RBESX vs. EIDOX
Compare and contrast key facts about RBC BlueBay Emerging Market Debt Fund (RBESX) and Eaton Vance Emerging Markets Debt Opportunities Fund Class I (EIDOX).
RBESX is managed by RBC Global Asset Management.. It was launched on Nov 29, 2011. EIDOX is a passively managed fund by Eaton Vance that tracks the performance of the J.P. Morgan EMB (JEMB) Hard Currency / Local Currency 50-50 Index. It was launched on Sep 3, 2015.
Performance
RBESX vs. EIDOX - Performance Comparison
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RBESX vs. EIDOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RBESX RBC BlueBay Emerging Market Debt Fund | -1.18% | 14.64% | 6.90% | 15.63% | -14.57% | -3.45% | 7.02% | 15.39% | -5.05% | 12.78% |
EIDOX Eaton Vance Emerging Markets Debt Opportunities Fund Class I | 1.43% | 15.59% | 14.78% | 11.40% | -6.25% | 1.52% | 7.39% | 18.25% | -4.28% | 12.97% |
Returns By Period
In the year-to-date period, RBESX achieves a -1.18% return, which is significantly lower than EIDOX's 1.43% return. Over the past 10 years, RBESX has underperformed EIDOX with an annualized return of 4.52%, while EIDOX has yielded a comparatively higher 7.71% annualized return.
RBESX
- 1D
- -0.23%
- 1M
- -3.77%
- YTD
- -1.18%
- 6M
- 2.49%
- 1Y
- 11.16%
- 3Y*
- 10.98%
- 5Y*
- 4.20%
- 10Y*
- 4.52%
EIDOX
- 1D
- -0.65%
- 1M
- -3.19%
- YTD
- 1.43%
- 6M
- 6.73%
- 1Y
- 14.99%
- 3Y*
- 13.64%
- 5Y*
- 7.66%
- 10Y*
- 7.71%
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RBESX vs. EIDOX - Expense Ratio Comparison
Both RBESX and EIDOX have an expense ratio of 0.79%.
Return for Risk
RBESX vs. EIDOX — Risk / Return Rank
RBESX
EIDOX
RBESX vs. EIDOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for RBC BlueBay Emerging Market Debt Fund (RBESX) and Eaton Vance Emerging Markets Debt Opportunities Fund Class I (EIDOX). 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.
| RBESX | EIDOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.32 | 4.16 | -1.84 |
Sortino ratioReturn per unit of downside risk | 3.32 | 5.72 | -2.40 |
Omega ratioGain probability vs. loss probability | 1.50 | 2.03 | -0.53 |
Calmar ratioReturn relative to maximum drawdown | 2.57 | 3.85 | -1.28 |
Martin ratioReturn relative to average drawdown | 10.97 | 15.67 | -4.69 |
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
| RBESX | EIDOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.32 | 4.16 | -1.84 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 1.67 | -1.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.12 | 1.63 | -1.50 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.11 | 1.65 | -1.54 |
Correlation
The correlation between RBESX and EIDOX is 0.58, 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
RBESX vs. EIDOX - Dividend Comparison
RBESX's dividend yield for the trailing twelve months is around 5.16%, less than EIDOX's 11.13% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
RBESX RBC BlueBay Emerging Market Debt Fund | 4.81% | 5.58% | 6.59% | 6.60% | 7.85% | 3.37% | 3.58% | 5.94% | 3.78% | 3.67% | 0.00% |
EIDOX Eaton Vance Emerging Markets Debt Opportunities Fund Class I | 11.13% | 9.41% | 8.52% | 8.97% | 9.13% | 7.82% | 7.66% | 7.81% | 8.10% | 7.85% | 4.10% |
Drawdowns
RBESX vs. EIDOX - Drawdown Comparison
The maximum RBESX drawdown since its inception was -51.19%, which is greater than EIDOX's maximum drawdown of -19.06%. Use the drawdown chart below to compare losses from any high point for RBESX and EIDOX.
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Drawdown Indicators
| RBESX | EIDOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.19% | -19.06% | -32.13% |
Max Drawdown (1Y)Largest decline over 1 year | -4.18% | -3.56% | -0.62% |
Max Drawdown (5Y)Largest decline over 5 years | -26.82% | -17.42% | -9.40% |
Max Drawdown (10Y)Largest decline over 10 years | -51.19% | -19.06% | -32.13% |
Current DrawdownCurrent decline from peak | -21.69% | -3.56% | -18.13% |
Average DrawdownAverage peak-to-trough decline | -25.50% | -2.50% | -23.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.98% | 0.88% | +0.10% |
Volatility
RBESX vs. EIDOX - Volatility Comparison
The current volatility for RBC BlueBay Emerging Market Debt Fund (RBESX) is 1.70%, while Eaton Vance Emerging Markets Debt Opportunities Fund Class I (EIDOX) has a volatility of 1.85%. This indicates that RBESX experiences smaller price fluctuations and is considered to be less risky than EIDOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RBESX | EIDOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.70% | 1.85% | -0.15% |
Volatility (6M)Calculated over the trailing 6-month period | 2.86% | 2.69% | +0.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.80% | 3.59% | +1.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.91% | 4.61% | +2.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.88% | 4.76% | +32.12% |