EFR vs. VTV

Last updated Jul 14, 2026

EFR (Eaton Vance Senior Floating-Rate Trust) is a stock, while VTV (Vanguard Value ETF) is Large Cap Value Equities fund tracking the CRSP US Large Cap Value Index. Over the past 10 years, EFR returned 5.98%/yr vs 12.43%/yr for VTV. At a 0.30 correlation, their price movements are largely independent.

Performance

EFR vs. VTV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eaton Vance Senior Floating-Rate Trust (EFR) and Vanguard Value ETF (VTV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, EFR achieves a -0.53% return, which is significantly lower than VTV's 16.06% return. Over the past 10 years, EFR has underperformed VTV with an annualized return of 5.98%, while VTV has yielded a comparatively higher 12.43% 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%

VTV

• 1D: 0.07%
• 1M: 1.54%
• 6M: 12.58%
• YTD: 16.06%
• 1Y: 25.63%
• 3Y*: 18.06%
• 5Y*: 12.36%
• 10Y*: 12.43%

*Multi-year figures are annualized to reflect compound growth (CAGR)

EFR vs. VTV - 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%
VTV Vanguard Value ETF	16.06%	15.27%	15.95%	9.32%	-2.09%	26.53%	2.33%	25.66%	-5.47%	17.15%

Correlation

The correlation between EFR and VTV 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	0.31
Correlation (5Y) Calculated over the trailing 5-year period	0.34
Correlation (10Y) Calculated over the trailing 10-year period	0.32
Correlation (All Time) Calculated using the full available price history since Jan 30, 2004	0.30

Return for Risk

EFR vs. VTV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EFR

EFR Risk / Return Rank: 24
EFR Sharpe Ratio Rank: 20
EFR Sortino Ratio Rank: 18
EFR Omega Ratio Rank: 18
EFR Calmar Ratio Rank: 32
EFR Martin Ratio Rank: 30

VTV

VTV Risk / Return Rank: 90
VTV Sharpe Ratio Rank: 91
VTV Sortino Ratio Rank: 92
VTV Omega Ratio Rank: 89
VTV Calmar Ratio Rank: 88
VTV Martin Ratio Rank: 89

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EFR vs. VTV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Senior Floating-Rate Trust (EFR) and Vanguard Value ETF (VTV). 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	VTV	Difference
Sharpe ratio: Return per unit of total volatility	-0.55	2.49	-3.04
Sortino ratio: Return per unit of downside risk	-0.73	3.57	-4.31
Omega ratio: Gain probability vs. loss probability	0.91	1.45	-0.54
Calmar ratio: Return relative to maximum drawdown	-0.38	4.05	-4.43
Martin ratio: Return relative to average drawdown	-0.75	15.35	-16.10

EFR vs. VTV - Sharpe Ratio Comparison

The current EFR Sharpe Ratio is -0.55, which is lower than the VTV Sharpe Ratio of 2.49. The chart below compares the historical Sharpe Ratios of EFR and VTV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

EFR vs. VTV - Drawdown Comparison

The maximum EFR drawdown since its inception was -60.55%, roughly equal to the maximum VTV drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for EFR and VTV.

Drawdown Indicators

	EFR	VTV	Difference
Max Drawdown Largest peak-to-trough decline	-60.55%	-59.27%	-1.28%
Max Drawdown (1Y) Largest decline over 1 year	-11.49%	-6.35%	-5.14%
Max Drawdown (3Y) Largest decline over 3 years	-18.30%	-14.52%	-3.78%
Max Drawdown (5Y) Largest decline over 5 years	-25.07%	-17.04%	-8.03%
Max Drawdown (10Y) Largest decline over 10 years	-42.04%	-36.78%	-5.26%
Current Drawdown Current decline from peak	-9.70%	-0.10%	-9.60%
Average Drawdown Average peak-to-trough decline	-9.01%	-7.83%	-1.18%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.74%	1.67%	+4.07%

Volatility

EFR vs. VTV - Volatility Comparison

The current volatility for Eaton Vance Senior Floating-Rate Trust (EFR) is 1.19%, while Vanguard Value ETF (VTV) has a volatility of 3.09%. This indicates that EFR experiences smaller price fluctuations and is considered to be less risky than VTV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EFR	VTV	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.19%	3.09%	-1.90%
Volatility (6M) Calculated over the trailing 6-month period	6.58%	7.74%	-1.16%
Volatility (1Y) Calculated over the trailing 1-year period	7.84%	10.38%	-2.54%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.06%	13.86%	-0.80%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.91%	16.61%	-1.70%

Dividends

EFR vs. VTV - Dividend Comparison

EFR's dividend yield for the trailing twelve months is around 8.75%, more than VTV's 1.86% 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%
VTV Vanguard Value ETF	1.86%	2.05%	2.31%	2.46%	2.52%	2.15%	2.56%	2.50%	2.73%	2.29%	2.44%	2.60%

Frequently Asked Questions

Can I hold both EFR and VTV in my portfolio?

EFR and VTV 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.

Which is riskier, EFR or VTV?

VTV has higher volatility (3.09%) compared to EFR (1.19%). In terms of maximum drawdown, EFR dropped -60.55% vs VTV's -59.27%.

Which has better risk-adjusted returns?

VTV currently has the higher Sharpe Ratio (2.49 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.