EVG vs. EADOX
Compare and contrast key facts about Eaton Vance Short Duration Diversified Income Fund (EVG) and Eaton Vance Emerging Markets Debt Opportunities Fund Class A (EADOX).
EVG is managed by Eaton Vance. It was launched on Feb 28, 2005. EADOX is managed by Eaton Vance. It was launched on Sep 3, 2015.
Performance
EVG vs. EADOX - Performance Comparison
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EVG vs. EADOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EVG Eaton Vance Short Duration Diversified Income Fund | -0.06% | 8.43% | 14.80% | 11.90% | -14.12% | 17.10% | -1.68% | 16.48% | -7.59% | 10.82% |
EADOX Eaton Vance Emerging Markets Debt Opportunities Fund Class A | 1.35% | 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, EVG achieves a -0.06% return, which is significantly lower than EADOX's 1.35% return. Over the past 10 years, EVG has underperformed EADOX with an annualized return of 6.08%, while EADOX has yielded a comparatively higher 7.56% annualized return.
EVG
- 1D
- 2.39%
- 1M
- -1.23%
- YTD
- -0.06%
- 6M
- -1.61%
- 1Y
- 5.61%
- 3Y*
- 9.78%
- 5Y*
- 5.09%
- 10Y*
- 6.08%
EADOX
- 1D
- -0.55%
- 1M
- -3.10%
- YTD
- 1.35%
- 6M
- 6.58%
- 1Y
- 14.69%
- 3Y*
- 13.90%
- 5Y*
- 7.68%
- 10Y*
- 7.56%
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EVG vs. EADOX - Expense Ratio Comparison
EVG has a 0.02% expense ratio, which is lower than EADOX's 1.11% expense ratio.
Return for Risk
EVG vs. EADOX — Risk / Return Rank
EVG
EADOX
EVG vs. EADOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Short Duration Diversified Income Fund (EVG) 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.
| EVG | EADOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.52 | 4.04 | -3.52 |
Sortino ratioReturn per unit of downside risk | 0.78 | 5.66 | -4.88 |
Omega ratioGain probability vs. loss probability | 1.12 | 2.03 | -0.91 |
Calmar ratioReturn relative to maximum drawdown | 0.81 | 3.96 | -3.15 |
Martin ratioReturn relative to average drawdown | 3.00 | 16.16 | -13.16 |
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
| EVG | EADOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.52 | 4.04 | -3.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 1.70 | -1.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 1.61 | -1.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 1.62 | -1.28 |
Correlation
The correlation between EVG and EADOX is 0.17, 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
EVG vs. EADOX - Dividend Comparison
EVG's dividend yield for the trailing twelve months is around 8.35%, less than EADOX's 10.86% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EVG Eaton Vance Short Duration Diversified Income Fund | 8.35% | 8.15% | 8.69% | 9.18% | 12.40% | 8.75% | 6.67% | 6.96% | 6.63% | 6.68% | 7.79% | 8.05% |
EADOX Eaton Vance Emerging Markets Debt Opportunities Fund Class A | 10.86% | 10.51% | 8.27% | 8.73% | 8.87% | 7.56% | 7.42% | 7.57% | 7.83% | 7.61% | 4.04% | 0.00% |
Drawdowns
EVG vs. EADOX - Drawdown Comparison
The maximum EVG drawdown since its inception was -40.60%, which is greater than EADOX's maximum drawdown of -19.15%. Use the drawdown chart below to compare losses from any high point for EVG and EADOX.
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Drawdown Indicators
| EVG | EADOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.60% | -19.15% | -21.45% |
Max Drawdown (1Y)Largest decline over 1 year | -6.88% | -3.61% | -3.27% |
Max Drawdown (5Y)Largest decline over 5 years | -23.35% | -17.56% | -5.79% |
Max Drawdown (10Y)Largest decline over 10 years | -32.75% | -19.15% | -13.60% |
Current DrawdownCurrent decline from peak | -2.66% | -3.61% | +0.95% |
Average DrawdownAverage peak-to-trough decline | -6.27% | -2.56% | -3.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.87% | 0.89% | +0.98% |
Volatility
EVG vs. EADOX - Volatility Comparison
Eaton Vance Short Duration Diversified Income Fund (EVG) has a higher volatility of 4.30% compared to Eaton Vance Emerging Markets Debt Opportunities Fund Class A (EADOX) at 1.81%. This indicates that EVG'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
| EVG | EADOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.30% | 1.81% | +2.49% |
Volatility (6M)Calculated over the trailing 6-month period | 6.11% | 2.67% | +3.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.89% | 3.62% | +7.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.17% | 4.53% | +7.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.95% | 4.72% | +8.23% |