EFT vs. BGT
Compare and contrast key facts about Eaton Vance Floating-Rate Income Trust (EFT) and BlackRock Floating Rate Income Trust (BGT).
BGT is managed by BlackRock. It was launched on Aug 26, 2004.
Performance
EFT vs. BGT - Performance Comparison
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EFT vs. BGT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EFT Eaton Vance Floating-Rate Income Trust | -4.39% | -3.77% | 13.17% | 27.14% | -19.69% | 21.00% | 2.41% | 16.85% | -6.14% | 1.63% |
BGT BlackRock Floating Rate Income Trust | -1.91% | -0.84% | 16.12% | 26.29% | -16.57% | 25.89% | -0.81% | 18.97% | -11.95% | 3.91% |
Returns By Period
In the year-to-date period, EFT achieves a -4.39% return, which is significantly lower than BGT's -1.91% return. Over the past 10 years, EFT has underperformed BGT with an annualized return of 5.76%, while BGT has yielded a comparatively higher 6.51% annualized return.
EFT
- 1D
- -0.84%
- 1M
- -1.44%
- YTD
- -4.39%
- 6M
- -5.13%
- 1Y
- -6.62%
- 3Y*
- 7.80%
- 5Y*
- 3.52%
- 10Y*
- 5.76%
BGT
- 1D
- 0.00%
- 1M
- -1.07%
- YTD
- -1.91%
- 6M
- -5.80%
- 1Y
- -2.05%
- 3Y*
- 10.79%
- 5Y*
- 6.72%
- 10Y*
- 6.51%
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Return for Risk
EFT vs. BGT — Risk / Return Rank
EFT
BGT
EFT vs. BGT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Floating-Rate Income Trust (EFT) and BlackRock Floating Rate Income Trust (BGT). 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.
| EFT | BGT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.48 | -0.14 | -0.34 |
Sortino ratioReturn per unit of downside risk | -0.56 | -0.08 | -0.48 |
Omega ratioGain probability vs. loss probability | 0.91 | 0.99 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | -0.56 | -0.18 | -0.38 |
Martin ratioReturn relative to average drawdown | -1.28 | -0.45 | -0.83 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EFT | BGT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.48 | -0.14 | -0.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | 0.50 | -0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | 0.43 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.26 | 0.29 | -0.03 |
Correlation
The correlation between EFT and BGT is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
EFT vs. BGT - Dividend Comparison
EFT's dividend yield for the trailing twelve months is around 9.86%, less than BGT's 13.41% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFT Eaton Vance Floating-Rate Income Trust | 9.86% | 9.55% | 10.52% | 11.09% | 9.81% | 5.24% | 5.88% | 7.41% | 6.77% | 5.73% | 5.54% | 6.57% |
BGT BlackRock Floating Rate Income Trust | 13.41% | 12.74% | 11.22% | 10.36% | 6.87% | 5.55% | 7.58% | 6.33% | 6.64% | 5.03% | 5.03% | 6.04% |
Drawdowns
EFT vs. BGT - Drawdown Comparison
The maximum EFT drawdown since its inception was -60.58%, roughly equal to the maximum BGT drawdown of -58.06%. Use the drawdown chart below to compare losses from any high point for EFT and BGT.
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Drawdown Indicators
| EFT | BGT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.58% | -58.06% | -2.52% |
Max Drawdown (1Y)Largest decline over 1 year | -13.02% | -11.19% | -1.83% |
Max Drawdown (5Y)Largest decline over 5 years | -24.98% | -23.19% | -1.79% |
Max Drawdown (10Y)Largest decline over 10 years | -45.51% | -41.90% | -3.61% |
Current DrawdownCurrent decline from peak | -12.88% | -7.89% | -4.99% |
Average DrawdownAverage peak-to-trough decline | -8.80% | -8.14% | -0.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.69% | 4.71% | +0.98% |
Volatility
EFT vs. BGT - Volatility Comparison
Eaton Vance Floating-Rate Income Trust (EFT) has a higher volatility of 5.25% compared to BlackRock Floating Rate Income Trust (BGT) at 4.64%. This indicates that EFT's price experiences larger fluctuations and is considered to be riskier than BGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EFT | BGT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.25% | 4.64% | +0.61% |
Volatility (6M)Calculated over the trailing 6-month period | 6.96% | 7.44% | -0.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.97% | 15.04% | -1.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.67% | 13.48% | -0.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.74% | 15.31% | +0.43% |