EVN vs. PTY
Compare and contrast key facts about Eaton Vance Municipal Income Trust (EVN) and PIMCO Corporate & Income Opportunity Fund (PTY).
PTY is managed by FPA. It was launched on Dec 24, 2002.
Performance
EVN vs. PTY - Performance Comparison
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EVN vs. PTY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EVN Eaton Vance Municipal Income Trust | -1.89% | 12.83% | 8.88% | 4.35% | -25.01% | 7.63% | 9.66% | 18.04% | -3.81% | 4.08% |
PTY PIMCO Corporate & Income Opportunity Fund | -3.88% | -0.51% | 19.87% | 22.56% | -18.71% | 0.40% | 3.24% | 35.36% | 2.49% | 26.63% |
Returns By Period
In the year-to-date period, EVN achieves a -1.89% return, which is significantly higher than PTY's -3.88% return. Over the past 10 years, EVN has underperformed PTY with an annualized return of 1.72%, while PTY has yielded a comparatively higher 9.09% annualized return.
EVN
- 1D
- 3.17%
- 1M
- -5.32%
- YTD
- -1.89%
- 6M
- -3.31%
- 1Y
- 7.47%
- 3Y*
- 6.59%
- 5Y*
- -0.52%
- 10Y*
- 1.72%
PTY
- 1D
- 3.17%
- 1M
- -4.79%
- YTD
- -3.88%
- 6M
- -11.85%
- 1Y
- -7.27%
- 3Y*
- 9.63%
- 5Y*
- 1.83%
- 10Y*
- 9.09%
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Return for Risk
EVN vs. PTY — Risk / Return Rank
EVN
PTY
EVN vs. PTY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Municipal Income Trust (EVN) and PIMCO Corporate & Income Opportunity Fund (PTY). 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.
| EVN | PTY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.68 | -0.45 | +1.12 |
Sortino ratioReturn per unit of downside risk | 1.06 | -0.45 | +1.51 |
Omega ratioGain probability vs. loss probability | 1.13 | 0.91 | +0.22 |
Calmar ratioReturn relative to maximum drawdown | 0.77 | -0.47 | +1.24 |
Martin ratioReturn relative to average drawdown | 3.07 | -1.11 | +4.18 |
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
| EVN | PTY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.68 | -0.45 | +1.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.04 | 0.10 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.13 | 0.43 | -0.30 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.46 | -0.19 |
Correlation
The correlation between EVN and PTY is 0.21, 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
EVN vs. PTY - Dividend Comparison
EVN's dividend yield for the trailing twelve months is around 5.91%, less than PTY's 11.82% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EVN Eaton Vance Municipal Income Trust | 5.91% | 5.72% | 5.78% | 4.80% | 5.60% | 4.14% | 4.20% | 4.46% | 5.50% | 5.37% | 6.06% | 6.46% |
PTY PIMCO Corporate & Income Opportunity Fund | 11.82% | 11.05% | 9.92% | 10.77% | 13.12% | 9.16% | 8.74% | 8.37% | 10.63% | 9.48% | 12.09% | 11.92% |
Drawdowns
EVN vs. PTY - Drawdown Comparison
The maximum EVN drawdown since its inception was -56.87%, smaller than the maximum PTY drawdown of -60.86%. Use the drawdown chart below to compare losses from any high point for EVN and PTY.
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Drawdown Indicators
| EVN | PTY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.87% | -60.86% | +3.99% |
Max Drawdown (1Y)Largest decline over 1 year | -8.59% | -15.44% | +6.85% |
Max Drawdown (5Y)Largest decline over 5 years | -32.84% | -41.38% | +8.54% |
Max Drawdown (10Y)Largest decline over 10 years | -32.84% | -46.55% | +13.71% |
Current DrawdownCurrent decline from peak | -7.91% | -12.76% | +4.85% |
Average DrawdownAverage peak-to-trough decline | -9.46% | -8.59% | -0.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.16% | 6.47% | -4.31% |
Volatility
EVN vs. PTY - Volatility Comparison
The current volatility for Eaton Vance Municipal Income Trust (EVN) is 4.66%, while PIMCO Corporate & Income Opportunity Fund (PTY) has a volatility of 5.91%. This indicates that EVN experiences smaller price fluctuations and is considered to be less risky than PTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EVN | PTY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.66% | 5.91% | -1.25% |
Volatility (6M)Calculated over the trailing 6-month period | 7.90% | 9.87% | -1.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.11% | 16.35% | -5.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.81% | 17.72% | -5.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.93% | 21.21% | -8.28% |