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BGT vs. EFT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BGT vs. EFT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Floating Rate Income Trust (BGT) and Eaton Vance Floating-Rate Income Trust (EFT). The values are adjusted to include any dividend payments, if applicable.

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BGT vs. EFT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BGT
BlackRock Floating Rate Income Trust
-1.91%-0.84%16.12%26.29%-16.57%25.89%-0.81%18.97%-11.95%3.91%
EFT
Eaton Vance Floating-Rate Income Trust
-3.58%-3.77%13.17%27.14%-19.69%21.00%2.41%16.85%-6.14%1.63%

Returns By Period

In the year-to-date period, BGT achieves a -1.91% return, which is significantly higher than EFT's -3.58% return. Over the past 10 years, BGT has outperformed EFT with an annualized return of 6.51%, while EFT has yielded a comparatively lower 5.85% annualized return.


BGT

1D
3.36%
1M
-1.34%
YTD
-1.91%
6M
-5.65%
1Y
-2.13%
3Y*
10.79%
5Y*
6.72%
10Y*
6.51%

EFT

1D
3.17%
1M
-0.98%
YTD
-3.58%
6M
-4.73%
1Y
-6.51%
3Y*
8.10%
5Y*
3.70%
10Y*
5.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

BGT vs. EFT — Risk / Return Rank

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

BGT
BGT Risk / Return Rank: 44
Overall Rank
BGT Sharpe Ratio Rank: 44
Sharpe Ratio Rank
BGT Sortino Ratio Rank: 44
Sortino Ratio Rank
BGT Omega Ratio Rank: 44
Omega Ratio Rank
BGT Calmar Ratio Rank: 44
Calmar Ratio Rank
BGT Martin Ratio Rank: 44
Martin Ratio Rank

EFT
EFT Risk / Return Rank: 2121
Overall Rank
EFT Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
EFT Sortino Ratio Rank: 1818
Sortino Ratio Rank
EFT Omega Ratio Rank: 1616
Omega Ratio Rank
EFT Calmar Ratio Rank: 2626
Calmar Ratio Rank
EFT Martin Ratio Rank: 2121
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.

BGT vs. EFT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Floating Rate Income Trust (BGT) and Eaton Vance Floating-Rate Income Trust (EFT). 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.


BGTEFTDifference

Sharpe ratio

Return per unit of total volatility

-0.14

-0.47

+0.33

Sortino ratio

Return per unit of downside risk

-0.09

-0.55

+0.46

Omega ratio

Gain probability vs. loss probability

0.99

0.91

+0.08

Calmar ratio

Return relative to maximum drawdown

-0.20

-0.49

+0.29

Martin ratio

Return relative to average drawdown

-0.50

-1.11

+0.61

BGT vs. EFT - Sharpe Ratio Comparison

The current BGT Sharpe Ratio is -0.14, which is higher than the EFT Sharpe Ratio of -0.47. The chart below compares the historical Sharpe Ratios of BGT and EFT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BGTEFTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.14

-0.47

+0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.29

+0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.37

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.26

+0.03

Correlation

The correlation between BGT and EFT is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

BGT vs. EFT - Dividend Comparison

BGT's dividend yield for the trailing twelve months is around 13.41%, more than EFT's 9.78% yield.


TTM20252024202320222021202020192018201720162015
BGT
BlackRock Floating Rate Income Trust
13.41%12.74%11.22%10.36%6.87%5.55%7.58%6.33%6.64%5.03%5.03%6.04%
EFT
Eaton Vance Floating-Rate Income Trust
9.78%9.55%10.52%11.09%9.81%5.24%5.88%7.41%6.77%5.73%5.54%6.57%

Drawdowns

BGT vs. EFT - Drawdown Comparison

The maximum BGT drawdown since its inception was -58.06%, roughly equal to the maximum EFT drawdown of -60.58%. Use the drawdown chart below to compare losses from any high point for BGT and EFT.


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Drawdown Indicators


BGTEFTDifference

Max Drawdown

Largest peak-to-trough decline

-58.06%

-60.58%

+2.52%

Max Drawdown (1Y)

Largest decline over 1 year

-11.76%

-13.02%

+1.26%

Max Drawdown (5Y)

Largest decline over 5 years

-23.19%

-24.98%

+1.79%

Max Drawdown (10Y)

Largest decline over 10 years

-41.90%

-45.51%

+3.61%

Current Drawdown

Current decline from peak

-7.89%

-12.15%

+4.26%

Average Drawdown

Average peak-to-trough decline

-8.14%

-8.80%

+0.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.69%

5.72%

-1.03%

Volatility

BGT vs. EFT - Volatility Comparison

The current volatility for BlackRock Floating Rate Income Trust (BGT) is 4.68%, while Eaton Vance Floating-Rate Income Trust (EFT) has a volatility of 5.25%. This indicates that BGT experiences smaller price fluctuations and is considered to be less risky than EFT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BGTEFTDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.68%

5.25%

-0.57%

Volatility (6M)

Calculated over the trailing 6-month period

7.45%

6.92%

+0.53%

Volatility (1Y)

Calculated over the trailing 1-year period

15.04%

13.95%

+1.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.48%

12.67%

+0.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.31%

15.74%

-0.43%