EIFAX vs. HHI.L
EIFAX (Eaton Vance Floating-Rate Advantage Fund) is Bank Loan fund managed by Eaton Vance, while HHI.L (Henderson High Income Trust) is a stock. Over the past 10 years, EIFAX returned 5.09%/yr vs 7.46%/yr for HHI.L. At a 0.19 correlation, their price movements are largely independent.
Performance
EIFAX vs. HHI.L - Performance Comparison
Loading charts...
Different Trading Currencies
EIFAX is traded in USD, while HHI.L is traded in GBp. To make them comparable, the HHI.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, EIFAX achieves a 0.37% return, which is significantly lower than HHI.L's 6.07% return. Over the past 10 years, EIFAX has underperformed HHI.L with an annualized return of 5.09%, while HHI.L has yielded a comparatively higher 7.46% annualized return.
EIFAX
- 1D
- -0.11%
- 1M
- 0.27%
- YTD
- 0.37%
- 6M
- 0.85%
- 1Y
- 3.49%
- 3Y*
- 6.86%
- 5Y*
- 4.87%
- 10Y*
- 5.09%
HHI.L
- 1D
- -0.38%
- 1M
- -1.37%
- YTD
- 6.07%
- 6M
- 4.20%
- 1Y
- 14.91%
- 3Y*
- 14.88%
- 5Y*
- 7.63%
- 10Y*
- 7.46%
EIFAX vs. HHI.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EIFAX Eaton Vance Floating-Rate Advantage Fund | 0.37% | 4.54% | 8.91% | 11.86% | -2.98% | 5.41% | 1.90% | 9.02% | 0.28% | 5.16% |
HHI.L Henderson High Income Trust | 6.07% | 31.84% | 9.03% | 6.21% | -11.74% | 26.86% | -15.13% | 32.14% | -16.25% | 19.02% |
Correlation
The correlation between EIFAX and HHI.L is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Mar 17, 2008 | 0.19 |
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
EIFAX vs. HHI.L — Risk / Return Rank
EIFAX
HHI.L
EIFAX vs. HHI.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Floating-Rate Advantage Fund (EIFAX) and Henderson High Income Trust (HHI.L). 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.
| EIFAX | HHI.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.48 | ||
| Sortino ratioReturn per unit of downside risk | +1.59 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.16 | +0.24 |
| Calmar ratioReturn relative to maximum drawdown | 1.53 | 1.06 | +0.47 |
| Martin ratioReturn relative to average drawdown | 4.61 | 3.47 | +1.14 |
Loading charts...
Drawdowns
EIFAX vs. HHI.L - Drawdown Comparison
The maximum EIFAX drawdown since its inception was -40.28%, smaller than the maximum HHI.L drawdown of -65.00%. Use the drawdown chart below to compare losses from any high point for EIFAX and HHI.L.
Loading charts...
Drawdown Indicators
| EIFAX | HHI.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.28% | -65.00% | +24.72% |
Max Drawdown (1Y)Largest decline over 1 year | -2.29% | -14.01% | +11.72% |
Max Drawdown (3Y)Largest decline over 3 years | -3.43% | -21.76% | +18.33% |
Max Drawdown (5Y)Largest decline over 5 years | -7.63% | -34.67% | +27.04% |
Max Drawdown (10Y)Largest decline over 10 years | -24.22% | -52.58% | +28.36% |
Current DrawdownCurrent decline from peak | -0.32% | -5.10% | +4.78% |
Average DrawdownAverage peak-to-trough decline | -2.26% | -15.29% | +13.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.76% | 4.28% | -3.52% |
Volatility
EIFAX vs. HHI.L - Volatility Comparison
The current volatility for Eaton Vance Floating-Rate Advantage Fund (EIFAX) is 0.70%, while Henderson High Income Trust (HHI.L) has a volatility of 3.99%. This indicates that EIFAX experiences smaller price fluctuations and is considered to be less risky than HHI.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| EIFAX | HHI.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.70% | 3.99% | -3.29% |
Volatility (6M)Calculated over the trailing 6-month period | 1.98% | 13.52% | -11.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.59% | 16.97% | -14.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.15% | 22.76% | -19.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.46% | 24.77% | -20.31% |
Dividends
EIFAX vs. HHI.L - Dividend Comparison
EIFAX's dividend yield for the trailing twelve months is around 7.64%, more than HHI.L's 5.63% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EIFAX Eaton Vance Floating-Rate Advantage Fund | 7.64% | 8.09% | 8.91% | 7.02% | 5.92% | 4.03% | 4.51% | 5.58% | 5.10% | 4.46% | 5.02% | 5.29% |
HHI.L Henderson High Income Trust | 5.63% | 5.81% | 6.52% | 6.61% | 6.14% | 5.61% | 6.73% | 5.11% | 6.02% | 4.95% | 4.98% | 5.48% |
Frequently Asked Questions
EIFAX and HHI.L have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for EIFAX and HHI.L
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer