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EVMO vs. MBSX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EVMO vs. MBSX - Performance Comparison

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

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Returns By Period

In the year-to-date period, EVMO achieves a 0.83% return, which is significantly higher than MBSX's -1.98% return.


EVMO

1D
0.10%
1M
0.18%
YTD
0.83%
6M
1.04%
1Y
3Y*
5Y*
10Y*

MBSX

1D
-7.71%
1M
-4.80%
YTD
-1.98%
6M
-1.53%
1Y
4.56%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EVMO vs. MBSX - Yearly Performance Comparison


2026 (YTD)2025
EVMO
Eaton Vance Mortgage Opportunities ETF
0.83%3.33%
MBSX
Regan Fixed Rate MBS ETF
-1.98%4.16%

Correlation

The correlation between EVMO and MBSX is -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (All Time)
Calculated using the full available price history since Aug 5, 2025

-0.08

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Return for Risk

EVMO vs. MBSX — Risk / Return Rank

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

EVMO

MBSX
MBSX Risk / Return Rank: 1313
Overall Rank
MBSX Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
MBSX Sortino Ratio Rank: 1313
Sortino Ratio Rank
MBSX Omega Ratio Rank: 1717
Omega Ratio Rank
MBSX Calmar Ratio Rank: 1111
Calmar Ratio Rank
MBSX Martin Ratio Rank: 1212
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. MBSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Mortgage Opportunities ETF (EVMO) and Regan Fixed Rate MBS ETF (MBSX). 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. MBSX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


EVMOMBSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

1.79

0.10

+1.69

Drawdowns

EVMO vs. MBSX - Drawdown Comparison

The maximum EVMO drawdown since its inception was -1.89%, smaller than the maximum MBSX drawdown of -27.57%. Use the drawdown chart below to compare losses from any high point for EVMO and MBSX.


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Drawdown Indicators


EVMOMBSXDifference

Max Drawdown

Largest peak-to-trough decline

-1.89%

-27.57%

+25.68%

Max Drawdown (1Y)

Largest decline over 1 year

-27.57%

Current Drawdown

Current decline from peak

-0.81%

-26.68%

+25.87%

Average Drawdown

Average peak-to-trough decline

-0.39%

-6.10%

+5.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.85%

Volatility

EVMO vs. MBSX - Volatility Comparison


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Volatility by Period


EVMOMBSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

42.25%

Volatility (6M)

Calculated over the trailing 6-month period

51.45%

Volatility (1Y)

Calculated over the trailing 1-year period

2.82%

53.97%

-51.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.82%

55.11%

-52.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.82%

55.11%

-52.29%

EVMO vs. MBSX - Expense Ratio Comparison

EVMO has a 0.45% expense ratio, which is higher than MBSX's 0.40% expense ratio.


Dividends

EVMO vs. MBSX - Dividend Comparison

EVMO's dividend yield for the trailing twelve months is around 4.07%, more than MBSX's 3.64% yield.


PositionTTM2025
EVMO
Eaton Vance Mortgage Opportunities ETF
4.07%1.95%
MBSX
Regan Fixed Rate MBS ETF
3.64%2.77%

Frequently Asked Questions


EVMO and MBSX have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, MBSX is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MBSX is cheaper with a 0.40% expense ratio, compared with 0.45% for EVMO.

EVMO has the higher dividend yield at 4.07%, compared with 3.64% for MBSX.

They also come from different issuers: Eaton Vance and Regan. Their fees differ too: 0.45% for EVMO and 0.40% for MBSX.

Portfolio Optimizer

Find the right allocation for EVMO and MBSX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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