EFT vs. EFR
Compare and contrast key facts about Eaton Vance Floating-Rate Income Trust (EFT) and Eaton Vance Senior Floating-Rate Trust (EFR).
Performance
EFT vs. EFR - Performance Comparison
Loading graphics...
EFT vs. EFR - 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% |
EFR Eaton Vance Senior Floating-Rate Trust | -4.62% | -4.85% | 11.32% | 29.25% | -18.73% | 22.88% | 0.83% | 16.43% | -6.96% | 3.37% |
Fundamentals
EFT:
$60.18M
EFR:
$93.95M
EFT:
$36.55M
EFR:
$86.69M
EFT:
$24.44M
EFR:
$109.68M
Returns By Period
In the year-to-date period, EFT achieves a -4.39% return, which is significantly higher than EFR's -4.62% return. Both investments have delivered pretty close results over the past 10 years, with EFT having a 5.76% annualized return and EFR not far ahead at 5.99%.
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%
EFR
- 1D
- -1.23%
- 1M
- -1.41%
- YTD
- -4.62%
- 6M
- -4.96%
- 1Y
- -6.56%
- 3Y*
- 7.41%
- 5Y*
- 3.48%
- 10Y*
- 5.99%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
EFT vs. EFR — Risk / Return Rank
EFT
EFR
EFT vs. EFR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Floating-Rate Income Trust (EFT) and Eaton Vance Senior Floating-Rate Trust (EFR). 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 | EFR | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.48 | -0.52 | +0.04 |
Sortino ratioReturn per unit of downside risk | -0.56 | -0.62 | +0.06 |
Omega ratioGain probability vs. loss probability | 0.91 | 0.89 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | -0.56 | -0.61 | +0.05 |
Martin ratioReturn relative to average drawdown | -1.28 | -1.55 | +0.27 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| EFT | EFR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.48 | -0.52 | +0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | 0.27 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | 0.40 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.26 | 0.28 | -0.02 |
Correlation
The correlation between EFT and EFR is 0.68, 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. EFR - Dividend Comparison
EFT's dividend yield for the trailing twelve months is around 9.86%, more than EFR's 9.63% 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% |
EFR Eaton Vance Senior Floating-Rate Trust | 9.63% | 9.53% | 9.76% | 10.37% | 10.39% | 5.62% | 6.39% | 7.34% | 7.46% | 5.42% | 5.82% | 6.95% |
Drawdowns
EFT vs. EFR - Drawdown Comparison
The maximum EFT drawdown since its inception was -60.58%, roughly equal to the maximum EFR drawdown of -60.55%. Use the drawdown chart below to compare losses from any high point for EFT and EFR.
Loading graphics...
Drawdown Indicators
| EFT | EFR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.58% | -60.55% | -0.03% |
Max Drawdown (1Y)Largest decline over 1 year | -13.02% | -11.55% | -1.47% |
Max Drawdown (5Y)Largest decline over 5 years | -24.98% | -25.07% | +0.09% |
Max Drawdown (10Y)Largest decline over 10 years | -45.51% | -42.04% | -3.47% |
Current DrawdownCurrent decline from peak | -12.88% | -13.40% | +0.52% |
Average DrawdownAverage peak-to-trough decline | -8.80% | -8.98% | +0.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.69% | 4.66% | +1.03% |
Volatility
EFT vs. EFR - Volatility Comparison
Eaton Vance Floating-Rate Income Trust (EFT) has a higher volatility of 5.25% compared to Eaton Vance Senior Floating-Rate Trust (EFR) at 4.87%. This indicates that EFT's price experiences larger fluctuations and is considered to be riskier than EFR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| EFT | EFR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.25% | 4.87% | +0.38% |
Volatility (6M)Calculated over the trailing 6-month period | 6.96% | 6.24% | +0.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.97% | 12.70% | +1.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.67% | 13.02% | -0.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.74% | 14.95% | +0.79% |
Financials
EFT vs. EFR - Financials Comparison
This section allows you to compare key financial metrics between Eaton Vance Floating-Rate Income Trust and Eaton Vance Senior Floating-Rate 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