EVGOX vs. PDMIX
Compare and contrast key facts about Eaton Vance Government Opportunities Fund (EVGOX) and PIMCO GNMA and Government Securities Fund (PDMIX).
EVGOX is managed by Eaton Vance. It was launched on Aug 23, 1984. PDMIX is managed by PIMCO. It was launched on Jul 30, 1997.
Performance
EVGOX vs. PDMIX - Performance Comparison
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EVGOX vs. PDMIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EVGOX Eaton Vance Government Opportunities Fund | -0.24% | 10.50% | 0.07% | 4.56% | -6.57% | -1.20% | 4.59% | 2.43% | 0.72% | 1.30% |
PDMIX PIMCO GNMA and Government Securities Fund | 0.60% | 8.43% | 1.59% | 6.03% | -13.96% | -0.65% | 5.78% | 6.57% | 0.83% | 2.06% |
Returns By Period
In the year-to-date period, EVGOX achieves a -0.24% return, which is significantly lower than PDMIX's 0.60% return. Both investments have delivered pretty close results over the past 10 years, with EVGOX having a 1.51% annualized return and PDMIX not far ahead at 1.55%.
EVGOX
- 1D
- 0.00%
- 1M
- -1.65%
- YTD
- -0.24%
- 6M
- 1.31%
- 1Y
- 5.28%
- 3Y*
- 4.25%
- 5Y*
- 1.21%
- 10Y*
- 1.51%
PDMIX
- 1D
- 0.00%
- 1M
- -1.45%
- YTD
- 0.60%
- 6M
- 1.52%
- 1Y
- 5.14%
- 3Y*
- 4.41%
- 5Y*
- 0.18%
- 10Y*
- 1.55%
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EVGOX vs. PDMIX - Expense Ratio Comparison
EVGOX has a 1.05% expense ratio, which is higher than PDMIX's 0.50% expense ratio.
Return for Risk
EVGOX vs. PDMIX — Risk / Return Rank
EVGOX
PDMIX
EVGOX vs. PDMIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Government Opportunities Fund (EVGOX) and PIMCO GNMA and Government Securities Fund (PDMIX). 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.
| EVGOX | PDMIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.02 | 0.99 | +0.03 |
Sortino ratioReturn per unit of downside risk | 1.52 | 1.42 | +0.10 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.18 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.67 | 1.83 | -0.16 |
Martin ratioReturn relative to average drawdown | 5.15 | 5.11 | +0.05 |
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
| EVGOX | PDMIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.02 | 0.99 | +0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.23 | 0.03 | +0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.38 | 0.31 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 1.04 | -0.69 |
Correlation
The correlation between EVGOX and PDMIX is 0.62, 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
EVGOX vs. PDMIX - Dividend Comparison
EVGOX's dividend yield for the trailing twelve months is around 4.98%, more than PDMIX's 3.93% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EVGOX Eaton Vance Government Opportunities Fund | 4.98% | 5.38% | 5.24% | 4.58% | 2.75% | 1.77% | 2.19% | 3.24% | 3.34% | 3.54% | 3.30% | 3.81% |
PDMIX PIMCO GNMA and Government Securities Fund | 3.93% | 4.29% | 4.66% | 3.76% | 3.84% | 2.03% | 2.40% | 3.41% | 3.10% | 2.96% | 2.93% | 2.14% |
Drawdowns
EVGOX vs. PDMIX - Drawdown Comparison
The maximum EVGOX drawdown since its inception was -23.97%, which is greater than PDMIX's maximum drawdown of -18.64%. Use the drawdown chart below to compare losses from any high point for EVGOX and PDMIX.
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Drawdown Indicators
| EVGOX | PDMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.97% | -18.64% | -5.33% |
Max Drawdown (1Y)Largest decline over 1 year | -3.28% | -3.25% | -0.03% |
Max Drawdown (5Y)Largest decline over 5 years | -11.41% | -18.59% | +7.18% |
Max Drawdown (10Y)Largest decline over 10 years | -11.44% | -18.64% | +7.20% |
Current DrawdownCurrent decline from peak | -2.19% | -1.96% | -0.23% |
Average DrawdownAverage peak-to-trough decline | -3.43% | -1.75% | -1.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.06% | 1.16% | -0.10% |
Volatility
EVGOX vs. PDMIX - Volatility Comparison
Eaton Vance Government Opportunities Fund (EVGOX) and PIMCO GNMA and Government Securities Fund (PDMIX) have volatilities of 1.85% and 1.92%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EVGOX | PDMIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.85% | 1.92% | -0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 3.03% | 2.85% | +0.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.01% | 5.04% | -0.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.24% | 6.60% | -1.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.98% | 5.02% | -1.04% |