Difficult to fully diagnose, but a couple of options:
1. Try to boot with just the integrated graphics (remove your GPU) and see what happens.
If there's no change at that point, I'd be inclined to look at the PSU. Which EVGA model do you have specifically? If it's a B2, G2, GS or P2 model you shouldn't expect that problem (as those are better quality. It's still possible you have a defective unit though, it happens). If it's the NEX line from EVGA, I'm honestly not surprised at all.