividend Comparison
EMBUX's dividend yield for the trailing twelve months is around 8.11%, less than EELDX's 8.61% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EMBUX VanEck Emerging Markets Bond Fund | 8.11% | 6.89% | 8.21% | 5.51% | 6.57% | 7.89% | 7.25% | 7.66% | 3.94% | 6.84% | 6.61% | 6.48% |
EELDX Eaton Vance Emerging Markets Debt Opportunities Fund | 8.61% | 9.07% | 9.15% | 7.89% | 7.69% | 7.87% | 8.13% | 7.87% | 4.12% | 1.65% | 3.98% | 3.70% |
Drawdowns
EMBUX vs. EELDX - Drawdown Comparison
The maximum EMBUX drawdown since its inception was -25.11%, which is greater than EELDX's maximum drawdown of -19.13%. Use the drawdown chart below to compare losses from any high point for EMBUX and EELDX. For additional features, visit the drawdowns tool.
Volatility
EMBUX vs. EELDX - Volatility Comparison
VanEck Emerging Markets Bond Fund (EMBUX) has a higher volatility of 1.83% compared to Eaton Vance Emerging Markets Debt Opportunities Fund (EELDX) at 0.82%. This indicates that EMBUX's price experiences larger fluctuations and is considered to be riskier than EELDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.