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EVMO vs. EVSD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EVMO vs. EVSD - Performance Comparison

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

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EVMO vs. EVSD - Yearly Performance Comparison


Returns By Period

In the year-to-date period, EVMO achieves a 0.38% return, which is significantly higher than EVSD's 0.14% return.


EVMO

1D
0.00%
1M
-1.11%
YTD
0.38%
6M
2.08%
1Y
3Y*
5Y*
10Y*

EVSD

1D
0.04%
1M
-0.60%
YTD
0.14%
6M
1.34%
1Y
4.93%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EVMO vs. EVSD - Expense Ratio Comparison

EVMO has a 0.45% expense ratio, which is higher than EVSD's 0.24% expense ratio.


Return for Risk

EVMO vs. EVSD — Risk / Return Rank

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

EVMO

EVSD
EVSD Risk / Return Rank: 9696
Overall Rank
EVSD Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
EVSD Sortino Ratio Rank: 9898
Sortino Ratio Rank
EVSD Omega Ratio Rank: 9797
Omega Ratio Rank
EVSD Calmar Ratio Rank: 9494
Calmar Ratio Rank
EVSD Martin Ratio Rank: 9696
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. EVSD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Mortgage Opportunities ETF (EVMO) and Eaton Vance Short Duration Income ETF (EVSD). 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. EVSD - Sharpe Ratio Comparison


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Sharpe Ratios by Period


EVMOEVSDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.84

Sharpe Ratio (All Time)

Calculated using the full available price history

2.06

3.10

-1.05

Correlation

The correlation between EVMO and EVSD is 0.46, 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

EVMO vs. EVSD - Dividend Comparison

EVMO's dividend yield for the trailing twelve months is around 3.17%, less than EVSD's 4.61% yield.


Drawdowns

EVMO vs. EVSD - Drawdown Comparison

The maximum EVMO drawdown since its inception was -1.89%, which is greater than EVSD's maximum drawdown of -1.26%. Use the drawdown chart below to compare losses from any high point for EVMO and EVSD.


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Drawdown Indicators


EVMOEVSDDifference

Max Drawdown

Largest peak-to-trough decline

-1.89%

-1.26%

-0.63%

Max Drawdown (1Y)

Largest decline over 1 year

-1.26%

Current Drawdown

Current decline from peak

-1.26%

-0.80%

-0.46%

Average Drawdown

Average peak-to-trough decline

-0.25%

-0.17%

-0.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.28%

Volatility

EVMO vs. EVSD - Volatility Comparison


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Volatility by Period


EVMOEVSDDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.74%

Volatility (6M)

Calculated over the trailing 6-month period

1.03%

Volatility (1Y)

Calculated over the trailing 1-year period

2.78%

1.75%

+1.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.78%

1.96%

+0.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.78%

1.96%

+0.82%