Correlation
The correlation between EFR and VOO is 0.31, 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.
EFR vs. VOO
Compare and contrast key facts about Eaton Vance Senior Floating-Rate Trust (EFR) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EFR or VOO.
Performance
EFR vs. VOO - Performance Comparison
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Key characteristics
EFR:
0.06
VOO:
0.74
EFR:
0.17
VOO:
1.04
EFR:
1.03
VOO:
1.15
EFR:
0.05
VOO:
0.68
EFR:
0.19
VOO:
2.58
EFR:
4.67%
VOO:
4.93%
EFR:
13.21%
VOO:
19.54%
EFR:
-60.57%
VOO:
-33.99%
EFR:
-7.35%
VOO:
-3.55%
Returns By Period
In the year-to-date period, EFR achieves a -2.90% return, which is significantly lower than VOO's 0.90% return. Over the past 10 years, EFR has underperformed VOO with an annualized return of 5.89%, while VOO has yielded a comparatively higher 12.81% annualized return.
EFR
-2.90%
0.59%
-3.63%
0.36%
9.47%
10.13%
5.89%
VOO
0.90%
4.04%
-1.46%
13.29%
14.31%
15.89%
12.81%
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Risk-Adjusted Performance
EFR vs. VOO — Risk-Adjusted Performance Rank
EFR
VOO
EFR vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Senior Floating-Rate Trust (EFR) and Vanguard S&P 500 ETF (VOO). 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.
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Dividends
EFR vs. VOO - Dividend Comparison
EFR's dividend yield for the trailing twelve months is around 10.28%, more than VOO's 1.29% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFR Eaton Vance Senior Floating-Rate Trust | 10.28% | 9.76% | 9.42% | 9.65% | 5.62% | 5.87% | 7.34% | 7.46% | 5.42% | 5.80% | 7.55% | 6.11% |
VOO Vanguard S&P 500 ETF | 1.29% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
Drawdowns
EFR vs. VOO - Drawdown Comparison
The maximum EFR drawdown since its inception was -60.57%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for EFR and VOO.
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Volatility
EFR vs. VOO - Volatility Comparison
The current volatility for Eaton Vance Senior Floating-Rate Trust (EFR) is 1.77%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.84%. This indicates that EFR experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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