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 5.62%/yr vs 5.98%/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
In the year-to-date period, EFT achieves a -1.45% return, which is significantly lower than EFR's -0.53% return. Over the past 10 years, EFT has underperformed EFR with an annualized return of 5.62%, while EFR has yielded a comparatively higher 5.98% annualized return.
EFT
- 1D
- 0.28%
- 1M
- 0.44%
- 6M
- -3.59%
- YTD
- -1.45%
- 1Y
- -6.80%
- 3Y*
- 6.89%
- 5Y*
- 3.42%
- 10Y*
- 5.62%
EFR
- 1D
- 0.19%
- 1M
- 1.39%
- 6M
- -1.94%
- YTD
- -0.53%
- 1Y
- -4.30%
- 3Y*
- 6.45%
- 5Y*
- 3.57%
- 10Y*
- 5.98%
EFT vs. EFR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EFT Eaton Vance Floating-Rate Income Trust | -1.45% | -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 | -0.53% | -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 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 | 0.65 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.67 |
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:
$285.98M
EFR:
$314.43M
EFT:
$0.85
EFR:
$2.31
EFT:
12.67
EFR:
4.61
EFT:
0.09
EFR:
0.02
EFT:
4.75
EFR:
3.58
EFT:
$60.18M
EFR:
$87.28M
EFT:
$36.55M
EFR:
$80.23M
EFT:
$24.44M
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 | -0.19 | ||
| Sortino ratioReturn per unit of downside risk | -0.28 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 0.91 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | -0.52 | -0.38 | -0.15 |
| Martin ratioReturn relative to average drawdown | -0.98 | -0.75 | -0.23 |
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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 | -10.21% | -9.70% | -0.51% |
Average DrawdownAverage peak-to-trough decline | -8.82% | -9.01% | +0.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.94% | 5.74% | +1.20% |
Volatility
EFT vs. EFR - Volatility Comparison
The current volatility for Eaton Vance Floating-Rate Income Trust (EFT) is 1.11%, while Eaton Vance Senior Floating-Rate Trust (EFR) has a volatility of 1.19%. 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 | 1.11% | 1.19% | -0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 7.38% | 6.58% | +0.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.21% | 7.84% | +1.37% |
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 | 15.73% | 14.91% | +0.82% |
Dividends
EFT vs. EFR - Dividend Comparison
EFT's dividend yield for the trailing twelve months is around 9.04%, more than EFR's 8.75% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFR Eaton Vance Senior Floating-Rate Trust | 8.75% | 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 | 9.04% | 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 (1.19%) compared to EFT (1.11%). In terms of maximum drawdown, EFT dropped -60.58% vs EFR's -60.55%.
EFR currently has the higher Sharpe Ratio (-0.55 vs -0.74), 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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