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FIBPX vs. EELDX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.4

Performance

FIBPX vs. EELDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Federated Hermes International Bond Strategy Portfolio (FIBPX) and Eaton Vance Emerging Markets Debt Opportunities Fund (EELDX). The values are adjusted to include any dividend payments, if applicable.

0.00%2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
4.82%
5.81%
FIBPX
EELDX

Key characteristics

Sharpe Ratio

FIBPX:

0.93

EELDX:

4.75

Sortino Ratio

FIBPX:

1.36

EELDX:

7.55

Omega Ratio

FIBPX:

1.17

EELDX:

2.22

Calmar Ratio

FIBPX:

0.29

EELDX:

8.46

Martin Ratio

FIBPX:

3.04

EELDX:

36.91

Ulcer Index

FIBPX:

1.70%

EELDX:

0.41%

Daily Std Dev

FIBPX:

5.56%

EELDX:

3.16%

Max Drawdown

FIBPX:

-29.22%

EELDX:

-19.13%

Current Drawdown

FIBPX:

-11.59%

EELDX:

0.00%

Returns By Period

In the year-to-date period, FIBPX achieves a 3.72% return, which is significantly lower than EELDX's 14.14% return. Over the past 10 years, FIBPX has underperformed EELDX with an annualized return of 1.68%, while EELDX has yielded a comparatively higher 5.99% annualized return.


FIBPX

YTD

3.72%

1M

0.23%

6M

4.39%

1Y

4.75%

5Y*

-0.19%

10Y*

1.68%

EELDX

YTD

14.14%

1M

0.63%

6M

5.67%

1Y

14.70%

5Y*

5.51%

10Y*

5.99%

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.


EELDX
Eaton Vance Emerging Markets Debt Opportunities Fund
Expense ratio chart for EELDX: current value at 0.78% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.78%
Expense ratio chart for FIBPX: current value at 0.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.00%

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.


Sharpe ratio
The chart of Sharpe ratio for FIBPX, currently valued at 0.93, compared to the broader market-1.000.001.002.003.004.000.934.75
The chart of Sortino ratio for FIBPX, currently valued at 1.36, compared to the broader market-2.000.002.004.006.008.0010.001.367.55
The chart of Omega ratio for FIBPX, currently valued at 1.17, compared to the broader market0.501.001.502.002.503.003.501.172.22
The chart of Calmar ratio for FIBPX, currently valued at 0.29, compared to the broader market0.005.0010.0015.000.298.46
The chart of Martin ratio for FIBPX, currently valued at 3.04, compared to the broader market0.0020.0040.0060.003.0436.91
FIBPX
EELDX

The current FIBPX Sharpe Ratio is 0.93, which is lower than the EELDX Sharpe Ratio of 4.75. The chart below compares the historical Sharpe Ratios of FIBPX 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.


Rolling 12-month Sharpe Ratio1.002.003.004.005.006.00JulyAugustSeptemberOctoberNovemberDecember
0.93
4.75
FIBPX
EELDX

Dividends

FIBPX vs. EELDX - Dividend Comparison

FIBPX's dividend yield for the trailing twelve months is around 3.48%, less than EELDX's 7.85% yield.


TTM20232022202120202019201820172016201520142013
FIBPX
Federated Hermes International Bond Strategy Portfolio
3.48%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
7.85%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.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.59%
0
FIBPX
EELDX

Volatility

FIBPX vs. EELDX - Volatility Comparison

Federated Hermes International Bond Strategy Portfolio (FIBPX) has a higher volatility of 1.39% compared to Eaton Vance Emerging Markets Debt Opportunities Fund (EELDX) at 1.06%. 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.


0.60%0.80%1.00%1.20%1.40%1.60%1.80%2.00%JulyAugustSeptemberOctoberNovemberDecember
1.39%
1.06%
FIBPX
EELDX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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