ESFIX vs. EIDOX
Compare and contrast key facts about Ashmore Emerging Markets Short Duration Fund (ESFIX) and Eaton Vance Emerging Markets Debt Opportunities Fund Class I (EIDOX).
ESFIX is managed by Ashmore. It was launched on Jun 23, 2014. EIDOX is a passively managed fund by Eaton Vance that tracks the performance of the J.P. Morgan EMB (JEMB) Hard Currency / Local Currency 50-50 Index. It was launched on Sep 3, 2015.
Performance
ESFIX vs. EIDOX - Performance Comparison
Loading graphics...
ESFIX vs. EIDOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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
ESFIX
EIDOX
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.
| ESFIX | EIDOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.22 | 4.16 | -3.94 |
Sortino ratioReturn per unit of downside risk | 0.40 | 5.72 | -5.32 |
Omega ratioGain probability vs. loss probability | 1.08 | 2.03 | -0.95 |
Calmar ratioReturn relative to maximum drawdown | 0.36 | 3.85 | -3.49 |
Martin ratioReturn relative to average drawdown | 1.03 | 15.67 | -14.64 |
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
| ESFIX | EIDOX | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
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.
Loading graphics...
Drawdown Indicators
| ESFIX | EIDOX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -25.96% | -3.56% | -22.40% |
Average DrawdownAverage peak-to-trough decline | -16.82% | -2.50% | -14.32% |
Ulcer IndexDepth 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.
Loading graphics...
Volatility by Period
| ESFIX | EIDOX | Difference | |
|---|---|---|---|
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% |