EFR vs. SRLN
EFR (Eaton Vance Senior Floating-Rate Trust) is a stock, while SRLN (State Street Blackstone Senior Loan ETF) is Bank Loan fund actively managed by State Street. Over the past 10 years, EFR returned 5.98%/yr vs 4.53%/yr for SRLN. At a 0.29 correlation, their price movements are largely independent.
Performance
EFR vs. SRLN - Performance Comparison
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Returns By Period
In the year-to-date period, EFR achieves a -0.53% return, which is significantly lower than SRLN's 1.23% return. Over the past 10 years, EFR has outperformed SRLN with an annualized return of 5.98%, while SRLN has yielded a comparatively lower 4.53% 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%
SRLN
- 1D
- -0.02%
- 1M
- 0.73%
- 6M
- 0.86%
- YTD
- 1.23%
- 1Y
- 4.53%
- 3Y*
- 7.12%
- 5Y*
- 4.64%
- 10Y*
- 4.53%
EFR vs. SRLN - 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% |
SRLN State Street Blackstone Senior Loan ETF | 1.23% | 6.77% | 8.43% | 11.62% | -5.30% | 4.49% | 3.13% | 10.03% | -0.66% | 3.39% |
Correlation
The correlation between EFR and SRLN is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.36 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Apr 4, 2013 | 0.29 |
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Return for Risk
EFR vs. SRLN — Risk / Return Rank
EFR
SRLN
EFR vs. SRLN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Senior Floating-Rate Trust (EFR) and State Street 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.
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 | SRLN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.10 | ||
| Sortino ratioReturn per unit of downside risk | -3.00 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.34 | -0.43 |
| Calmar ratioReturn relative to maximum drawdown | -0.38 | 1.39 | -1.77 |
| Martin ratioReturn relative to average drawdown | -0.75 | 5.14 | -5.89 |
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Drawdowns
EFR vs. SRLN - Drawdown Comparison
The maximum EFR drawdown since its inception was -60.55%, 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.
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Drawdown Indicators
| EFR | SRLN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.55% | -22.29% | -38.26% |
Max Drawdown (1Y)Largest decline over 1 year | -11.49% | -3.26% | -8.23% |
Max Drawdown (3Y)Largest decline over 3 years | -18.30% | -4.26% | -14.04% |
Max Drawdown (5Y)Largest decline over 5 years | -25.07% | -7.93% | -17.14% |
Max Drawdown (10Y)Largest decline over 10 years | -42.04% | -22.29% | -19.75% |
Current DrawdownCurrent decline from peak | -9.70% | -0.02% | -9.68% |
Average DrawdownAverage peak-to-trough decline | -9.01% | -1.09% | -7.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.74% | 0.88% | +4.86% |
Volatility
EFR vs. SRLN - Volatility Comparison
Eaton Vance Senior Floating-Rate Trust (EFR) has a higher volatility of 1.19% compared to State Street Blackstone Senior Loan ETF (SRLN) at 0.66%. 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.
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Volatility by Period
| EFR | SRLN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.19% | 0.66% | +0.53% |
Volatility (6M)Calculated over the trailing 6-month period | 6.58% | 2.72% | +3.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.84% | 2.93% | +4.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.06% | 3.92% | +9.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.91% | 6.06% | +8.85% |
Dividends
EFR vs. SRLN - Dividend Comparison
EFR's dividend yield for the trailing twelve months is around 8.75%, more than SRLN's 7.41% 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% |
SRLN State Street Blackstone Senior Loan ETF | 7.41% | 7.67% | 8.58% | 8.44% | 5.72% | 4.45% | 4.91% | 5.39% | 4.98% | 4.01% | 3.94% | 4.43% |
Frequently Asked Questions
EFR and SRLN have a correlation of 0.27, 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 SRLN (0.66%). In terms of maximum drawdown, EFR dropped -60.55% vs SRLN's -22.29%.
SRLN currently has the higher Sharpe Ratio (1.55 vs -0.55), 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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