EFT vs. BKLN
EFT (Eaton Vance Floating-Rate Income Trust) is a stock, while BKLN (Invesco Senior Loan ETF) is Bank Loan fund tracking the Morningstar LSTA US Leveraged Loan 100 Index. Over the past 10 years, EFT returned 5.23%/yr vs 4.23%/yr for BKLN. Their 0.33 correlation means their historical movements had little consistent relationship.
Performance
EFT vs. BKLN - Performance Comparison
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Returns By Period
In the year-to-date period, EFT achieves a -2.04% return, which is significantly lower than BKLN's 0.65% return. Over the past 10 years, EFT has outperformed BKLN with an annualized return of 5.23%, while BKLN has yielded a comparatively lower 4.23% 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%
BKLN
- 1D
- 0.05%
- 1M
- 0.73%
- 6M
- 1.39%
- YTD
- 0.65%
- 1Y
- 4.08%
- 3Y*
- 6.92%
- 5Y*
- 5.35%
- 10Y*
- 4.23%
- ALL TIME*
- 3.73%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $118.65M | $121.61M | $174.22M | |
| $699.02K | $595.84K | $824.52K |
EFT vs. BKLN - 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% |
BKLN Invesco Senior Loan ETF | 0.65% | 6.88% | 8.21% | 12.53% | -2.51% | 2.32% | 1.32% | 10.03% | -1.32% | 2.13% |
Correlation
The correlation between EFT and BKLN is 0.35, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.35 |
Correlation (3Y) Balances recent behavior with more history. | 0.33 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.38 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.38 |
Correlation (All Time) Calculated using the full available price history since Mar 3, 2011 | 0.33 |
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Return for Risk
EFT vs. BKLN — Risk / Return Rank
EFT
BKLN
EFT vs. BKLN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Floating-Rate Income Trust (EFT) and Invesco Senior Loan ETF (BKLN). 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 | BKLN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.16 | ||
| Sortino ratioReturn per unit of downside risk | -3.16 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 1.32 | -0.45 |
| Calmar ratioReturn relative to maximum drawdown | -0.62 | 1.27 | -1.89 |
| Martin ratioReturn relative to average drawdown | -1.39 | 4.91 | -6.30 |
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Drawdowns
EFT vs. BKLN - Drawdown Comparison
The maximum EFT drawdown since its inception was -60.58%, which is greater than BKLN's maximum drawdown of -24.17%. Use the drawdown chart below to compare losses from any high point for EFT and BKLN.
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Drawdown Indicators
| EFT | BKLN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.58% | -24.17% | -36.41% |
Max Drawdown (1Y)Largest decline over 1 year | -10.54% | -3.07% | -7.47% |
Max Drawdown (3Y)Largest decline over 3 years | -17.49% | -3.55% | -13.94% |
Max Drawdown (5Y)Largest decline over 5 years | -24.98% | -7.31% | -17.67% |
Max Drawdown (10Y)Largest decline over 10 years | -45.51% | -24.17% | -21.34% |
Current DrawdownCurrent decline from peak | -10.75% | -0.05% | -10.70% |
Average DrawdownAverage peak-to-trough decline | -8.82% | -1.08% | -7.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.41% | 0.79% | +4.62% |
Volatility
EFT vs. BKLN - Volatility Comparison
Eaton Vance Floating-Rate Income Trust (EFT) has a higher volatility of 1.36% compared to Invesco Senior Loan ETF (BKLN) at 0.34%. This indicates that EFT's price experiences larger fluctuations and is considered to be riskier than BKLN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EFT | BKLN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.36% | 0.34% | +1.02% |
Volatility (6M)Calculated over the trailing 6-month period | 7.14% | 2.53% | +4.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.66% | 2.77% | +5.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.71% | 4.47% | +8.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.72% | 6.41% | +9.31% |
Dividends
EFT vs. BKLN - Dividend Comparison
EFT's dividend yield for the trailing twelve months is around 8.91%, more than BKLN's 6.53% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BKLN Invesco Senior Loan ETF | 6.53% | 6.95% | 8.41% | 8.59% | 4.93% | 3.11% | 3.56% | 4.86% | 4.52% | 3.50% | 4.54% | 4.12% |
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% |
Frequently Asked Questions
EFT and BKLN have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EFT has higher volatility (1.36%) compared to BKLN (0.34%). In terms of maximum drawdown, EFT dropped -60.58% vs BKLN's -24.17%.
BKLN currently has the higher Sharpe Ratio (1.41 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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