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EVT vs. EELDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EVT vs. EELDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eaton Vance Tax-Advantaged Dividend Income Fund (EVT) and Eaton Vance Emerging Markets Debt Opportunities Fund (EELDX). The values are adjusted to include any dividend payments, if applicable.

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EVT vs. EELDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EVT
Eaton Vance Tax-Advantaged Dividend Income Fund
0.53%13.79%17.34%5.78%-17.33%33.94%1.72%44.71%-11.92%21.80%
EELDX
Eaton Vance Emerging Markets Debt Opportunities Fund
1.45%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, EVT achieves a 0.53% return, which is significantly lower than EELDX's 1.45% return. Over the past 10 years, EVT has outperformed EELDX with an annualized return of 10.85%, while EELDX has yielded a comparatively lower 7.77% annualized return.


EVT

1D
1.14%
1M
-5.00%
YTD
0.53%
6M
5.87%
1Y
15.98%
3Y*
11.98%
5Y*
6.93%
10Y*
10.85%

EELDX

1D
0.12%
1M
-2.51%
YTD
1.45%
6M
6.78%
1Y
15.35%
3Y*
13.77%
5Y*
7.74%
10Y*
7.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EVT vs. EELDX - Expense Ratio Comparison

EVT has a 0.01% expense ratio, which is lower than EELDX's 0.78% expense ratio.


Return for Risk

EVT vs. EELDX — Risk / Return Rank

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

EVT
EVT Risk / Return Rank: 4141
Overall Rank
EVT Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
EVT Sortino Ratio Rank: 3737
Sortino Ratio Rank
EVT Omega Ratio Rank: 4444
Omega Ratio Rank
EVT Calmar Ratio Rank: 4040
Calmar Ratio Rank
EVT Martin Ratio Rank: 4747
Martin Ratio Rank

EELDX
EELDX Risk / Return Rank: 9898
Overall Rank
EELDX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
EELDX Sortino Ratio Rank: 9999
Sortino Ratio Rank
EELDX Omega Ratio Rank: 9898
Omega Ratio Rank
EELDX Calmar Ratio Rank: 9797
Calmar Ratio Rank
EELDX 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.

EVT vs. EELDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Tax-Advantaged Dividend Income Fund (EVT) 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.


EVTEELDXDifference

Sharpe ratio

Return per unit of total volatility

0.92

4.12

-3.20

Sortino ratio

Return per unit of downside risk

1.32

5.70

-4.38

Omega ratio

Gain probability vs. loss probability

1.21

2.00

-0.79

Calmar ratio

Return relative to maximum drawdown

1.21

4.06

-2.85

Martin ratio

Return relative to average drawdown

5.26

16.48

-11.22

EVT vs. EELDX - Sharpe Ratio Comparison

The current EVT Sharpe Ratio is 0.92, which is lower than the EELDX Sharpe Ratio of 4.12. The chart below compares the historical Sharpe Ratios of EVT and EELDX, 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


EVTEELDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.92

4.12

-3.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

1.70

-1.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

1.64

-1.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

1.31

-0.91

Correlation

The correlation between EVT and EELDX is 0.36, 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

EVT vs. EELDX - Dividend Comparison

EVT's dividend yield for the trailing twelve months is around 7.95%, less than EELDX's 11.18% yield.


TTM20252024202320222021202020192018201720162015
EVT
Eaton Vance Tax-Advantaged Dividend Income Fund
7.95%7.84%8.02%8.03%8.44%5.65%7.97%6.82%9.16%6.85%8.47%7.49%
EELDX
Eaton Vance Emerging Markets Debt Opportunities Fund
11.18%9.44%8.58%9.02%9.17%7.87%7.71%7.86%8.16%7.90%4.12%1.65%

Drawdowns

EVT vs. EELDX - Drawdown Comparison

The maximum EVT drawdown since its inception was -74.01%, which is greater than EELDX's maximum drawdown of -19.12%. Use the drawdown chart below to compare losses from any high point for EVT and EELDX.


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Drawdown Indicators


EVTEELDXDifference

Max Drawdown

Largest peak-to-trough decline

-74.01%

-19.12%

-54.89%

Max Drawdown (1Y)

Largest decline over 1 year

-13.02%

-3.68%

-9.34%

Max Drawdown (5Y)

Largest decline over 5 years

-28.23%

-17.35%

-10.88%

Max Drawdown (10Y)

Largest decline over 10 years

-52.03%

-19.12%

-32.91%

Current Drawdown

Current decline from peak

-5.21%

-3.56%

-1.65%

Average Drawdown

Average peak-to-trough decline

-11.21%

-2.94%

-8.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.00%

0.91%

+2.09%

Volatility

EVT vs. EELDX - Volatility Comparison

Eaton Vance Tax-Advantaged Dividend Income Fund (EVT) has a higher volatility of 5.29% compared to Eaton Vance Emerging Markets Debt Opportunities Fund (EELDX) at 1.85%. This indicates that EVT'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.


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Volatility by Period


EVTEELDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.29%

1.85%

+3.44%

Volatility (6M)

Calculated over the trailing 6-month period

9.24%

2.76%

+6.48%

Volatility (1Y)

Calculated over the trailing 1-year period

17.46%

3.72%

+13.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.13%

4.59%

+12.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.59%

4.76%

+15.83%