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PMTGX vs. ETV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PMTGX vs. ETV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIA MBS Bond Fund (PMTGX) and Eaton Vance Tax-Managed Buy-Write Opportunities Fund (ETV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PMTGX achieves a 0.06% return, which is significantly lower than ETV's 7.17% return. Over the past 10 years, PMTGX has underperformed ETV with an annualized return of 1.14%, while ETV has yielded a comparatively higher 9.47% annualized return.


PMTGX

1D
-0.36%
1M
0.79%
YTD
0.06%
6M
0.23%
1Y
4.78%
3Y*
3.74%
5Y*
0.21%
10Y*
1.14%

ETV

1D
-0.20%
1M
2.06%
YTD
7.17%
6M
5.85%
1Y
18.84%
3Y*
15.44%
5Y*
7.13%
10Y*
9.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PMTGX vs. ETV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PMTGX
PIA MBS Bond Fund
0.06%7.83%0.96%4.73%-11.37%-1.18%3.85%6.02%0.76%2.35%
ETV
Eaton Vance Tax-Managed Buy-Write Opportunities Fund
7.17%8.63%27.67%9.94%-19.73%18.41%13.03%21.25%-4.29%12.98%

Correlation

The correlation between PMTGX and ETV is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.25

Correlation (3Y)
Calculated over the trailing 3-year period

0.18

Correlation (5Y)
Calculated over the trailing 5-year period

0.14

Correlation (10Y)
Calculated over the trailing 10-year period

0.07

Correlation (All Time)
Calculated using the full available price history since Mar 1, 2006

-0.04

The correlation between PMTGX and ETV shifts across timeframes, from -0.04 (all time) to 0.25 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

PMTGX vs. ETV — Risk / Return Rank

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

PMTGX
PMTGX Risk / Return Rank: 1919
Overall Rank
PMTGX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
PMTGX Sortino Ratio Rank: 2121
Sortino Ratio Rank
PMTGX Omega Ratio Rank: 2020
Omega Ratio Rank
PMTGX Calmar Ratio Rank: 1818
Calmar Ratio Rank
PMTGX Martin Ratio Rank: 1717
Martin Ratio Rank

ETV
ETV Risk / Return Rank: 8080
Overall Rank
ETV Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
ETV Sortino Ratio Rank: 7979
Sortino Ratio Rank
ETV Omega Ratio Rank: 7777
Omega Ratio Rank
ETV Calmar Ratio Rank: 7373
Calmar Ratio Rank
ETV Martin Ratio Rank: 8787
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.

PMTGX vs. ETV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIA MBS Bond Fund (PMTGX) and Eaton Vance Tax-Managed Buy-Write Opportunities Fund (ETV). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PMTGXETVDifference
Sharpe ratioReturn per unit of total volatility

-0.32

Sortino ratioReturn per unit of downside risk

-0.42

Omega ratioGain probability vs. loss probability

1.21

1.27

-0.06

Calmar ratioReturn relative to maximum drawdown

1.41

1.83

-0.42

Martin ratioReturn relative to average drawdown

4.22

9.31

-5.08

PMTGX vs. ETV - Sharpe Ratio Comparison

The current PMTGX Sharpe Ratio is 1.20, which is comparable to the ETV Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of PMTGX and ETV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PMTGX vs. ETV - Drawdown Comparison

The maximum PMTGX drawdown since its inception was -17.09%, smaller than the maximum ETV drawdown of -52.11%. Use the drawdown chart below to compare losses from any high point for PMTGX and ETV.


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Drawdown Indicators


PMTGXETVDifference

Max Drawdown

Largest peak-to-trough decline

-17.09%

-52.11%

+35.02%

Max Drawdown (1Y)

Largest decline over 1 year

-3.68%

-10.34%

+6.66%

Max Drawdown (3Y)

Largest decline over 3 years

-7.66%

-20.27%

+12.61%

Max Drawdown (5Y)

Largest decline over 5 years

-16.86%

-22.71%

+5.85%

Max Drawdown (10Y)

Largest decline over 10 years

-17.09%

-42.39%

+25.30%

Current Drawdown

Current decline from peak

-2.09%

-0.94%

-1.15%

Average Drawdown

Average peak-to-trough decline

-2.13%

-5.57%

+3.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.22%

2.03%

-0.81%

Volatility

PMTGX vs. ETV - Volatility Comparison

The current volatility for PIA MBS Bond Fund (PMTGX) is 1.15%, while Eaton Vance Tax-Managed Buy-Write Opportunities Fund (ETV) has a volatility of 3.20%. This indicates that PMTGX experiences smaller price fluctuations and is considered to be less risky than ETV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PMTGXETVDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.15%

3.20%

-2.05%

Volatility (6M)

Calculated over the trailing 6-month period

3.26%

10.17%

-6.91%

Volatility (1Y)

Calculated over the trailing 1-year period

4.33%

12.49%

-8.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.30%

16.91%

-10.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.78%

19.30%

-14.52%

Dividends

PMTGX vs. ETV - Dividend Comparison

PMTGX's dividend yield for the trailing twelve months is around 3.73%, less than ETV's 8.07% yield.


PositionTTM20252024202320222021202020192018201720162015
ETV
Eaton Vance Tax-Managed Buy-Write Opportunities Fund
8.07%8.30%8.18%9.24%10.57%7.94%8.66%8.89%9.86%8.65%8.96%8.69%
PMTGX
PIA MBS Bond Fund
3.73%4.10%4.16%3.48%2.17%0.79%2.12%2.96%2.76%2.75%2.96%2.79%

Frequently Asked Questions


PMTGX and ETV have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ETV has higher volatility (3.20%) compared to PMTGX (1.15%). In terms of maximum drawdown, PMTGX dropped -17.09% vs ETV's -52.11%.

ETV currently has the higher Sharpe Ratio (1.52 vs 1.20), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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