EOI vs. EADOX
Compare and contrast key facts about Eaton Vance Enhanced Equity Income Fund (EOI) and Eaton Vance Emerging Markets Debt Opportunities Fund Class A (EADOX).
EOI is managed by Eaton Vance. It was launched on Oct 29, 2004. EADOX is managed by Eaton Vance. It was launched on Sep 3, 2015.
Performance
EOI vs. EADOX - Performance Comparison
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EOI vs. EADOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EOI Eaton Vance Enhanced Equity Income Fund | -4.84% | 7.21% | 35.73% | 20.67% | -19.78% | 32.93% | 9.59% | 31.97% | -4.26% | 26.31% |
EADOX Eaton Vance Emerging Markets Debt Opportunities Fund Class A | 1.47% | 16.93% | 14.52% | 11.13% | -6.42% | 1.24% | 7.12% | 17.85% | -4.44% | 12.58% |
Returns By Period
In the year-to-date period, EOI achieves a -4.84% return, which is significantly lower than EADOX's 1.47% return. Over the past 10 years, EOI has outperformed EADOX with an annualized return of 12.39%, while EADOX has yielded a comparatively lower 7.58% annualized return.
EOI
- 1D
- 2.13%
- 1M
- -5.29%
- YTD
- -4.84%
- 6M
- -5.18%
- 1Y
- 10.41%
- 3Y*
- 17.08%
- 5Y*
- 10.83%
- 10Y*
- 12.39%
EADOX
- 1D
- 0.12%
- 1M
- -2.42%
- YTD
- 1.47%
- 6M
- 6.71%
- 1Y
- 14.97%
- 3Y*
- 13.94%
- 5Y*
- 7.71%
- 10Y*
- 7.58%
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EOI vs. EADOX - Expense Ratio Comparison
EOI has a 0.01% expense ratio, which is lower than EADOX's 1.11% expense ratio.
Return for Risk
EOI vs. EADOX — Risk / Return Rank
EOI
EADOX
EOI vs. EADOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Enhanced Equity Income Fund (EOI) and Eaton Vance Emerging Markets Debt Opportunities Fund Class A (EADOX). 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.
| EOI | EADOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.54 | 4.12 | -3.58 |
Sortino ratioReturn per unit of downside risk | 0.88 | 5.77 | -4.89 |
Omega ratioGain probability vs. loss probability | 1.14 | 2.06 | -0.92 |
Calmar ratioReturn relative to maximum drawdown | 0.81 | 4.06 | -3.26 |
Martin ratioReturn relative to average drawdown | 2.76 | 16.37 | -13.61 |
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
| EOI | EADOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.54 | 4.12 | -3.58 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 1.71 | -1.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | 1.61 | -0.98 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 1.63 | -1.21 |
Correlation
The correlation between EOI and EADOX is 0.31, 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
EOI vs. EADOX - Dividend Comparison
EOI's dividend yield for the trailing twelve months is around 8.37%, less than EADOX's 10.84% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EOI Eaton Vance Enhanced Equity Income Fund | 8.37% | 7.81% | 7.38% | 7.93% | 8.80% | 5.83% | 6.66% | 6.78% | 8.01% | 7.15% | 8.36% | 7.73% |
EADOX Eaton Vance Emerging Markets Debt Opportunities Fund Class A | 10.84% | 10.51% | 8.27% | 8.73% | 8.87% | 7.56% | 7.42% | 7.57% | 7.83% | 7.61% | 4.04% | 0.00% |
Drawdowns
EOI vs. EADOX - Drawdown Comparison
The maximum EOI drawdown since its inception was -53.72%, which is greater than EADOX's maximum drawdown of -19.15%. Use the drawdown chart below to compare losses from any high point for EOI and EADOX.
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Drawdown Indicators
| EOI | EADOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.72% | -19.15% | -34.57% |
Max Drawdown (1Y)Largest decline over 1 year | -13.24% | -3.61% | -9.63% |
Max Drawdown (5Y)Largest decline over 5 years | -26.82% | -17.56% | -9.26% |
Max Drawdown (10Y)Largest decline over 10 years | -40.01% | -19.15% | -20.86% |
Current DrawdownCurrent decline from peak | -7.30% | -3.50% | -3.80% |
Average DrawdownAverage peak-to-trough decline | -7.42% | -2.56% | -4.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.87% | 0.90% | +2.97% |
Volatility
EOI vs. EADOX - Volatility Comparison
Eaton Vance Enhanced Equity Income Fund (EOI) has a higher volatility of 6.92% compared to Eaton Vance Emerging Markets Debt Opportunities Fund Class A (EADOX) at 1.77%. This indicates that EOI's price experiences larger fluctuations and is considered to be riskier than EADOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EOI | EADOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.92% | 1.77% | +5.15% |
Volatility (6M)Calculated over the trailing 6-month period | 10.36% | 2.67% | +7.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.26% | 3.61% | +15.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.61% | 4.53% | +14.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.88% | 4.72% | +15.16% |