PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan

Eaton Vance New York Municipal Opportunities Fund (EZNYX) Sharpe Ratio

Mutual Fund · Currency in USD · Last updated Jun 6, 2026

The fund invests at least 80% of its net assets (plus any borrowings for investment purposes) in municipal obligations that are exempt from regular federal income tax and New York State and New York City personal income taxes. It invests at least 65% of its total assets in obligations issued by its state or its political subdivisions, agencies, authorities and instrumentalities. The fund may invest up to 50% of its net assets in obligations rated below investment grade. It may invest in pooled investment. The fund is non-diversified.

Sharpe ratio is not yet available for EZNYX. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.

How it compares to other similar mutual funds

The table compares Eaton Vance New York Municipal Opportunities Fund's Sharpe Ratio with other mutual funds in the Municipal Bonds category across multiple time periods, showing how EZNYX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 6, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
DFABXDFA Short-Term Selective State Municipal Bond Portfolio4.89
DNYMXDFA NY Municipal Bond Portfolio4.75
USMTXJPMorgan Ultra-Short Municipal Fund4.64
DFCMXDFA California Short Term Municipal Bond Portfolio4.58
USMSXJPMorgan Ultra-Short Municipal Fund4.27
DFSMXDFA Short Term Municipal Bond Portfolio4.04
DMREXDFA Municipal Real Return Portfolio3.76
BTMSXBaird Short-Term Municipal Bond Fund3.69
BSNSXBaird Strategic Municipal Bond Fund3.64
DSSMXDFA Selective State Municipal Bond Portfolio3.60
EZNYXEaton Vance New York Municipal Opportunities Fund—

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows EZNYX's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when EZNYX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

Loading charts...

Sharpe Ratio Calculator

How does EZNYX fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

Analyze Your Portfolio