EOS vs. EELDX
Compare and contrast key facts about Eaton Vance Enhanced Equity Income Fund II (EOS) and Eaton Vance Emerging Markets Debt Opportunities Fund (EELDX).
EOS is an actively managed fund by Eaton Vance. It was launched on Jan 26, 2005. EELDX is managed by Eaton Vance. It was launched on Feb 3, 2013.
Performance
EOS vs. EELDX - Performance Comparison
Loading graphics...
EOS vs. EELDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EOS Eaton Vance Enhanced Equity Income Fund II | -10.77% | 5.77% | 38.69% | 22.59% | -26.50% | 20.30% | 29.45% | 30.32% | 2.77% | 27.89% |
EELDX Eaton Vance Emerging Markets Debt Opportunities Fund | 1.33% | 15.80% | 14.87% | 11.46% | -6.14% | 1.55% | 7.44% | 18.34% | -4.27% | 13.05% |
Returns By Period
In the year-to-date period, EOS achieves a -10.77% return, which is significantly lower than EELDX's 1.33% return. Over the past 10 years, EOS has outperformed EELDX with an annualized return of 12.63%, while EELDX has yielded a comparatively lower 7.76% annualized return.
EOS
- 1D
- 5.19%
- 1M
- -6.29%
- YTD
- -10.77%
- 6M
- -10.96%
- 1Y
- 5.04%
- 3Y*
- 16.62%
- 5Y*
- 6.83%
- 10Y*
- 12.63%
EELDX
- 1D
- -0.64%
- 1M
- -3.19%
- YTD
- 1.33%
- 6M
- 6.65%
- 1Y
- 15.07%
- 3Y*
- 13.72%
- 5Y*
- 7.74%
- 10Y*
- 7.76%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
EOS vs. EELDX - Expense Ratio Comparison
EOS has a 1.09% expense ratio, which is higher than EELDX's 0.78% expense ratio.
Return for Risk
EOS vs. EELDX — Risk / Return Rank
EOS
EELDX
EOS vs. EELDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Enhanced Equity Income Fund II (EOS) 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.
| EOS | EELDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.24 | 3.99 | -3.76 |
Sortino ratioReturn per unit of downside risk | 0.51 | 5.53 | -5.01 |
Omega ratioGain probability vs. loss probability | 1.07 | 1.96 | -0.89 |
Calmar ratioReturn relative to maximum drawdown | 0.32 | 3.75 | -3.43 |
Martin ratioReturn relative to average drawdown | 1.09 | 15.15 | -14.05 |
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
| EOS | EELDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.24 | 3.99 | -3.76 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.35 | 1.70 | -1.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 1.64 | -1.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 1.31 | -0.90 |
Correlation
The correlation between EOS and EELDX 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
EOS vs. EELDX - Dividend Comparison
EOS's dividend yield for the trailing twelve months is around 8.93%, less than EELDX's 11.20% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EOS Eaton Vance Enhanced Equity Income Fund II | 8.93% | 7.81% | 7.17% | 7.38% | 9.69% | 5.60% | 5.01% | 6.65% | 7.16% | 6.90% | 8.20% | 7.70% |
EELDX Eaton Vance Emerging Markets Debt Opportunities Fund | 11.20% | 9.44% | 8.58% | 9.02% | 9.17% | 7.87% | 7.71% | 7.86% | 8.16% | 7.90% | 4.12% | 1.65% |
Drawdowns
EOS vs. EELDX - Drawdown Comparison
The maximum EOS drawdown since its inception was -55.74%, which is greater than EELDX's maximum drawdown of -19.12%. Use the drawdown chart below to compare losses from any high point for EOS and EELDX.
Loading graphics...
Drawdown Indicators
| EOS | EELDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.74% | -19.12% | -36.62% |
Max Drawdown (1Y)Largest decline over 1 year | -17.12% | -3.68% | -13.44% |
Max Drawdown (5Y)Largest decline over 5 years | -34.32% | -17.35% | -16.97% |
Max Drawdown (10Y)Largest decline over 10 years | -41.12% | -19.12% | -22.00% |
Current DrawdownCurrent decline from peak | -12.81% | -3.68% | -9.13% |
Average DrawdownAverage peak-to-trough decline | -7.85% | -2.94% | -4.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.06% | 0.91% | +4.15% |
Volatility
EOS vs. EELDX - Volatility Comparison
Eaton Vance Enhanced Equity Income Fund II (EOS) has a higher volatility of 7.56% compared to Eaton Vance Emerging Markets Debt Opportunities Fund (EELDX) at 1.89%. This indicates that EOS'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.
Loading graphics...
Volatility by Period
| EOS | EELDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.56% | 1.89% | +5.67% |
Volatility (6M)Calculated over the trailing 6-month period | 12.10% | 2.76% | +9.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.34% | 3.72% | +17.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.62% | 4.59% | +15.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.65% | 4.76% | +15.89% |