EIBLX vs. DFRPX

Last updated Jun 24, 2026

EIBLX (Eaton Vance Floating Rate Fund) and DFRPX (DWS Floating Rate Fund Class S) are both Bank Loan funds. A 0.53 correlation means they provide meaningful diversification when combined. EIBLX charges 0.76%/yr vs 0.87%/yr for DFRPX.

Performance

EIBLX vs. DFRPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eaton Vance Floating Rate Fund (EIBLX) and DWS Floating Rate Fund Class S (DFRPX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

EIBLX

• 1D: -0.13%
• 1M: 0.27%
• YTD: 0.61%
• 6M: 0.96%
• 1Y: 3.25%
• 3Y*: 6.57%
• 5Y*: 4.77%
• 10Y*: 4.71%

DFRPX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

EIBLX vs. DFRPX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
EIBLX Eaton Vance Floating Rate Fund	0.61%	3.90%	8.14%	12.29%	-2.34%	4.33%	2.38%	7.07%	0.81%	4.48%
DFRPX DWS Floating Rate Fund Class S	0.38%	3.45%	7.72%	11.42%	-1.52%	3.75%	0.89%	8.69%	-0.58%	1.57%

Correlation

The correlation between EIBLX and DFRPX is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.11
Correlation (3Y) Calculated over the trailing 3-year period	0.30
Correlation (5Y) Calculated over the trailing 5-year period	0.50
Correlation (10Y) Calculated over the trailing 10-year period	0.49
Correlation (All Time) Calculated using the full available price history since Jun 29, 2007	0.53

Over the past year, the correlation between EIBLX and DFRPX has dropped to 0.11 - well below their long-term average of 0.53, suggesting their price drivers have been diverging.

Return for Risk

EIBLX vs. DFRPX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EIBLX

EIBLX Risk / Return Rank: 45
EIBLX Sharpe Ratio Rank: 29
EIBLX Sortino Ratio Rank: 62
EIBLX Omega Ratio Rank: 75
EIBLX Calmar Ratio Rank: 30
EIBLX Martin Ratio Rank: 27

DFRPX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EIBLX vs. DFRPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Floating Rate Fund (EIBLX) and DWS Floating Rate Fund Class S (DFRPX). 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.

	EIBLX	DFRPX	Difference
Sharpe ratio: Return per unit of total volatility	1.44	—	—
Sortino ratio: Return per unit of downside risk	3.02	—	—
Omega ratio: Gain probability vs. loss probability	1.45	—	—
Calmar ratio: Return relative to maximum drawdown	1.94	—	—
Martin ratio: Return relative to average drawdown	5.92	—	—

Drawdowns

Drawdown Indicators

	EIBLX	DFRPX	Difference
Max Drawdown Largest peak-to-trough decline	-32.53%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-1.68%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-2.72%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-6.27%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-18.70%	—	—
Current Drawdown Current decline from peak	-0.25%	—	—
Average Drawdown Average peak-to-trough decline	-1.65%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	0.55%	—	—

Volatility

Volatility by Period

	EIBLX	DFRPX	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.62%	—	—
Volatility (6M) Calculated over the trailing 6-month period	1.60%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	2.28%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	2.77%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	3.53%	—	—

EIBLX vs. DFRPX - Expense Ratio Comparison

EIBLX has a 0.76% expense ratio, which is lower than DFRPX's 0.87% expense ratio.

Dividends

EIBLX vs. DFRPX - Dividend Comparison

EIBLX's dividend yield for the trailing twelve months is around 7.05%, more than DFRPX's 4.52% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DFRPX DWS Floating Rate Fund Class S	4.52%	5.99%	8.67%	8.22%	4.25%	3.31%	3.75%	4.80%	4.21%	4.39%	4.76%	4.63%
EIBLX Eaton Vance Floating Rate Fund	7.05%	7.58%	8.29%	8.58%	5.02%	3.32%	3.68%	5.01%	4.46%	3.82%	4.14%	4.33%

Frequently Asked Questions

Can I hold both EIBLX and DFRPX in my portfolio?

EIBLX and DFRPX have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.