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Eaton Vance Government Opportunities Fund Class A EVGOX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | EVGOX | Replication |
|---|---|---|
| Annualized growth | 0.9% | 0.7% |
| Annualized volatility | 5.3% | 4.2% |
| Sharpe ratio | 0.19 | 0.19 |
| Maximum drawdown | 9.3% | 11.7% |
| Replication fit (R²) | 0.64 · Tracking error 3.2% | |
Replication portfolio
The published portfolio below is the investable basket used to model EVGOX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| MBB | FI · MBS | 35.2% |
| VGSH | FI · Short Gov | 32.0% |
| VGIT | FI · Intermediate Gov | 24.3% |
| STIP | FI · Short TIPS | 5.3% |
| EMLC | FI · EM Local Currency | 3.2% |