EFR vs. EFT
EFR (Eaton Vance Senior Floating-Rate Trust) and EFT (Eaton Vance Floating-Rate Income Trust) are both stocks. Both operate in the Asset Management industry within the Financial Services sector. Over the past 10 years, EFR returned 5.98%/yr vs 5.62%/yr for EFT. A 0.67 correlation means they provide meaningful diversification when combined.
Performance
EFR vs. EFT - Performance Comparison
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Returns By Period
In the year-to-date period, EFR achieves a -0.53% return, which is significantly higher than EFT's -1.45% return. Over the past 10 years, EFR has outperformed EFT with an annualized return of 5.98%, while EFT has yielded a comparatively lower 5.62% annualized return.
EFR
- 1D
- 0.19%
- 1M
- 1.39%
- 6M
- -1.94%
- YTD
- -0.53%
- 1Y
- -4.30%
- 3Y*
- 6.45%
- 5Y*
- 3.57%
- 10Y*
- 5.98%
EFT
- 1D
- 0.28%
- 1M
- 0.44%
- 6M
- -3.59%
- YTD
- -1.45%
- 1Y
- -6.80%
- 3Y*
- 6.89%
- 5Y*
- 3.42%
- 10Y*
- 5.62%
EFR vs. EFT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EFR Eaton Vance Senior Floating-Rate Trust | -0.53% | -4.85% | 11.32% | 29.25% | -18.73% | 22.88% | 0.83% | 16.43% | -6.96% | 3.37% |
EFT Eaton Vance Floating-Rate Income Trust | -1.45% | -3.77% | 13.17% | 27.14% | -19.69% | 21.00% | 2.41% | 16.85% | -6.14% | 1.63% |
Correlation
The correlation between EFR and EFT is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.65 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.67 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.69 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.65 |
Correlation (All Time) Calculated using the full available price history since Jul 26, 2004 | 0.67 |
The correlation between EFR and EFT has been stable across timeframes, ranging from 0.65 to 0.69 - a consistent structural relationship.
Fundamentals
EFR:
$314.43M
EFT:
$285.98M
EFR:
$2.31
EFT:
$0.85
EFR:
4.61
EFT:
12.67
EFR:
0.02
EFT:
0.09
EFR:
3.58
EFT:
4.75
EFR:
$87.28M
EFT:
$60.18M
EFR:
$80.23M
EFT:
$36.55M
EFR:
$68.01M
EFT:
$24.44M
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Return for Risk
EFR vs. EFT — Risk / Return Rank
EFR
EFT
EFR vs. EFT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Senior Floating-Rate Trust (EFR) 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.
| EFR | EFT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.19 | ||
| Sortino ratioReturn per unit of downside risk | +0.28 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 0.87 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | -0.38 | -0.52 | +0.15 |
| Martin ratioReturn relative to average drawdown | -0.75 | -0.98 | +0.23 |
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Drawdowns
EFR vs. EFT - Drawdown Comparison
The maximum EFR drawdown since its inception was -60.55%, roughly equal to the maximum EFT drawdown of -60.58%. Use the drawdown chart below to compare losses from any high point for EFR and EFT.
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Drawdown Indicators
| EFR | EFT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.55% | -60.58% | +0.03% |
Max Drawdown (1Y)Largest decline over 1 year | -11.49% | -13.02% | +1.53% |
Max Drawdown (3Y)Largest decline over 3 years | -18.30% | -17.49% | -0.81% |
Max Drawdown (5Y)Largest decline over 5 years | -25.07% | -24.98% | -0.09% |
Max Drawdown (10Y)Largest decline over 10 years | -42.04% | -45.51% | +3.47% |
Current DrawdownCurrent decline from peak | -9.70% | -10.21% | +0.51% |
Average DrawdownAverage peak-to-trough decline | -9.01% | -8.82% | -0.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.74% | 6.94% | -1.20% |
Volatility
EFR vs. EFT - Volatility Comparison
Eaton Vance Senior Floating-Rate Trust (EFR) has a higher volatility of 1.19% compared to Eaton Vance Floating-Rate Income Trust (EFT) at 1.11%. This indicates that EFR's price experiences larger fluctuations and is considered to be riskier 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
| EFR | EFT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.19% | 1.11% | +0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 6.58% | 7.38% | -0.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.84% | 9.21% | -1.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.06% | 12.75% | +0.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.91% | 15.73% | -0.82% |
Dividends
EFR vs. EFT - Dividend Comparison
EFR's dividend yield for the trailing twelve months is around 8.75%, less than EFT's 9.04% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFR Eaton Vance Senior Floating-Rate Trust | 8.75% | 9.53% | 9.76% | 10.37% | 10.39% | 5.62% | 6.39% | 7.34% | 7.46% | 5.42% | 5.82% | 6.95% |
EFT Eaton Vance Floating-Rate Income Trust | 9.04% | 9.55% | 10.52% | 11.09% | 9.81% | 5.24% | 5.88% | 7.41% | 6.77% | 5.73% | 5.54% | 6.57% |
Financials
EFR vs. EFT - Financials Comparison
This section allows you to compare key financial metrics between Eaton Vance Senior Floating-Rate Trust and Eaton Vance Floating-Rate Income Trust. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
EFR and EFT have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EFR has higher volatility (1.19%) compared to EFT (1.11%). In terms of maximum drawdown, EFR dropped -60.55% vs EFT's -60.58%.
EFR currently has the higher Sharpe Ratio (-0.55 vs -0.74), 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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