EFR vs. VVR
EFR (Eaton Vance Senior Floating-Rate Trust) and VVR (Invesco Senior Income Trust) are both stocks. Both operate in the Asset Management industry within the Financial Services sector. Over the past 10 years, EFR returned 5.76%/yr vs 6.00%/yr for VVR. At a 0.42 correlation, their price movements are largely independent.
Performance
EFR vs. VVR - Performance Comparison
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Returns By Period
In the year-to-date period, EFR achieves a -1.84% return, which is significantly higher than VVR's -2.54% return. Both investments have delivered pretty close results over the past 10 years, with EFR having a 5.76% annualized return and VVR not far ahead at 6.00%.
EFR
- 1D
- 0.00%
- 1M
- 0.72%
- YTD
- -1.84%
- 6M
- -1.04%
- 1Y
- -3.15%
- 3Y*
- 6.74%
- 5Y*
- 3.34%
- 10Y*
- 5.76%
VVR
- 1D
- 0.00%
- 1M
- 1.66%
- YTD
- -2.54%
- 6M
- -1.64%
- 1Y
- -5.70%
- 3Y*
- 4.95%
- 5Y*
- 4.11%
- 10Y*
- 6.00%
EFR vs. VVR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EFR Eaton Vance Senior Floating-Rate Trust | -1.84% | -4.85% | 11.32% | 29.25% | -18.73% | 22.88% | 0.83% | 16.43% | -6.96% | 3.37% |
VVR Invesco Senior Income Trust | -2.54% | -6.18% | 8.97% | 20.86% | -1.11% | 17.00% | -0.22% | 16.97% | -5.36% | 0.19% |
Correlation
The correlation between EFR and VVR is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.39 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.39 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Nov 25, 2003 | 0.42 |
The correlation between EFR and VVR shifts across timeframes, from 0.30 (1 year) to 0.42 (all time), reflecting how their relationship changes across market environments.
Fundamentals
EFR:
$93.95M
VVR:
$97.40M
EFR:
$86.69M
VVR:
$66.80M
EFR:
$109.68M
VVR:
$71.31M
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Return for Risk
EFR vs. VVR — Risk / Return Rank
EFR
VVR
EFR vs. VVR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Senior Floating-Rate Trust (EFR) and Invesco Senior Income Trust (VVR). 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 | VVR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.01 | ||
| Sortino ratioReturn per unit of downside risk | -0.05 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 0.94 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | -0.28 | -0.45 | +0.18 |
| Martin ratioReturn relative to average drawdown | -0.57 | -0.68 | +0.11 |
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Drawdowns
EFR vs. VVR - Drawdown Comparison
The maximum EFR drawdown since its inception was -60.55%, smaller than the maximum VVR drawdown of -73.79%. Use the drawdown chart below to compare losses from any high point for EFR and VVR.
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Drawdown Indicators
| EFR | VVR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.55% | -73.79% | +13.24% |
Max Drawdown (1Y)Largest decline over 1 year | -11.49% | -12.65% | +1.16% |
Max Drawdown (3Y)Largest decline over 3 years | -18.30% | -19.50% | +1.20% |
Max Drawdown (5Y)Largest decline over 5 years | -25.07% | -19.50% | -5.57% |
Max Drawdown (10Y)Largest decline over 10 years | -42.04% | -55.92% | +13.88% |
Current DrawdownCurrent decline from peak | -10.88% | -14.58% | +3.70% |
Average DrawdownAverage peak-to-trough decline | -9.01% | -10.91% | +1.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.57% | 8.40% | -2.83% |
Volatility
EFR vs. VVR - Volatility Comparison
The current volatility for Eaton Vance Senior Floating-Rate Trust (EFR) is 1.89%, while Invesco Senior Income Trust (VVR) has a volatility of 4.02%. This indicates that EFR experiences smaller price fluctuations and is considered to be less risky than VVR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EFR | VVR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.89% | 4.02% | -2.13% |
Volatility (6M)Calculated over the trailing 6-month period | 6.60% | 11.86% | -5.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.01% | 14.78% | -6.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.06% | 16.05% | -2.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.94% | 23.59% | -8.65% |
Dividends
EFR vs. VVR - Dividend Comparison
EFR's dividend yield for the trailing twelve months is around 8.87%, less than VVR's 14.70% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFR Eaton Vance Senior Floating-Rate Trust | 8.87% | 9.53% | 9.76% | 10.37% | 10.39% | 5.62% | 6.39% | 7.34% | 7.46% | 5.42% | 5.82% | 6.95% |
VVR Invesco Senior Income Trust | 14.70% | 13.94% | 13.06% | 11.54% | 11.46% | 7.22% | 6.71% | 6.22% | 6.68% | 5.95% | 6.41% | 7.97% |
Financials
EFR vs. VVR - Financials Comparison
This section allows you to compare key financial metrics between Eaton Vance Senior Floating-Rate Trust and Invesco Senior Income Trust. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
EFR and VVR have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VVR has higher volatility (4.02%) compared to EFR (1.89%). In terms of maximum drawdown, EFR dropped -60.55% vs VVR's -73.79%.
VVR currently has the higher Sharpe Ratio (-0.39 vs -0.40), 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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