EMO vs. EVF
EMO (ClearBridge Energy Midstream Opportunity Fund) is MLPs fund actively managed by Franklin Templeton, while EVF (Eaton Vance Senior Income Trust) is a stock. Over the past 10 years, EMO returned 6.84%/yr vs 5.99%/yr for EVF. At a 0.25 correlation, their price movements are largely independent.
Performance
EMO vs. EVF - Performance Comparison
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Returns By Period
In the year-to-date period, EMO achieves a 15.80% return, which is significantly higher than EVF's -2.18% return. Over the past 10 years, EMO has outperformed EVF with an annualized return of 6.84%, while EVF has yielded a comparatively lower 5.99% annualized return.
EMO
- 1D
- -0.22%
- 1M
- -2.28%
- YTD
- 15.80%
- 6M
- 14.62%
- 1Y
- 20.96%
- 3Y*
- 32.17%
- 5Y*
- 26.12%
- 10Y*
- 6.84%
EVF
- 1D
- -0.10%
- 1M
- 0.75%
- YTD
- -2.18%
- 6M
- -2.75%
- 1Y
- -3.96%
- 3Y*
- 8.04%
- 5Y*
- 3.14%
- 10Y*
- 5.99%
EMO vs. EVF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EMO ClearBridge Energy Midstream Opportunity Fund | 15.80% | 7.38% | 44.45% | 31.76% | 40.13% | 74.70% | -64.47% | 19.60% | -25.73% | 0.07% |
EVF Eaton Vance Senior Income Trust | -2.18% | -6.15% | 7.31% | 34.53% | -14.77% | 11.80% | 6.14% | 14.36% | -2.40% | 3.08% |
Correlation
The correlation between EMO and EVF is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Jun 15, 2011 | 0.25 |
Over the past year, the correlation between EMO and EVF has dropped to 0.04 - well below their long-term average of 0.25, suggesting their price drivers have been diverging.
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Return for Risk
EMO vs. EVF — Risk / Return Rank
EMO
EVF
EMO vs. EVF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ClearBridge Energy Midstream Opportunity Fund (EMO) and Eaton Vance Senior Income Trust (EVF). 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.
| EMO | EVF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.80 | ||
| Sortino ratioReturn per unit of downside risk | +2.57 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 0.91 | +0.32 |
| Calmar ratioReturn relative to maximum drawdown | 1.94 | -0.42 | +2.36 |
| Martin ratioReturn relative to average drawdown | 4.29 | -1.00 | +5.29 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EMO | EVF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.27 | -0.53 | +1.80 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.98 | 0.25 | +0.73 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.17 | 0.42 | -0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.11 | 0.26 | -0.15 |
Drawdowns
EMO vs. EVF - Drawdown Comparison
The maximum EMO drawdown since its inception was -95.06%, which is greater than EVF's maximum drawdown of -62.41%. Use the drawdown chart below to compare losses from any high point for EMO and EVF.
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Drawdown Indicators
| EMO | EVF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.06% | -62.41% | -32.65% |
Max Drawdown (1Y)Largest decline over 1 year | -10.87% | -9.41% | -1.46% |
Max Drawdown (3Y)Largest decline over 3 years | -18.81% | -16.86% | -1.95% |
Max Drawdown (5Y)Largest decline over 5 years | -28.59% | -23.76% | -4.83% |
Max Drawdown (10Y)Largest decline over 10 years | -93.02% | -41.01% | -52.01% |
Current DrawdownCurrent decline from peak | -6.64% | -10.98% | +4.34% |
Average DrawdownAverage peak-to-trough decline | -31.96% | -8.34% | -23.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.90% | 3.97% | +0.93% |
Volatility
EMO vs. EVF - Volatility Comparison
ClearBridge Energy Midstream Opportunity Fund (EMO) has a higher volatility of 6.24% compared to Eaton Vance Senior Income Trust (EVF) at 1.35%. This indicates that EMO's price experiences larger fluctuations and is considered to be riskier than EVF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EMO | EVF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.24% | 1.35% | +4.89% |
Volatility (6M)Calculated over the trailing 6-month period | 12.32% | 6.30% | +6.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.62% | 7.44% | +9.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.74% | 12.45% | +14.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.25% | 14.19% | +27.06% |
Dividends
EMO vs. EVF - Dividend Comparison
EMO's dividend yield for the trailing twelve months is around 8.61%, less than EVF's 9.33% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EMO ClearBridge Energy Midstream Opportunity Fund | 8.61% | 9.41% | 7.16% | 6.79% | 6.71% | 6.71% | 15.82% | 10.94% | 16.39% | 10.85% | 9.76% | 11.88% |
EVF Eaton Vance Senior Income Trust | 9.33% | 9.58% | 10.13% | 10.51% | 9.45% | 5.37% | 6.16% | 6.58% | 6.27% | 5.57% | 6.06% | 7.73% |
Frequently Asked Questions
EMO and EVF have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EMO has higher volatility (6.24%) compared to EVF (1.35%). In terms of maximum drawdown, EMO dropped -95.06% vs EVF's -62.41%.
EMO currently has the higher Sharpe Ratio (1.27 vs -0.53), 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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