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EIFAX vs. NUHY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EIFAX vs. NUHY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eaton Vance Floating-Rate Advantage Fund (EIFAX) and Nuveen ESG High Yield Corporate Bond ETF (NUHY). The values are adjusted to include any dividend payments, if applicable.

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EIFAX vs. NUHY - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
EIFAX
Eaton Vance Floating-Rate Advantage Fund
-1.88%4.54%8.91%11.86%-2.98%5.41%1.90%2.48%
NUHY
Nuveen ESG High Yield Corporate Bond ETF
-0.50%9.12%7.26%11.18%-11.80%2.46%4.14%2.21%

Returns By Period

In the year-to-date period, EIFAX achieves a -1.88% return, which is significantly lower than NUHY's -0.50% return.


EIFAX

1D
0.11%
1M
-0.32%
YTD
-1.88%
6M
-1.19%
1Y
2.70%
3Y*
6.43%
5Y*
4.64%
10Y*
5.15%

NUHY

1D
0.43%
1M
-0.90%
YTD
-0.50%
6M
0.82%
1Y
6.99%
3Y*
7.78%
5Y*
3.21%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EIFAX vs. NUHY - Expense Ratio Comparison

EIFAX has a 0.47% expense ratio, which is higher than NUHY's 0.30% expense ratio.


Return for Risk

EIFAX vs. NUHY — Risk / Return Rank

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

EIFAX
EIFAX Risk / Return Rank: 4242
Overall Rank
EIFAX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
EIFAX Sortino Ratio Rank: 3333
Sortino Ratio Rank
EIFAX Omega Ratio Rank: 6262
Omega Ratio Rank
EIFAX Calmar Ratio Rank: 4545
Calmar Ratio Rank
EIFAX Martin Ratio Rank: 3535
Martin Ratio Rank

NUHY
NUHY Risk / Return Rank: 7070
Overall Rank
NUHY Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
NUHY Sortino Ratio Rank: 6767
Sortino Ratio Rank
NUHY Omega Ratio Rank: 7676
Omega Ratio Rank
NUHY Calmar Ratio Rank: 6666
Calmar Ratio Rank
NUHY Martin Ratio Rank: 7575
Martin Ratio Rank
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.

EIFAX vs. NUHY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Floating-Rate Advantage Fund (EIFAX) and Nuveen ESG High Yield Corporate Bond ETF (NUHY). 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.


EIFAXNUHYDifference

Sharpe ratio

Return per unit of total volatility

0.82

1.25

-0.43

Sortino ratio

Return per unit of downside risk

1.20

1.78

-0.58

Omega ratio

Gain probability vs. loss probability

1.25

1.30

-0.05

Calmar ratio

Return relative to maximum drawdown

1.22

1.83

-0.61

Martin ratio

Return relative to average drawdown

3.93

8.64

-4.70

EIFAX vs. NUHY - Sharpe Ratio Comparison

The current EIFAX Sharpe Ratio is 0.82, which is lower than the NUHY Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of EIFAX and NUHY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EIFAXNUHYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.82

1.25

-0.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.50

0.44

+1.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.16

Sharpe Ratio (All Time)

Calculated using the full available price history

1.17

0.40

+0.77

Correlation

The correlation between EIFAX and NUHY is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

EIFAX vs. NUHY - Dividend Comparison

EIFAX's dividend yield for the trailing twelve months is around 7.40%, more than NUHY's 6.63% yield.


TTM20252024202320222021202020192018201720162015
EIFAX
Eaton Vance Floating-Rate Advantage Fund
7.40%8.09%8.91%7.02%5.92%4.03%4.51%5.58%5.10%4.46%5.02%5.29%
NUHY
Nuveen ESG High Yield Corporate Bond ETF
6.63%6.51%6.59%6.64%6.36%4.88%5.10%1.37%0.00%0.00%0.00%0.00%

Drawdowns

EIFAX vs. NUHY - Drawdown Comparison

The maximum EIFAX drawdown since its inception was -40.28%, which is greater than NUHY's maximum drawdown of -20.14%. Use the drawdown chart below to compare losses from any high point for EIFAX and NUHY.


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Drawdown Indicators


EIFAXNUHYDifference

Max Drawdown

Largest peak-to-trough decline

-40.28%

-20.14%

-20.14%

Max Drawdown (1Y)

Largest decline over 1 year

-2.45%

-3.96%

+1.51%

Max Drawdown (5Y)

Largest decline over 5 years

-7.63%

-16.92%

+9.29%

Max Drawdown (10Y)

Largest decline over 10 years

-24.22%

Current Drawdown

Current decline from peak

-2.18%

-1.34%

-0.84%

Average Drawdown

Average peak-to-trough decline

-2.28%

-3.61%

+1.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.79%

0.84%

-0.05%

Volatility

EIFAX vs. NUHY - Volatility Comparison

The current volatility for Eaton Vance Floating-Rate Advantage Fund (EIFAX) is 0.85%, while Nuveen ESG High Yield Corporate Bond ETF (NUHY) has a volatility of 2.20%. This indicates that EIFAX experiences smaller price fluctuations and is considered to be less risky than NUHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EIFAXNUHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.85%

2.20%

-1.35%

Volatility (6M)

Calculated over the trailing 6-month period

1.83%

2.85%

-1.02%

Volatility (1Y)

Calculated over the trailing 1-year period

3.31%

5.61%

-2.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.10%

7.29%

-4.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.45%

8.59%

-4.14%