EFR vs. SPY
Compare and contrast key facts about Eaton Vance Senior Floating-Rate Trust (EFR) and SPDR S&P 500 ETF (SPY).
SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EFR or SPY.
Correlation
The correlation between EFR and SPY is 0.30, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
EFR vs. SPY - Performance Comparison
Key characteristics
EFR:
-0.22
SPY:
0.34
EFR:
-0.20
SPY:
0.62
EFR:
0.97
SPY:
1.09
EFR:
-0.16
SPY:
0.35
EFR:
-0.81
SPY:
1.64
EFR:
3.65%
SPY:
4.00%
EFR:
13.25%
SPY:
19.55%
EFR:
-60.55%
SPY:
-55.19%
EFR:
-12.46%
SPY:
-12.02%
Returns By Period
The year-to-date returns for both investments are quite close, with EFR having a -8.26% return and SPY slightly higher at -7.99%. Over the past 10 years, EFR has underperformed SPY with an annualized return of 5.19%, while SPY has yielded a comparatively higher 11.91% annualized return.
EFR
-8.26%
-7.14%
-5.16%
-2.37%
10.58%
5.19%
SPY
-7.99%
-4.19%
-6.68%
7.93%
15.74%
11.91%
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Risk-Adjusted Performance
EFR vs. SPY — Risk-Adjusted Performance Rank
EFR
SPY
EFR vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Senior Floating-Rate Trust (EFR) and SPDR S&P 500 ETF (SPY). 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.
Dividends
EFR vs. SPY - Dividend Comparison
EFR's dividend yield for the trailing twelve months is around 10.37%, more than SPY's 1.33% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFR Eaton Vance Senior Floating-Rate Trust | 10.37% | 9.76% | 9.42% | 9.63% | 5.60% | 5.87% | 7.34% | 7.46% | 5.43% | 5.82% | 7.59% | 6.14% |
SPY SPDR S&P 500 ETF | 1.33% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
EFR vs. SPY - Drawdown Comparison
The maximum EFR drawdown since its inception was -60.55%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for EFR and SPY. For additional features, visit the drawdowns tool.
Volatility
EFR vs. SPY - Volatility Comparison
The current volatility for Eaton Vance Senior Floating-Rate Trust (EFR) is 10.30%, while SPDR S&P 500 ETF (SPY) has a volatility of 14.47%. This indicates that EFR experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.