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Eaton Vance Floating-Rate & High Income Fund (ECFH...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Eaton Vance Floating-Rate & High Income Fund (ECFHX)

Mutual Fund · Currency in USD · Last updated May 30, 2025

Under normal circumstances, the fund invests at least 80% of its total assets in a combination of income producing floating rate loans and other floating rate debt securities and high yield corporate bonds. It may not invest more than 20% of its total assets in unsecured high yield corporate bonds. The fund invests primarily in senior floating rate loans of domestic and foreign borrowers ("Senior Loans"). It secondarily invests in high yield, high risk corporate bonds.

Fund Info

ISIN

US2779115581

CUSIP

277911558

Issuer

Eaton Vance

Inception Date

Sep 4, 2000

Category

Bank Loan

Min. Investment

$1,000

Asset Class

Bond

Expense Ratio

ECFHX has a high expense ratio of 1.77%, indicating above-average management fees.

Share Price Chart

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Compare to other instruments

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Eaton Vance Floating-Rate & High Income Fund

Performance

Performance Chart

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S&P 500

Returns By Period

Eaton Vance Floating-Rate & High Income Fund (ECFHX) returned 0.66% year-to-date (YTD) and 5.26% over the past 12 months. Over the past 10 years, ECFHX returned 3.40% annually, underperforming the S&P 500 benchmark at 10.85%.

ECFHX

YTD

0.66%

1M

1.29%

6M

1.50%

1Y

5.26%

3Y*

6.12%

5Y*

5.27%

10Y*

3.40%

^GSPC (Benchmark)

YTD

0.51%

1M

6.15%

6M

-2.00%

1Y

12.92%

3Y*

12.68%

5Y*

14.19%

10Y*

10.85%

*Annualized

Monthly Returns

The table below presents the monthly returns of ECFHX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20250.66%0.12%-0.91%-0.07%0.87%0.66%
20240.50%0.57%0.85%0.11%0.73%0.34%0.73%0.72%0.57%0.56%0.65%0.30%6.84%
20232.80%0.15%0.07%0.80%-0.29%1.70%1.22%0.88%0.08%-0.49%1.87%1.86%11.12%
2022-0.49%-0.39%-0.13%-0.82%-2.00%-3.35%2.85%0.48%-2.83%1.12%1.77%-0.23%-4.12%
20210.91%0.44%-0.24%0.46%0.43%0.55%-0.02%0.55%0.31%0.08%-0.49%0.67%3.70%
20200.29%-1.36%-11.64%3.73%3.21%1.23%1.84%1.35%0.10%0.27%2.63%1.08%1.79%
20192.48%1.25%-0.09%1.25%-0.47%0.32%0.52%-0.24%0.30%-0.40%0.40%1.54%7.03%
20180.84%-0.08%0.17%0.39%0.08%0.06%0.75%0.41%0.51%-0.36%-1.05%-2.43%-0.77%
20170.60%0.45%0.25%0.49%0.37%-0.08%0.61%-0.18%0.37%0.50%0.03%0.15%3.63%
2016-0.92%-0.18%3.03%2.34%0.66%-0.06%1.35%0.77%0.87%0.74%0.02%1.45%10.49%
20150.26%1.39%0.17%0.84%0.06%-0.74%-0.06%-0.97%-1.23%0.53%-1.36%-1.36%-2.48%
20140.36%0.21%0.02%-0.11%0.46%0.46%-0.31%0.26%-0.87%0.25%0.16%-0.97%-0.11%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 91, ECFHX is among the top 9% of mutual funds on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of ECFHX is 9191
Overall Rank
The Sharpe Ratio Rank of ECFHX is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of ECFHX is 9292
Sortino Ratio Rank
The Omega Ratio Rank of ECFHX is 9595
Omega Ratio Rank
The Calmar Ratio Rank of ECFHX is 8989
Calmar Ratio Rank
The Martin Ratio Rank of ECFHX is 9090
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Eaton Vance Floating-Rate & High Income Fund (ECFHX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Eaton Vance Floating-Rate & High Income Fund Sharpe ratios as of May 30, 2025 (values are recalculated daily):

  • 1-Year: 1.98
  • 5-Year: 1.89
  • 10-Year: 0.94
  • All Time: 1.08

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Eaton Vance Floating-Rate & High Income Fund compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend History

Eaton Vance Floating-Rate & High Income Fund provided a 6.77% dividend yield over the last twelve months, with an annual payout of $0.55 per share. The fund has been increasing its distributions for 3 consecutive years.

2.00%3.00%4.00%5.00%6.00%7.00%$0.00$0.10$0.20$0.30$0.40$0.50$0.6020142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend$0.55$0.58$0.57$0.32$0.22$0.25$0.36$0.31$0.28$0.30$0.29$0.26

Dividend yield

6.77%6.96%6.86%4.01%2.47%2.92%4.10%3.64%3.11%3.40%3.54%2.99%

Monthly Dividends

The table displays the monthly dividend distributions for Eaton Vance Floating-Rate & High Income Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.04$0.04$0.05$0.04$0.00$0.17
2024$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.04$0.05$0.58
2023$0.04$0.04$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.57
2022$0.02$0.02$0.02$0.02$0.02$0.02$0.03$0.03$0.03$0.04$0.04$0.04$0.32
2021$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.22
2020$0.03$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.25
2019$0.03$0.03$0.03$0.03$0.03$0.03$0.04$0.03$0.03$0.03$0.02$0.04$0.36
2018$0.02$0.02$0.03$0.02$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.31
2017$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.28
2016$0.02$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.02$0.02$0.03$0.30
2015$0.02$0.02$0.03$0.02$0.03$0.02$0.03$0.03$0.02$0.03$0.02$0.03$0.29
2014$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.26

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

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Worst Drawdowns

The table below displays the maximum drawdowns of the Eaton Vance Floating-Rate & High Income Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Eaton Vance Floating-Rate & High Income Fund was 34.40%, occurring on Dec 17, 2008. Recovery took 266 trading sessions.

The current Eaton Vance Floating-Rate & High Income Fund drawdown is 0.12%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.4%Jul 5, 2007368Dec 17, 2008266Jan 8, 2010634
-19.47%Jan 23, 202042Mar 23, 2020174Nov 27, 2020216
-7.24%Jan 20, 2022114Jul 5, 2022235Jun 9, 2023349
-7.23%Jun 1, 2015178Feb 11, 2016103Jul 11, 2016281
-5.27%Jun 2, 201159Aug 24, 2011106Jan 26, 2012165
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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