EFR vs. EFT
Compare and contrast key facts about Eaton Vance Senior Floating-Rate Trust (EFR) and Eaton Vance Floating-Rate Income Trust (EFT).
Performance
EFR vs. EFT - Performance Comparison
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EFR vs. EFT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EFR Eaton Vance Senior Floating-Rate Trust | -3.43% | -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 | -3.58% | -3.77% | 13.17% | 27.14% | -19.69% | 21.00% | 2.41% | 16.85% | -6.14% | 1.63% |
Fundamentals
EFR:
$93.95M
EFT:
$60.18M
EFR:
$86.69M
EFT:
$36.55M
EFR:
$109.68M
EFT:
$24.44M
Returns By Period
The year-to-date returns for both stocks are quite close, with EFR having a -3.43% return and EFT slightly lower at -3.58%. Both investments have delivered pretty close results over the past 10 years, with EFR having a 6.12% annualized return and EFT not far behind at 5.85%.
EFR
- 1D
- 3.03%
- 1M
- -0.46%
- YTD
- -3.43%
- 6M
- -3.86%
- 1Y
- -6.08%
- 3Y*
- 7.85%
- 5Y*
- 3.73%
- 10Y*
- 6.12%
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%
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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.
| EFR | EFT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.48 | -0.47 | -0.01 |
Sortino ratioReturn per unit of downside risk | -0.57 | -0.55 | -0.02 |
Omega ratioGain probability vs. loss probability | 0.90 | 0.91 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | -0.48 | -0.49 | +0.01 |
Martin ratioReturn relative to average drawdown | -1.28 | -1.11 | -0.17 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EFR | EFT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.48 | -0.47 | -0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.29 | 0.29 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | 0.37 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.26 | +0.02 |
Correlation
The correlation between EFR and EFT is 0.68, 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
EFR vs. EFT - Dividend Comparison
EFR's dividend yield for the trailing twelve months is around 9.51%, less than EFT's 9.78% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFR Eaton Vance Senior Floating-Rate Trust | 9.51% | 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 | 9.78% | 9.55% | 10.52% | 11.09% | 9.81% | 5.24% | 5.88% | 7.41% | 6.77% | 5.73% | 5.54% | 6.57% |
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 | -11.84% | -13.02% | +1.18% |
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 | -12.32% | -12.15% | -0.17% |
Average DrawdownAverage peak-to-trough decline | -8.98% | -8.80% | -0.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.71% | 5.72% | -1.01% |
Volatility
EFR vs. EFT - Volatility Comparison
The current volatility for Eaton Vance Senior Floating-Rate Trust (EFR) is 4.82%, while Eaton Vance Floating-Rate Income Trust (EFT) has a volatility of 5.25%. This indicates that EFR 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
| EFR | EFT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.82% | 5.25% | -0.43% |
Volatility (6M)Calculated over the trailing 6-month period | 6.13% | 6.92% | -0.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.64% | 13.95% | -1.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.01% | 12.67% | +0.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.95% | 15.74% | -0.79% |
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