FIBPX vs. EELDX
Compare and contrast key facts about Federated Hermes International Bond Strategy Portfolio (FIBPX) and Eaton Vance Emerging Markets Debt Opportunities Fund (EELDX).
FIBPX is managed by Federated. It was launched on Dec 23, 2008. EELDX is managed by Eaton Vance. It was launched on Feb 3, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FIBPX or EELDX.
Key characteristics
| FIBPX | EELDX | |
|---|---|---|
| YTD Return | 3.31% | 13.42% |
| 1Y Return | 11.73% | 16.88% |
| 3Y Return (Ann) | -2.57% | 5.79% |
| 5Y Return (Ann) | -0.09% | 5.91% |
| 10Y Return (Ann) | 1.42% | 5.64% |
| Sharpe Ratio | 1.95 | 5.42 |
| Sortino Ratio | 2.94 | 9.35 |
| Omega Ratio | 1.36 | 2.52 |
| Calmar Ratio | 0.54 | 9.87 |
| Martin Ratio | 7.50 | 44.33 |
| Ulcer Index | 1.54% | 0.40% |
| Daily Std Dev | 5.92% | 3.23% |
| Max Drawdown | -29.22% | -19.13% |
| Current Drawdown | -11.94% | -0.13% |
Correlation
The correlation between FIBPX and EELDX is 0.39, 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.
Performance
FIBPX vs. EELDX - Performance Comparison
In the year-to-date period, FIBPX achieves a 3.31% return, which is significantly lower than EELDX's 13.42% return. Over the past 10 years, FIBPX has underperformed EELDX with an annualized return of 1.42%, while EELDX has yielded a comparatively higher 5.64% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
FIBPX vs. EELDX - Expense Ratio Comparison
FIBPX has a 0.00% expense ratio, which is lower than EELDX's 0.78% expense ratio.
Risk-Adjusted Performance
FIBPX vs. EELDX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Federated Hermes International Bond Strategy Portfolio (FIBPX) 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.
Dividends
FIBPX vs. EELDX - Dividend Comparison
FIBPX's dividend yield for the trailing twelve months is around 3.49%, less than EELDX's 8.61% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FIBPX Federated Hermes International Bond Strategy Portfolio | 3.49% | 3.61% | 0.00% | 5.00% | 2.08% | 3.45% | 4.39% | 2.79% | 4.62% | 0.00% | 3.85% | 4.07% |
EELDX Eaton Vance Emerging Markets Debt Opportunities Fund | 8.61% | 9.07% | 9.15% | 7.89% | 7.69% | 7.87% | 8.13% | 7.87% | 4.12% | 1.65% | 3.98% | 3.70% |
Drawdowns
FIBPX vs. EELDX - Drawdown Comparison
The maximum FIBPX drawdown since its inception was -29.22%, which is greater than EELDX's maximum drawdown of -19.13%. Use the drawdown chart below to compare losses from any high point for FIBPX and EELDX. For additional features, visit the drawdowns tool.
Volatility
FIBPX vs. EELDX - Volatility Comparison
Federated Hermes International Bond Strategy Portfolio (FIBPX) has a higher volatility of 1.85% compared to Eaton Vance Emerging Markets Debt Opportunities Fund (EELDX) at 0.82%. This indicates that FIBPX'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.