EVGOX vs. SGINX
Compare and contrast key facts about Eaton Vance Government Opportunities Fund (EVGOX) and DWS GNMA Fund (SGINX).
EVGOX is managed by Eaton Vance. It was launched on Aug 23, 1984. SGINX is managed by DWS. It was launched on Jul 13, 2000.
Performance
EVGOX vs. SGINX - Performance Comparison
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EVGOX vs. SGINX - 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% |
SGINX DWS GNMA Fund | 0.85% | 7.88% | 0.59% | 4.93% | -11.82% | -1.12% | 3.29% | 6.65% | 0.42% | 1.52% |
Returns By Period
In the year-to-date period, EVGOX achieves a -0.24% return, which is significantly lower than SGINX's 0.85% return. Over the past 10 years, EVGOX has outperformed SGINX with an annualized return of 1.51%, while SGINX has yielded a comparatively lower 1.16% annualized return.
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%
SGINX
- 1D
- 0.17%
- 1M
- -1.16%
- YTD
- 0.85%
- 6M
- 1.79%
- 1Y
- 5.93%
- 3Y*
- 3.78%
- 5Y*
- 0.09%
- 10Y*
- 1.16%
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EVGOX vs. SGINX - Expense Ratio Comparison
EVGOX has a 1.05% expense ratio, which is higher than SGINX's 0.58% expense ratio.
Return for Risk
EVGOX vs. SGINX — Risk / Return Rank
EVGOX
SGINX
EVGOX vs. SGINX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Government Opportunities Fund (EVGOX) and DWS GNMA Fund (SGINX). 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 | SGINX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.02 | 1.29 | -0.27 |
Sortino ratioReturn per unit of downside risk | 1.52 | 1.80 | -0.27 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.24 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.67 | 2.10 | -0.43 |
Martin ratioReturn relative to average drawdown | 5.15 | 6.25 | -1.09 |
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 | SGINX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.02 | 1.29 | -0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.23 | 0.01 | +0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.38 | 0.24 | +0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.77 | -0.43 |
Correlation
The correlation between EVGOX and SGINX is 0.59, 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. SGINX - Dividend Comparison
EVGOX's dividend yield for the trailing twelve months is around 4.98%, more than SGINX's 4.63% 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% |
SGINX DWS GNMA Fund | 4.63% | 3.77% | 3.97% | 3.82% | 1.86% | 1.37% | 2.22% | 2.94% | 2.71% | 3.07% | 2.95% | 3.41% |
Drawdowns
EVGOX vs. SGINX - Drawdown Comparison
The maximum EVGOX drawdown since its inception was -23.97%, which is greater than SGINX's maximum drawdown of -17.37%. Use the drawdown chart below to compare losses from any high point for EVGOX and SGINX.
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Drawdown Indicators
| EVGOX | SGINX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.97% | -17.37% | -6.60% |
Max Drawdown (1Y)Largest decline over 1 year | -3.28% | -2.96% | -0.32% |
Max Drawdown (5Y)Largest decline over 5 years | -11.41% | -17.18% | +5.77% |
Max Drawdown (10Y)Largest decline over 10 years | -11.44% | -17.37% | +5.93% |
Current DrawdownCurrent decline from peak | -2.19% | -1.24% | -0.95% |
Average DrawdownAverage peak-to-trough decline | -3.43% | -1.97% | -1.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.06% | 0.99% | +0.07% |
Volatility
EVGOX vs. SGINX - Volatility Comparison
Eaton Vance Government Opportunities Fund (EVGOX) has a higher volatility of 1.85% compared to DWS GNMA Fund (SGINX) at 1.41%. This indicates that EVGOX's price experiences larger fluctuations and is considered to be riskier than SGINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EVGOX | SGINX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.85% | 1.41% | +0.44% |
Volatility (6M)Calculated over the trailing 6-month period | 3.03% | 2.41% | +0.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.01% | 4.51% | +0.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.24% | 6.39% | -1.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.98% | 4.78% | -0.80% |