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EXFLX vs. EELDX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EXFLX vs. EELDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eaton Vance National Ultra-Short Municipal Income Fund (EXFLX) 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

In the year-to-date period, EXFLX achieves a 1.06% return, which is significantly lower than EELDX's 6.66% return. Over the past 10 years, EXFLX has underperformed EELDX with an annualized return of 1.62%, while EELDX has yielded a comparatively higher 7.99% annualized return.


EXFLX

1D
0.00%
1M
0.31%
YTD
1.06%
6M
1.30%
1Y
2.95%
3Y*
3.36%
5Y*
2.21%
10Y*
1.62%

EELDX

1D
0.12%
1M
1.02%
YTD
6.66%
6M
8.15%
1Y
19.13%
3Y*
15.14%
5Y*
8.09%
10Y*
7.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXFLX vs. EELDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EXFLX
Eaton Vance National Ultra-Short Municipal Income Fund
1.06%3.84%3.47%2.73%-0.01%0.43%0.01%1.89%1.48%1.10%
EELDX
Eaton Vance Emerging Markets Debt Opportunities Fund
6.66%15.80%14.87%11.46%-6.14%1.55%7.44%18.34%-4.27%13.05%

Correlation

The correlation between EXFLX and EELDX is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.23

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

0.13

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

0.13

Correlation (10Y)
Calculated over the trailing 10-year period

0.10

Correlation (All Time)
Calculated using the full available price history since Jan 3, 2014

0.08

The correlation between EXFLX and EELDX shifts across timeframes, from 0.08 (all time) to 0.23 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

EXFLX vs. EELDX — Risk / Return Rank

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

EXFLX
EXFLX Risk / Return Rank: 9797
Overall Rank
EXFLX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
EXFLX Sortino Ratio Rank: 9999
Sortino Ratio Rank
EXFLX Omega Ratio Rank: 9999
Omega Ratio Rank
EXFLX Calmar Ratio Rank: 9797
Calmar Ratio Rank
EXFLX Martin Ratio Rank: 9898
Martin Ratio Rank

EELDX
EELDX Risk / Return Rank: 9797
Overall Rank
EELDX Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
EELDX Sortino Ratio Rank: 9999
Sortino Ratio Rank
EELDX Omega Ratio Rank: 9898
Omega Ratio Rank
EELDX Calmar Ratio Rank: 9393
Calmar Ratio Rank
EELDX Martin Ratio Rank: 9494
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.

EXFLX vs. EELDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eaton Vance National Ultra-Short Municipal Income Fund (EXFLX) 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.


EXFLXEELDXDifference
Sharpe ratioReturn per unit of total volatility

-2.46

Sortino ratioReturn per unit of downside risk

-0.65

Omega ratioGain probability vs. loss probability

3.19

2.49

+0.70

Calmar ratioReturn relative to maximum drawdown

7.25

5.22

+2.02

Martin ratioReturn relative to average drawdown

37.18

21.28

+15.90

EXFLX vs. EELDX - Sharpe Ratio Comparison

The current EXFLX Sharpe Ratio is 3.09, which is lower than the EELDX Sharpe Ratio of 5.55. The chart below compares the historical Sharpe Ratios of EXFLX and EELDX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


EXFLXEELDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.09

5.55

-2.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

2.05

1.76

+0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.75

1.69

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.92

1.39

-0.47

Drawdowns

EXFLX vs. EELDX - Drawdown Comparison

The maximum EXFLX drawdown since its inception was -10.11%, smaller than the maximum EELDX drawdown of -19.12%. Use the drawdown chart below to compare losses from any high point for EXFLX and EELDX.


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Drawdown Indicators


EXFLXEELDXDifference

Max Drawdown

Largest peak-to-trough decline

-10.11%

-19.12%

+9.01%

Max Drawdown (1Y)

Largest decline over 1 year

-0.41%

-3.68%

+3.27%

Max Drawdown (3Y)

Largest decline over 3 years

-0.72%

-3.98%

+3.26%

Max Drawdown (5Y)

Largest decline over 5 years

-0.91%

-17.35%

+16.44%

Max Drawdown (10Y)

Largest decline over 10 years

-1.89%

-19.12%

+17.23%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-1.51%

-2.91%

+1.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.08%

0.90%

-0.82%

Volatility

EXFLX vs. EELDX - Volatility Comparison

The current volatility for Eaton Vance National Ultra-Short Municipal Income Fund (EXFLX) is 0.33%, while Eaton Vance Emerging Markets Debt Opportunities Fund (EELDX) has a volatility of 0.63%. This indicates that EXFLX experiences smaller price fluctuations and is considered to be less risky 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


EXFLXEELDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.33%

0.63%

-0.30%

Volatility (6M)

Calculated over the trailing 6-month period

0.69%

3.04%

-2.35%

Volatility (1Y)

Calculated over the trailing 1-year period

0.96%

3.47%

-2.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.08%

4.61%

-3.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.93%

4.74%

-3.81%

EXFLX vs. EELDX - Expense Ratio Comparison

EXFLX has a 0.50% expense ratio, which is lower than EELDX's 0.78% expense ratio.


Dividends

EXFLX vs. EELDX - Dividend Comparison

EXFLX's dividend yield for the trailing twelve months is around 2.70%, less than EELDX's 10.78% yield.


PositionTTM20252024202320222021202020192018201720162015
EELDX
Eaton Vance Emerging Markets Debt Opportunities Fund
10.78%9.44%8.58%9.02%9.17%7.87%7.71%7.86%8.16%7.90%4.12%1.65%
EXFLX
Eaton Vance National Ultra-Short Municipal Income Fund
2.70%3.66%3.51%2.48%1.12%0.02%0.52%1.67%1.37%0.79%0.70%0.49%

Frequently Asked Questions


EXFLX and EELDX have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EELDX has higher volatility (0.63%) compared to EXFLX (0.33%). In terms of maximum drawdown, EXFLX dropped -10.11% vs EELDX's -19.12%.

EELDX currently has the higher Sharpe Ratio (5.55 vs 3.09), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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