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EVMO vs. EVLN
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EVMO vs. EVLN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eaton Vance Mortgage Opportunities ETF (EVMO) and Eaton Vance Floating-Rate ETF (EVLN). The values are adjusted to include any dividend payments, if applicable.

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EVMO vs. EVLN - Yearly Performance Comparison


Returns By Period

In the year-to-date period, EVMO achieves a 0.38% return, which is significantly higher than EVLN's -0.98% return.


EVMO

1D
0.26%
1M
-1.26%
YTD
0.38%
6M
1.98%
1Y
3Y*
5Y*
10Y*

EVLN

1D
0.16%
1M
0.41%
YTD
-0.98%
6M
0.33%
1Y
4.49%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EVMO vs. EVLN - Expense Ratio Comparison

EVMO has a 0.45% expense ratio, which is lower than EVLN's 0.60% expense ratio.


Return for Risk

EVMO vs. EVLN — Risk / Return Rank

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

EVMO

EVLN
EVLN Risk / Return Rank: 8080
Overall Rank
EVLN Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
EVLN Sortino Ratio Rank: 8181
Sortino Ratio Rank
EVLN Omega Ratio Rank: 9090
Omega Ratio Rank
EVLN Calmar Ratio Rank: 7777
Calmar Ratio Rank
EVLN Martin Ratio Rank: 7272
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.

EVMO vs. EVLN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Mortgage Opportunities ETF (EVMO) and Eaton Vance Floating-Rate ETF (EVLN). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

EVMO vs. EVLN - Sharpe Ratio Comparison


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Sharpe Ratios by Period


EVMOEVLNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.47

Sharpe Ratio (All Time)

Calculated using the full available price history

2.06

2.28

-0.22

Correlation

The correlation between EVMO and EVLN is 0.13, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

EVMO vs. EVLN - Dividend Comparison

EVMO's dividend yield for the trailing twelve months is around 3.17%, less than EVLN's 7.19% yield.


TTM20252024
EVMO
Eaton Vance Mortgage Opportunities ETF
3.17%1.95%0.00%
EVLN
Eaton Vance Floating-Rate ETF
7.19%7.28%6.41%

Drawdowns

EVMO vs. EVLN - Drawdown Comparison

The maximum EVMO drawdown since its inception was -1.89%, smaller than the maximum EVLN drawdown of -2.78%. Use the drawdown chart below to compare losses from any high point for EVMO and EVLN.


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Drawdown Indicators


EVMOEVLNDifference

Max Drawdown

Largest peak-to-trough decline

-1.89%

-2.78%

+0.89%

Max Drawdown (1Y)

Largest decline over 1 year

-2.05%

Current Drawdown

Current decline from peak

-1.26%

-1.32%

+0.06%

Average Drawdown

Average peak-to-trough decline

-0.25%

-0.21%

-0.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.60%

Volatility

EVMO vs. EVLN - Volatility Comparison


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Volatility by Period


EVMOEVLNDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.83%

Volatility (6M)

Calculated over the trailing 6-month period

1.36%

Volatility (1Y)

Calculated over the trailing 1-year period

2.79%

3.07%

-0.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.79%

2.43%

+0.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.79%

2.43%

+0.36%