EFT vs. BKLN
Compare and contrast key facts about Eaton Vance Floating-Rate Income Trust (EFT) and Invesco Senior Loan ETF (BKLN).
BKLN is a passively managed fund by Invesco that tracks the performance of the S&P/LSTA U.S. Leveraged Loan 100 Index. It was launched on Mar 3, 2011.
Performance
EFT vs. BKLN - Performance Comparison
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EFT vs. BKLN - 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% |
BKLN Invesco Senior Loan ETF | -1.08% | 6.88% | 8.21% | 12.53% | -2.51% | 2.32% | 1.32% | 10.03% | -1.32% | 2.13% |
Returns By Period
In the year-to-date period, EFT achieves a -4.39% return, which is significantly lower than BKLN's -1.08% return. Over the past 10 years, EFT has outperformed BKLN with an annualized return of 5.76%, while BKLN has yielded a comparatively lower 4.40% 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%
BKLN
- 1D
- 0.20%
- 1M
- 1.76%
- YTD
- -1.08%
- 6M
- 0.99%
- 1Y
- 5.72%
- 3Y*
- 7.64%
- 5Y*
- 5.07%
- 10Y*
- 4.40%
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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.
| EFT | BKLN | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.48 | 1.34 | -1.82 |
Sortino ratioReturn per unit of downside risk | -0.56 | 2.10 | -2.66 |
Omega ratioGain probability vs. loss probability | 0.91 | 1.38 | -0.47 |
Calmar ratioReturn relative to maximum drawdown | -0.56 | 1.91 | -2.47 |
Martin ratioReturn relative to average drawdown | -1.28 | 7.18 | -8.46 |
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 | BKLN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.48 | 1.34 | -1.82 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | 1.14 | -0.86 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | 0.68 | -0.32 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.26 | 0.63 | -0.37 |
Correlation
The correlation between EFT and BKLN is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
EFT vs. BKLN - Dividend Comparison
EFT's dividend yield for the trailing twelve months is around 9.86%, more than BKLN's 7.04% 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% |
BKLN Invesco Senior Loan ETF | 7.04% | 6.95% | 8.41% | 8.59% | 4.93% | 3.11% | 3.56% | 4.86% | 4.52% | 3.50% | 4.54% | 4.12% |
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 | -13.02% | -3.07% | -9.95% |
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 | -12.88% | -1.36% | -11.52% |
Average DrawdownAverage peak-to-trough decline | -8.80% | -1.10% | -7.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.69% | 0.82% | +4.87% |
Volatility
EFT vs. BKLN - Volatility Comparison
Eaton Vance Floating-Rate Income Trust (EFT) has a higher volatility of 5.25% compared to Invesco Senior Loan ETF (BKLN) at 1.75%. 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 | 5.25% | 1.75% | +3.50% |
Volatility (6M)Calculated over the trailing 6-month period | 6.96% | 2.43% | +4.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.97% | 4.27% | +9.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.67% | 4.46% | +8.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.74% | 6.44% | +9.30% |