BKLN vs. EFT
BKLN (Invesco Senior Loan ETF) is Bank Loan fund tracking the Morningstar LSTA US Leveraged Loan 100 Index, while EFT (Eaton Vance Floating-Rate Income Trust) is a stock. Over the past 10 years, BKLN returned 4.23%/yr vs 5.23%/yr for EFT. Their 0.33 correlation means their historical movements had little consistent relationship.
Performance
BKLN vs. EFT - Performance Comparison
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Returns By Period
In the year-to-date period, BKLN achieves a 0.65% return, which is significantly higher than EFT's -2.04% return. Over the past 10 years, BKLN has underperformed EFT with an annualized return of 4.23%, while EFT has yielded a comparatively higher 5.23% annualized return.
BKLN
- 1D
- 0.05%
- 1M
- 0.73%
- 6M
- 1.39%
- YTD
- 0.65%
- 1Y
- 4.08%
- 3Y*
- 6.92%
- 5Y*
- 5.35%
- 10Y*
- 4.23%
- ALL TIME*
- 3.73%
EFT
- 1D
- -0.28%
- 1M
- -0.79%
- 6M
- -2.90%
- YTD
- -2.04%
- 1Y
- -5.78%
- 3Y*
- 5.96%
- 5Y*
- 3.14%
- 10Y*
- 5.23%
- ALL TIME*
- 4.57%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $118.65M | $121.61M | $174.22M | |
| $699.02K | $595.84K | $824.52K |
BKLN vs. EFT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BKLN Invesco Senior Loan ETF | 0.65% | 6.88% | 8.21% | 12.53% | -2.51% | 2.32% | 1.32% | 10.03% | -1.32% | 2.13% |
EFT Eaton Vance Floating-Rate Income Trust | -2.04% | -3.77% | 13.17% | 27.14% | -19.69% | 21.00% | 2.41% | 16.85% | -6.14% | 1.63% |
Correlation
The correlation between BKLN and EFT is 0.35, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.35 |
Correlation (3Y) Balances recent behavior with more history. | 0.33 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.38 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.38 |
Correlation (All Time) Calculated using the full available price history since Mar 3, 2011 | 0.33 |
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Return for Risk
BKLN vs. EFT — Risk / Return Rank
BKLN
EFT
BKLN vs. EFT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Senior Loan ETF (BKLN) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BKLN | EFT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.16 | ||
| Sortino ratioReturn per unit of downside risk | +3.16 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 0.87 | +0.45 |
| Calmar ratioReturn relative to maximum drawdown | 1.27 | -0.62 | +1.89 |
| Martin ratioReturn relative to average drawdown | 4.91 | -1.39 | +6.30 |
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Drawdowns
BKLN vs. EFT - Drawdown Comparison
The maximum BKLN drawdown since its inception was -24.17%, smaller than the maximum EFT drawdown of -60.58%. Use the drawdown chart below to compare losses from any high point for BKLN and EFT.
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Drawdown Indicators
| BKLN | EFT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.17% | -60.58% | +36.41% |
Max Drawdown (1Y)Largest decline over 1 year | -3.07% | -10.54% | +7.47% |
Max Drawdown (3Y)Largest decline over 3 years | -3.55% | -17.49% | +13.94% |
Max Drawdown (5Y)Largest decline over 5 years | -7.31% | -24.98% | +17.67% |
Max Drawdown (10Y)Largest decline over 10 years | -24.17% | -45.51% | +21.34% |
Current DrawdownCurrent decline from peak | -0.05% | -10.75% | +10.70% |
Average DrawdownAverage peak-to-trough decline | -1.08% | -8.82% | +7.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.79% | 5.41% | -4.62% |
Volatility
BKLN vs. EFT - Volatility Comparison
The current volatility for Invesco Senior Loan ETF (BKLN) is 0.34%, while Eaton Vance Floating-Rate Income Trust (EFT) has a volatility of 1.36%. This indicates that BKLN 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
| BKLN | EFT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.34% | 1.36% | -1.02% |
Volatility (6M)Calculated over the trailing 6-month period | 2.53% | 7.14% | -4.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.77% | 8.66% | -5.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.47% | 12.71% | -8.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.41% | 15.72% | -9.31% |
Dividends
BKLN vs. EFT - Dividend Comparison
BKLN's dividend yield for the trailing twelve months is around 6.53%, less than EFT's 8.91% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BKLN Invesco Senior Loan ETF | 6.53% | 6.95% | 8.41% | 8.59% | 4.93% | 3.11% | 3.56% | 4.86% | 4.52% | 3.50% | 4.54% | 4.12% |
EFT Eaton Vance Floating-Rate Income Trust | 8.91% | 9.55% | 10.52% | 11.09% | 9.81% | 5.24% | 5.88% | 7.41% | 6.77% | 5.73% | 5.54% | 6.57% |
Frequently Asked Questions
BKLN and EFT have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EFT has higher volatility (1.36%) compared to BKLN (0.34%). In terms of maximum drawdown, BKLN dropped -24.17% vs EFT's -60.58%.
BKLN currently has the higher Sharpe Ratio (1.41 vs -0.76), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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