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OIBAX vs. EAIIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OIBAX vs. EAIIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco International Bond Fund (OIBAX) and Eaton Vance Global Bond Fund (EAIIX). The values are adjusted to include any dividend payments, if applicable.

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OIBAX vs. EAIIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OIBAX
Invesco International Bond Fund
-7.68%16.00%1.58%7.41%-13.45%-10.24%8.25%9.44%-5.87%10.87%
EAIIX
Eaton Vance Global Bond Fund
0.92%13.67%-2.81%8.45%-11.29%-5.71%9.33%6.09%-2.67%10.58%

Returns By Period

In the year-to-date period, OIBAX achieves a -7.68% return, which is significantly lower than EAIIX's 0.92% return. Over the past 10 years, OIBAX has underperformed EAIIX with an annualized return of 1.34%, while EAIIX has yielded a comparatively higher 2.45% annualized return.


OIBAX

1D
0.45%
1M
-9.37%
YTD
-7.68%
6M
-3.95%
1Y
3.65%
3Y*
4.77%
5Y*
-0.50%
10Y*
1.34%

EAIIX

1D
-0.38%
1M
-2.11%
YTD
0.92%
6M
3.56%
1Y
11.83%
3Y*
5.35%
5Y*
1.00%
10Y*
2.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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OIBAX vs. EAIIX - Expense Ratio Comparison

OIBAX has a 1.16% expense ratio, which is higher than EAIIX's 1.02% expense ratio.


Return for Risk

OIBAX vs. EAIIX — Risk / Return Rank

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

OIBAX
OIBAX Risk / Return Rank: 1414
Overall Rank
OIBAX Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
OIBAX Sortino Ratio Rank: 1313
Sortino Ratio Rank
OIBAX Omega Ratio Rank: 1414
Omega Ratio Rank
OIBAX Calmar Ratio Rank: 1313
Calmar Ratio Rank
OIBAX Martin Ratio Rank: 1616
Martin Ratio Rank

EAIIX
EAIIX Risk / Return Rank: 9797
Overall Rank
EAIIX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
EAIIX Sortino Ratio Rank: 9797
Sortino Ratio Rank
EAIIX Omega Ratio Rank: 9696
Omega Ratio Rank
EAIIX Calmar Ratio Rank: 9898
Calmar Ratio Rank
EAIIX 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.

OIBAX vs. EAIIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco International Bond Fund (OIBAX) and Eaton Vance Global Bond Fund (EAIIX). 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.


OIBAXEAIIXDifference

Sharpe ratio

Return per unit of total volatility

0.40

2.42

-2.02

Sortino ratio

Return per unit of downside risk

0.58

3.80

-3.22

Omega ratio

Gain probability vs. loss probability

1.09

1.56

-0.48

Calmar ratio

Return relative to maximum drawdown

0.33

5.16

-4.83

Martin ratio

Return relative to average drawdown

1.56

17.88

-16.32

OIBAX vs. EAIIX - Sharpe Ratio Comparison

The current OIBAX Sharpe Ratio is 0.40, which is lower than the EAIIX Sharpe Ratio of 2.42. The chart below compares the historical Sharpe Ratios of OIBAX and EAIIX, 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


OIBAXEAIIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.40

2.42

-2.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.06

0.15

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.16

0.45

-0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

0.53

+0.20

Correlation

The correlation between OIBAX and EAIIX is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

OIBAX vs. EAIIX - Dividend Comparison

OIBAX's dividend yield for the trailing twelve months is around 2.78%, less than EAIIX's 8.64% yield.


TTM20252024202320222021202020192018201720162015
OIBAX
Invesco International Bond Fund
2.78%3.68%4.53%3.63%2.86%2.85%2.87%4.91%4.79%4.18%4.44%3.35%
EAIIX
Eaton Vance Global Bond Fund
8.64%7.44%4.80%4.42%4.54%5.37%6.13%5.69%4.70%4.43%5.53%5.89%

Drawdowns

OIBAX vs. EAIIX - Drawdown Comparison

The maximum OIBAX drawdown since its inception was -32.33%, which is greater than EAIIX's maximum drawdown of -25.32%. Use the drawdown chart below to compare losses from any high point for OIBAX and EAIIX.


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Drawdown Indicators


OIBAXEAIIXDifference

Max Drawdown

Largest peak-to-trough decline

-32.33%

-25.32%

-7.01%

Max Drawdown (1Y)

Largest decline over 1 year

-9.96%

-2.33%

-7.63%

Max Drawdown (5Y)

Largest decline over 5 years

-29.49%

-24.13%

-5.36%

Max Drawdown (10Y)

Largest decline over 10 years

-32.33%

-25.32%

-7.01%

Current Drawdown

Current decline from peak

-10.14%

-2.33%

-7.81%

Average Drawdown

Average peak-to-trough decline

-5.33%

-5.09%

-0.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.12%

0.67%

+1.45%

Volatility

OIBAX vs. EAIIX - Volatility Comparison

Invesco International Bond Fund (OIBAX) has a higher volatility of 6.15% compared to Eaton Vance Global Bond Fund (EAIIX) at 1.41%. This indicates that OIBAX's price experiences larger fluctuations and is considered to be riskier than EAIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OIBAXEAIIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.15%

1.41%

+4.74%

Volatility (6M)

Calculated over the trailing 6-month period

7.84%

2.10%

+5.74%

Volatility (1Y)

Calculated over the trailing 1-year period

10.57%

4.85%

+5.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.95%

6.56%

+2.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.47%

5.50%

+2.97%