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ESDIX vs. EELDX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ESDIX vs. EELDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ashmore Emerging Markets Short Duration Select Fund (ESDIX) and Eaton Vance Emerging Markets Debt Opportunities Fund (EELDX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


ESDIX

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

EELDX

1D
-0.12%
1M
1.37%
YTD
7.53%
6M
8.27%
1Y
18.77%
3Y*
14.63%
5Y*
8.36%
10Y*
8.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ESDIX vs. EELDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
ESDIX
Ashmore Emerging Markets Short Duration Select Fund
0.00%1.54%6.15%5.31%-9.66%-4.21%4.12%
EELDX
Eaton Vance Emerging Markets Debt Opportunities Fund
7.53%15.80%14.87%11.46%-6.14%1.55%10.63%

Correlation

The correlation between ESDIX and EELDX is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (3Y)
Calculated over the trailing 3-year period

0.20

Correlation (5Y)
Calculated over the trailing 5-year period

0.29

Correlation (All Time)
Calculated using the full available price history since Jun 15, 2020

0.29

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Return for Risk

ESDIX vs. EELDX — Risk / Return Rank

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

ESDIX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


EELDX
EELDX Risk / Return Rank: 9898
Overall Rank
EELDX Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
EELDX Sortino Ratio Rank: 9999
Sortino Ratio Rank
EELDX Omega Ratio Rank: 9999
Omega Ratio Rank
EELDX Calmar Ratio Rank: 9595
Calmar Ratio Rank
EELDX Martin Ratio Rank: 9696
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.

ESDIX vs. EELDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ashmore Emerging Markets Short Duration Select Fund (ESDIX) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ESDIXEELDXDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

2.45

Calmar ratioReturn relative to maximum drawdown

5.29

Martin ratioReturn relative to average drawdown

21.52

ESDIX vs. EELDX - Sharpe Ratio Comparison


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Drawdowns

ESDIX vs. EELDX - Drawdown Comparison


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Drawdown Indicators


ESDIXEELDXDifference

Max Drawdown

Largest peak-to-trough decline

-19.12%

Max Drawdown (1Y)

Largest decline over 1 year

-3.68%

Max Drawdown (3Y)

Largest decline over 3 years

-3.98%

Max Drawdown (5Y)

Largest decline over 5 years

-17.35%

Max Drawdown (10Y)

Largest decline over 10 years

-19.12%

Current Drawdown

Current decline from peak

-0.23%

Average Drawdown

Average peak-to-trough decline

-2.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.90%

Volatility

ESDIX vs. EELDX - Volatility Comparison


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Volatility by Period


ESDIXEELDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.78%

Volatility (6M)

Calculated over the trailing 6-month period

3.06%

Volatility (1Y)

Calculated over the trailing 1-year period

3.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.72%

ESDIX vs. EELDX - Expense Ratio Comparison

ESDIX has a 0.67% expense ratio, which is lower than EELDX's 0.78% expense ratio.


Dividends

ESDIX vs. EELDX - Dividend Comparison

ESDIX has not paid dividends to shareholders, while EELDX's dividend yield for the trailing twelve months is around 10.69%.


PositionTTM20252024202320222021202020192018201720162015
EELDX
Eaton Vance Emerging Markets Debt Opportunities Fund
10.69%9.44%8.58%9.02%9.17%7.87%7.71%7.86%8.16%7.90%4.12%1.65%
ESDIX
Ashmore Emerging Markets Short Duration Select Fund
0.00%0.39%4.79%3.39%2.50%2.60%0.31%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ESDIX and EELDX have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for ESDIX and EELDX

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