EFR vs. SRLN
Compare and contrast key facts about Eaton Vance Senior Floating-Rate Trust (EFR) and SPDR Blackstone Senior Loan ETF (SRLN).
SRLN is a passively managed fund by State Street that tracks the performance of the Markit iBoxx USD Liquid Leveraged Loan Index. It was launched on Apr 3, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EFR or SRLN.
Correlation
The correlation between EFR and SRLN is 0.45, 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.
Performance
EFR vs. SRLN - Performance Comparison
Key characteristics
EFR:
-0.06
SRLN:
1.49
EFR:
0.01
SRLN:
2.16
EFR:
1.00
SRLN:
1.46
EFR:
-0.04
SRLN:
1.33
EFR:
-0.19
SRLN:
8.08
EFR:
4.22%
SRLN:
0.70%
EFR:
13.37%
SRLN:
3.81%
EFR:
-60.57%
SRLN:
-22.29%
EFR:
-9.13%
SRLN:
-0.51%
Returns By Period
In the year-to-date period, EFR achieves a -4.76% return, which is significantly lower than SRLN's 0.22% return. Over the past 10 years, EFR has outperformed SRLN with an annualized return of 5.61%, while SRLN has yielded a comparatively lower 3.71% annualized return.
EFR
-4.76%
11.23%
-3.41%
-1.04%
11.08%
5.61%
SRLN
0.22%
3.91%
1.37%
5.45%
6.33%
3.71%
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Risk-Adjusted Performance
EFR vs. SRLN — Risk-Adjusted Performance Rank
EFR
SRLN
EFR vs. SRLN - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Senior Floating-Rate Trust (EFR) and SPDR Blackstone Senior Loan ETF (SRLN). 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. SRLN - Dividend Comparison
EFR's dividend yield for the trailing twelve months is around 10.66%, more than SRLN's 8.37% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFR Eaton Vance Senior Floating-Rate Trust | 10.66% | 9.76% | 9.42% | 9.65% | 5.62% | 5.87% | 7.34% | 7.46% | 5.42% | 5.80% | 7.55% | 6.11% |
SRLN SPDR Blackstone Senior Loan ETF | 8.37% | 8.58% | 8.44% | 5.72% | 4.45% | 4.91% | 5.39% | 4.98% | 4.01% | 3.94% | 4.43% | 3.66% |
Drawdowns
EFR vs. SRLN - Drawdown Comparison
The maximum EFR drawdown since its inception was -60.57%, which is greater than SRLN's maximum drawdown of -22.29%. Use the drawdown chart below to compare losses from any high point for EFR and SRLN. For additional features, visit the drawdowns tool.
Volatility
EFR vs. SRLN - Volatility Comparison
Eaton Vance Senior Floating-Rate Trust (EFR) has a higher volatility of 6.23% compared to SPDR Blackstone Senior Loan ETF (SRLN) at 2.59%. This indicates that EFR's price experiences larger fluctuations and is considered to be riskier than SRLN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.