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ESFIX vs. EIDOX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ESFIX vs. EIDOX - Performance Comparison

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

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ESFIX vs. EIDOX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ESFIX
Ashmore Emerging Markets Short Duration Fund
0.26%7.09%7.94%13.03%-21.54%-18.83%-6.89%1.22%-0.16%7.11%
EIDOX
Eaton Vance Emerging Markets Debt Opportunities Fund Class I
1.43%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, ESFIX achieves a 0.26% return, which is significantly lower than EIDOX's 1.43% return. Over the past 10 years, ESFIX has underperformed EIDOX with an annualized return of -0.88%, while EIDOX has yielded a comparatively higher 7.71% annualized return.


ESFIX

1D
-0.43%
1M
-0.69%
YTD
0.26%
6M
0.85%
1Y
2.15%
3Y*
8.16%
5Y*
-3.42%
10Y*
-0.88%

EIDOX

1D
-0.65%
1M
-3.19%
YTD
1.43%
6M
6.73%
1Y
14.99%
3Y*
13.64%
5Y*
7.66%
10Y*
7.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ESFIX vs. EIDOX - Expense Ratio Comparison

ESFIX has a 0.65% expense ratio, which is lower than EIDOX's 0.79% expense ratio.


Return for Risk

ESFIX vs. EIDOX — Risk / Return Rank

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

ESFIX
ESFIX Risk / Return Rank: 1111
Overall Rank
ESFIX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
ESFIX Sortino Ratio Rank: 99
Sortino Ratio Rank
ESFIX Omega Ratio Rank: 1212
Omega Ratio Rank
ESFIX Calmar Ratio Rank: 1313
Calmar Ratio Rank
ESFIX Martin Ratio Rank: 1212
Martin Ratio Rank

EIDOX
EIDOX Risk / Return Rank: 9898
Overall Rank
EIDOX Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
EIDOX Sortino Ratio Rank: 9898
Sortino Ratio Rank
EIDOX Omega Ratio Rank: 9898
Omega Ratio Rank
EIDOX Calmar Ratio Rank: 9797
Calmar Ratio Rank
EIDOX Martin Ratio Rank: 9797
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.

ESFIX vs. EIDOX - Risk-Adjusted Trends Comparison

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


ESFIXEIDOXDifference

Sharpe ratio

Return per unit of total volatility

0.22

4.16

-3.94

Sortino ratio

Return per unit of downside risk

0.40

5.72

-5.32

Omega ratio

Gain probability vs. loss probability

1.08

2.03

-0.95

Calmar ratio

Return relative to maximum drawdown

0.36

3.85

-3.49

Martin ratio

Return relative to average drawdown

1.03

15.67

-14.64

ESFIX vs. EIDOX - Sharpe Ratio Comparison

The current ESFIX Sharpe Ratio is 0.22, which is lower than the EIDOX Sharpe Ratio of 4.16. The chart below compares the historical Sharpe Ratios of ESFIX and EIDOX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ESFIXEIDOXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.22

4.16

-3.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.42

1.67

-2.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.11

1.63

-1.73

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.16

1.65

-1.81

Correlation

The correlation between ESFIX and EIDOX is 0.37, 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

ESFIX vs. EIDOX - Dividend Comparison

ESFIX's dividend yield for the trailing twelve months is around 7.37%, less than EIDOX's 11.13% yield.


TTM2025202420232022202120202019201820172016
ESFIX
Ashmore Emerging Markets Short Duration Fund
7.37%3.70%4.37%7.75%6.83%7.62%5.38%8.15%6.58%5.63%1.37%
EIDOX
Eaton Vance Emerging Markets Debt Opportunities Fund Class I
11.13%9.41%8.52%8.97%9.13%7.82%7.66%7.81%8.10%7.85%4.10%

Drawdowns

ESFIX vs. EIDOX - Drawdown Comparison

The maximum ESFIX drawdown since its inception was -48.22%, which is greater than EIDOX's maximum drawdown of -19.06%. Use the drawdown chart below to compare losses from any high point for ESFIX and EIDOX.


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Drawdown Indicators


ESFIXEIDOXDifference

Max Drawdown

Largest peak-to-trough decline

-48.22%

-19.06%

-29.16%

Max Drawdown (1Y)

Largest decline over 1 year

-4.86%

-3.56%

-1.30%

Max Drawdown (5Y)

Largest decline over 5 years

-43.24%

-17.42%

-25.82%

Max Drawdown (10Y)

Largest decline over 10 years

-48.22%

-19.06%

-29.16%

Current Drawdown

Current decline from peak

-25.96%

-3.56%

-22.40%

Average Drawdown

Average peak-to-trough decline

-16.82%

-2.50%

-14.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.71%

0.88%

+0.83%

Volatility

ESFIX vs. EIDOX - Volatility Comparison

The current volatility for Ashmore Emerging Markets Short Duration Fund (ESFIX) is 1.02%, while Eaton Vance Emerging Markets Debt Opportunities Fund Class I (EIDOX) has a volatility of 1.85%. This indicates that ESFIX experiences smaller price fluctuations and is considered to be less risky than EIDOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ESFIXEIDOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.02%

1.85%

-0.83%

Volatility (6M)

Calculated over the trailing 6-month period

8.22%

2.69%

+5.53%

Volatility (1Y)

Calculated over the trailing 1-year period

9.12%

3.59%

+5.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.26%

4.61%

+3.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.33%

4.76%

+3.57%