EFT vs. EFR
EFT (Eaton Vance Floating-Rate Income Trust) and EFR (Eaton Vance Senior Floating-Rate Trust) are both stocks. Both operate in the Asset Management industry within the Financial Services sector. Over the past 10 years, EFT returned 5.56%/yr vs 5.73%/yr for EFR. A 0.67 correlation means they provide meaningful diversification when combined.
Performance
EFT vs. EFR - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with EFT having a -2.09% return and EFR slightly lower at -2.12%. Both investments have delivered pretty close results over the past 10 years, with EFT having a 5.56% annualized return and EFR not far ahead at 5.73%.
EFT
- 1D
- 0.19%
- 1M
- -1.13%
- YTD
- -2.09%
- 6M
- -1.52%
- 1Y
- -4.12%
- 3Y*
- 7.98%
- 5Y*
- 3.47%
- 10Y*
- 5.56%
EFR
- 1D
- -0.29%
- 1M
- 0.44%
- YTD
- -2.12%
- 6M
- -1.41%
- 1Y
- -3.43%
- 3Y*
- 6.64%
- 5Y*
- 3.27%
- 10Y*
- 5.73%
EFT vs. EFR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EFT Eaton Vance Floating-Rate Income Trust | -2.09% | -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 | -2.12% | -4.85% | 11.32% | 29.25% | -18.73% | 22.88% | 0.83% | 16.43% | -6.96% | 3.37% |
Correlation
The correlation between EFT and EFR is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.66 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.68 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.69 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.65 |
Correlation (All Time) Calculated using the full available price history since Jul 26, 2004 | 0.67 |
The correlation between EFT and EFR has been stable across timeframes, ranging from 0.65 to 0.69 - a consistent structural relationship.
Fundamentals
EFT:
$60.18M
EFR:
$93.95M
EFT:
$36.55M
EFR:
$86.69M
EFT:
$24.44M
EFR:
$109.68M
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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.
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 | EFR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.01 | ||
| Sortino ratioReturn per unit of downside risk | -0.01 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 0.93 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | -0.32 | -0.30 | -0.02 |
| Martin ratioReturn relative to average drawdown | -0.62 | -0.62 | 0.00 |
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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.
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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% | -11.49% | -1.53% |
Max Drawdown (3Y)Largest decline over 3 years | -17.49% | -18.30% | +0.81% |
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 | -10.79% | -11.14% | +0.35% |
Average DrawdownAverage peak-to-trough decline | -8.82% | -9.01% | +0.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.70% | 5.58% | +1.12% |
Volatility
EFT vs. EFR - Volatility Comparison
The current volatility for Eaton Vance Floating-Rate Income Trust (EFT) is 1.16%, while Eaton Vance Senior Floating-Rate Trust (EFR) has a volatility of 1.88%. This indicates that EFT experiences smaller price fluctuations and is considered to be less risky than EFR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EFT | EFR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.16% | 1.88% | -0.72% |
Volatility (6M)Calculated over the trailing 6-month period | 7.49% | 6.61% | +0.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.31% | 8.00% | +1.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.75% | 13.06% | -0.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.75% | 14.93% | +0.82% |
Dividends
EFT vs. EFR - Dividend Comparison
EFT's dividend yield for the trailing twelve months is around 9.10%, more than EFR's 8.89% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFR Eaton Vance Senior Floating-Rate Trust | 8.89% | 9.53% | 9.76% | 10.37% | 10.39% | 5.62% | 6.39% | 7.34% | 7.46% | 5.42% | 5.82% | 6.95% |
EFT Eaton Vance Floating-Rate Income Trust | 9.10% | 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. 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
Frequently Asked Questions
EFT and EFR have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EFR has higher volatility (1.88%) compared to EFT (1.16%). In terms of maximum drawdown, EFT dropped -60.58% vs EFR's -60.55%.
EFR currently has the higher Sharpe Ratio (-0.43 vs -0.44), 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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