EFT vs. ARCC
EFT (Eaton Vance Floating-Rate Income Trust) and ARCC (Ares Capital Corporation) are both stocks. Both operate in the Asset Management industry within the Financial Services sector. Over the past 10 years, EFT returned 5.23%/yr vs 12.33%/yr for ARCC. Their 0.28 correlation means their historical movements had little consistent relationship.
Performance
EFT vs. ARCC - Performance Comparison
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Returns By Period
In the year-to-date period, EFT achieves a -2.04% return, which is significantly higher than ARCC's -2.30% return. Over the past 10 years, EFT has underperformed ARCC with an annualized return of 5.23%, while ARCC has yielded a comparatively higher 12.33% annualized return.
EFT
- 1D
- -0.28%
- 1M
- -0.79%
- 6M
- -2.90%
- YTD
- -2.04%
- 1Y
- -5.78%
- 3Y*
- 5.96%
- 5Y*
- 3.14%
- 10Y*
- 5.23%
- ALL TIME*
- 4.57%
ARCC
- 1D
- -0.37%
- 1M
- 0.16%
- 6M
- -0.63%
- YTD
- -2.30%
- 1Y
- -7.66%
- 3Y*
- 8.39%
- 5Y*
- 8.57%
- 10Y*
- 12.33%
- ALL TIME*
- 11.98%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $81.64M | $84.10M | $93.93M | |
| $699.02K | $595.84K | $824.52K |
EFT vs. ARCC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EFT Eaton Vance Floating-Rate Income Trust | -2.04% | -3.77% | 13.17% | 27.14% | -19.69% | 21.00% | 2.41% | 16.85% | -6.14% | 1.63% |
ARCC Ares Capital Corporation | -2.30% | 1.07% | 19.78% | 20.03% | -3.84% | 36.14% | 0.86% | 31.30% | 8.81% | 4.50% |
Correlation
The correlation between EFT and ARCC is 0.28, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.28 |
Correlation (3Y) Balances recent behavior with more history. | 0.26 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.30 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.28 |
Correlation (All Time) Calculated using the full available price history since Oct 6, 2004 | 0.28 |
Fundamentals
EFT:
$282.52M
ARCC:
$13.47B
EFT:
$0.59
ARCC:
$1.35
EFT:
18.06
ARCC:
13.89
EFT:
0.69
ARCC:
2.08
EFT:
5.77
ARCC:
6.28
EFT:
0.88
ARCC:
0.97
EFT:
$48.98M
ARCC:
$2.13B
EFT:
$35.24M
ARCC:
$1.36B
EFT:
$28.33M
ARCC:
$1.26B
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Return for Risk
EFT vs. ARCC — Risk / Return Rank
EFT
ARCC
EFT vs. ARCC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Floating-Rate Income Trust (EFT) and Ares Capital Corporation (ARCC). 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.
| EFT | ARCC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.30 | ||
| Sortino ratioReturn per unit of downside risk | -0.55 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 0.94 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | -0.62 | -0.50 | -0.12 |
| Martin ratioReturn relative to average drawdown | -1.39 | -0.91 | -0.48 |
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Drawdowns
EFT vs. ARCC - Drawdown Comparison
The maximum EFT drawdown since its inception was -60.58%, smaller than the maximum ARCC drawdown of -79.36%. Use the drawdown chart below to compare losses from any high point for EFT and ARCC.
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Drawdown Indicators
| EFT | ARCC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.58% | -79.36% | +18.78% |
Max Drawdown (1Y)Largest decline over 1 year | -10.54% | -17.35% | +6.81% |
Max Drawdown (3Y)Largest decline over 3 years | -17.49% | -19.35% | +1.86% |
Max Drawdown (5Y)Largest decline over 5 years | -24.98% | -21.76% | -3.22% |
Max Drawdown (10Y)Largest decline over 10 years | -45.51% | -56.77% | +11.26% |
Current DrawdownCurrent decline from peak | -10.75% | -11.07% | +0.32% |
Average DrawdownAverage peak-to-trough decline | -8.82% | -9.12% | +0.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.41% | 9.51% | -4.10% |
Volatility
EFT vs. ARCC - Volatility Comparison
The current volatility for Eaton Vance Floating-Rate Income Trust (EFT) is 1.36%, while Ares Capital Corporation (ARCC) has a volatility of 4.33%. This indicates that EFT experiences smaller price fluctuations and is considered to be less risky than ARCC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EFT | ARCC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.36% | 4.33% | -2.97% |
Volatility (6M)Calculated over the trailing 6-month period | 7.14% | 14.79% | -7.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.66% | 18.86% | -10.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.71% | 19.97% | -7.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.72% | 25.58% | -9.86% |
Dividends
EFT vs. ARCC - Dividend Comparison
EFT's dividend yield for the trailing twelve months is around 8.91%, less than ARCC's 10.23% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ARCC Ares Capital Corporation | 10.23% | 9.49% | 8.77% | 9.59% | 10.12% | 7.65% | 9.47% | 9.01% | 9.88% | 9.67% | 9.22% | 11.02% |
EFT Eaton Vance Floating-Rate Income Trust | 8.91% | 9.55% | 10.52% | 11.09% | 9.81% | 5.24% | 5.88% | 7.41% | 6.77% | 5.73% | 5.54% | 6.57% |
Financials
EFT vs. ARCC - Financials Comparison
This section allows you to compare key financial metrics between Eaton Vance Floating-Rate Income Trust and Ares Capital Corporation. 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
EFT and ARCC have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ARCC has higher volatility (4.33%) compared to EFT (1.36%). In terms of maximum drawdown, EFT dropped -60.58% vs ARCC's -79.36%.
ARCC currently has the higher Sharpe Ratio (-0.46 vs -0.76), 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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