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 5.23%/yr vs 5.73%/yr for EFR. Their 0.67 correlation means they have sometimes moved together and sometimes differently.
Performance
EFT vs. EFR - 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 EFR's -0.64% return. Over the past 10 years, EFT has underperformed EFR with an annualized return of 5.23%, while EFR has yielded a comparatively higher 5.73% 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%
EFR
- 1D
- -0.47%
- 1M
- 0.74%
- 6M
- -2.02%
- YTD
- -0.64%
- 1Y
- -2.92%
- 3Y*
- 5.39%
- 5Y*
- 3.74%
- 10Y*
- 5.73%
- ALL TIME*
- 4.72%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.11M | $965.83K | $1.17M | |
| $699.02K | $595.84K | $824.52K |
EFT vs. EFR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EFT Eaton Vance Floating-Rate Income Trust | -2.04% | -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 | -0.64% | -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 0.65, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.65 |
Correlation (3Y) Balances recent behavior with more history. | 0.67 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.70 |
Correlation (10Y) Provides a long-term view across more market conditions. | 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 0.70 - a consistent structural relationship.
Fundamentals
EFT:
$282.52M
EFR:
$312.06M
EFT:
$0.59
EFR:
$2.31
EFT:
18.06
EFR:
4.58
EFT:
0.69
EFR:
0.02
EFT:
5.77
EFR:
3.55
EFT:
$48.98M
EFR:
$87.28M
EFT:
$35.24M
EFR:
$80.23M
EFT:
$28.33M
EFR:
$68.01M
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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 | -0.28 | ||
| Sortino ratioReturn per unit of downside risk | -0.44 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 0.92 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | -0.62 | -0.39 | -0.23 |
| Martin ratioReturn relative to average drawdown | -1.39 | -0.97 | -0.42 |
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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 | -10.54% | -9.32% | -1.22% |
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 | -10.75% | -9.79% | -0.96% |
Average DrawdownAverage peak-to-trough decline | -8.82% | -9.01% | +0.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.41% | 4.40% | +1.01% |
Volatility
EFT vs. EFR - Volatility Comparison
The current volatility for Eaton Vance Floating-Rate Income Trust (EFT) is 1.36%, while Eaton Vance Senior Floating-Rate Trust (EFR) has a volatility of 1.75%. 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 | 1.36% | 1.75% | -0.39% |
Volatility (6M)Calculated over the trailing 6-month period | 7.14% | 6.64% | +0.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.66% | 7.71% | +0.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.71% | 13.06% | -0.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.72% | 14.90% | +0.82% |
Dividends
EFT vs. EFR - Dividend Comparison
EFT's dividend yield for the trailing twelve months is around 8.91%, more than EFR's 8.64% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFR Eaton Vance Senior Floating-Rate Trust | 8.64% | 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 | 8.91% | 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 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EFR has higher volatility (1.75%) compared to EFT (1.36%). In terms of maximum drawdown, EFT dropped -60.58% vs EFR's -60.55%.
EFR currently has the higher Sharpe Ratio (-0.48 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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