MEGI vs. EADOX
Compare and contrast key facts about NYLI CBRE Global Infrastructure Megatrends Term Fund (MEGI) and Eaton Vance Emerging Markets Debt Opportunities Fund Class A (EADOX).
MEGI is managed by CBRE. It was launched on Jan 1, 2021. EADOX is managed by Eaton Vance. It was launched on Sep 3, 2015.
Performance
MEGI vs. EADOX - Performance Comparison
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MEGI vs. EADOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
MEGI NYLI CBRE Global Infrastructure Megatrends Term Fund | 9.25% | 26.19% | 5.19% | 5.52% | -23.32% | -3.50% |
EADOX Eaton Vance Emerging Markets Debt Opportunities Fund Class A | 1.47% | 16.93% | 14.52% | 11.13% | -6.42% | 0.04% |
Returns By Period
In the year-to-date period, MEGI achieves a 9.25% return, which is significantly higher than EADOX's 1.47% return.
MEGI
- 1D
- -0.27%
- 1M
- -6.42%
- YTD
- 9.25%
- 6M
- 4.12%
- 1Y
- 21.41%
- 3Y*
- 12.87%
- 5Y*
- —
- 10Y*
- —
EADOX
- 1D
- 0.12%
- 1M
- -2.42%
- YTD
- 1.47%
- 6M
- 6.71%
- 1Y
- 14.97%
- 3Y*
- 13.94%
- 5Y*
- 7.71%
- 10Y*
- 7.58%
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MEGI vs. EADOX - Expense Ratio Comparison
MEGI has a 0.02% expense ratio, which is lower than EADOX's 1.11% expense ratio.
Return for Risk
MEGI vs. EADOX — Risk / Return Rank
MEGI
EADOX
MEGI vs. EADOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for NYLI CBRE Global Infrastructure Megatrends Term Fund (MEGI) 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.
| MEGI | EADOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.22 | 4.12 | -2.91 |
Sortino ratioReturn per unit of downside risk | 1.68 | 5.77 | -4.09 |
Omega ratioGain probability vs. loss probability | 1.24 | 2.06 | -0.82 |
Calmar ratioReturn relative to maximum drawdown | 1.66 | 4.06 | -2.41 |
Martin ratioReturn relative to average drawdown | 5.63 | 16.37 | -10.74 |
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
| MEGI | EADOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.22 | 4.12 | -2.91 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 1.71 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.61 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.14 | 1.63 | -1.48 |
Correlation
The correlation between MEGI and EADOX is 0.26, 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
MEGI vs. EADOX - Dividend Comparison
MEGI's dividend yield for the trailing twelve months is around 10.24%, less than EADOX's 10.84% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
MEGI NYLI CBRE Global Infrastructure Megatrends Term Fund | 10.24% | 10.90% | 12.33% | 10.66% | 9.52% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EADOX Eaton Vance Emerging Markets Debt Opportunities Fund Class A | 10.84% | 10.51% | 8.27% | 8.73% | 8.87% | 7.56% | 7.42% | 7.57% | 7.83% | 7.61% | 4.04% |
Drawdowns
MEGI vs. EADOX - Drawdown Comparison
The maximum MEGI drawdown since its inception was -39.48%, which is greater than EADOX's maximum drawdown of -19.15%. Use the drawdown chart below to compare losses from any high point for MEGI and EADOX.
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Drawdown Indicators
| MEGI | EADOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.48% | -19.15% | -20.33% |
Max Drawdown (1Y)Largest decline over 1 year | -13.53% | -3.61% | -9.92% |
Max Drawdown (5Y)Largest decline over 5 years | — | -17.56% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -19.15% | — |
Current DrawdownCurrent decline from peak | -6.65% | -3.50% | -3.15% |
Average DrawdownAverage peak-to-trough decline | -15.12% | -2.56% | -12.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.98% | 0.90% | +3.08% |
Volatility
MEGI vs. EADOX - Volatility Comparison
NYLI CBRE Global Infrastructure Megatrends Term Fund (MEGI) has a higher volatility of 5.54% compared to Eaton Vance Emerging Markets Debt Opportunities Fund Class A (EADOX) at 1.77%. This indicates that MEGI'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
| MEGI | EADOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.54% | 1.77% | +3.77% |
Volatility (6M)Calculated over the trailing 6-month period | 10.80% | 2.67% | +8.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.67% | 3.61% | +14.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.08% | 4.53% | +15.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.08% | 4.72% | +15.36% |