BNO vs EVMO
Comparison between United States Brent Crude Oil Fund (BNO, ETF) and EATON VANCE MORTGAGE OPPORTUNITIES ETF (EVMO, ETF).
BNO vs EVMO - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
Winner
BNO
$879M
EVMO
$876M
Expense Ratio
BNO
1.15%
Winner
EVMO
0.45%
Max Drawdown
BNO
87.06%
Winner
EVMO
2.82%
Sharpe Ratio
Winner
BNO
1.59
EVMO
0.27
5Y Beta
Winner
BNO
0.03
EVMO
0.09
BNO vs EVMO - Historical Returns
Returns include dividend reinvestment.
1M
BNO
-12.00%
Winner
EVMO
-0.28%
3M
Winner
BNO
+27.24%
EVMO
-0.84%
6M
Winner
BNO
+73.97%
EVMO
+0.81%
1Y
Winner
BNO
+82.92%
EVMO
+3.71%
5Y(CAGR)
BNO
+22.86%
EVMO
N/A
10Y(CAGR)
BNO
+12.85%
EVMO
N/A
Max(CAGR)
BNO
+4.43%
Winner
EVMO
+4.46%
BNO vs EVMO - Annual Returns (2010 - 2026)
Returns include dividend reinvestment.
| Year | BNO | EVMO |
|---|---|---|
| 2026 | +81.24% | +0.40% |
| 2025 | -7.57% | +3.33% |
| 2024 | +10.93% | N/A |
| 2023 | +0.66% | N/A |
| 2022 | +33.65% | N/A |
| 2021 | +65.43% | N/A |
| 2020 | -38.58% | N/A |
| 2019 | +34.00% | N/A |
| 2018 | -15.30% | N/A |
| 2017 | +17.61% | N/A |
| 2016 | +27.90% | N/A |
| 2015 | -44.41% | N/A |
| 2014 | -46.69% | N/A |
| 2013 | +7.52% | N/A |
| 2012 | +5.34% | N/A |
| 2011 | +17.93% | N/A |
| 2010 | +22.02% | N/A |
BNO vs EVMO Drawdown Comparison
The maximum drawdown for BNO was -87.06%, occurring on Apr 28, 2020. Recovery took 2949 trading sessions.
The maximum drawdown for EVMO was -1.89%, occurring on Mar 20, 2026. This drawdown has not yet recovered.
The current BNO drawdown is -14.85%. The current EVMO drawdown is -1.27%.
| Rank | BNO | EVMO |
|---|---|---|
| #1 | -87.06% Jun 19, 2014 - Mar 12, 2026 | -1.89% Feb 27, 2026 - Mar 20, 2026 |
| #2 | -28.37% Mar 1, 2012 - Feb 13, 2013 | -0.56% Oct 29, 2025 - Nov 24, 2025 |
| #3 | -19.87% Apr 8, 2011 - Feb 21, 2012 | -0.43% Dec 3, 2025 - Dec 18, 2025 |
| #4 | -16.83% Apr 6, 2026 - Apr 28, 2026 | -0.41% Sep 16, 2025 - Sep 30, 2025 |
| #5 | -16.52% Feb 14, 2013 - Aug 28, 2013 | -0.35% Jan 15, 2026 - Jan 26, 2026 |
| #6 | -15.87% May 4, 2026 - May 29, 2026 | -0.34% Aug 4, 2025 - Aug 19, 2025 |
| #7 | -12.43% Aug 4, 2010 - Oct 1, 2010 | -0.28% Dec 29, 2025 - Jan 8, 2026 |
| #8 | -9.52% Mar 20, 2026 - Mar 30, 2026 | -0.24% Oct 13, 2025 - Oct 15, 2025 |
| #9 | -8.93% Jun 17, 2010 - Aug 2, 2010 | -0.24% Dec 24, 2025 - Dec 29, 2025 |
| #10 | -8.65% Aug 28, 2013 - Jun 12, 2014 | -0.20% Dec 18, 2025 - Dec 24, 2025 |
| #11 | -6.80% Nov 10, 2010 - Dec 2, 2010 | -0.20% Aug 28, 2025 - Sep 4, 2025 |
| #12 | -6.78% Mar 30, 2026 - Apr 2, 2026 | -0.20% Jan 12, 2026 - Jan 15, 2026 |
| #13 | -6.44% Mar 2, 2011 - Mar 31, 2011 | -0.18% Oct 8, 2025 - Oct 10, 2025 |
| #14 | -5.03% Oct 6, 2010 - Nov 4, 2010 | -0.18% Jan 30, 2026 - Feb 6, 2026 |
| #15 | -4.41% Jun 3, 2010 - Jun 10, 2010 | -0.16% Oct 3, 2025 - Oct 8, 2025 |
Correlation
Correlation between BNO and EVMO is 0.53 which considered as a moderate positive correlation - the stocks show some tendency to move together.
0.53
-101
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