EVF vs. FFRHX
Compare and contrast key facts about Eaton Vance Senior Income Trust (EVF) and Fidelity Floating Rate High Income Fund (FFRHX).
FFRHX is managed by Fidelity. It was launched on Aug 16, 2000.
Performance
EVF vs. FFRHX - Performance Comparison
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EVF vs. FFRHX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EVF Eaton Vance Senior Income Trust | -3.15% | -6.15% | 7.31% | 34.53% | -14.77% | 11.80% | 6.14% | 14.36% | -2.40% | 3.08% |
FFRHX Fidelity Floating Rate High Income Fund | -0.61% | 5.47% | 7.10% | 12.63% | -1.55% | 5.01% | 1.69% | 8.63% | 0.10% | 3.91% |
Returns By Period
In the year-to-date period, EVF achieves a -3.15% return, which is significantly lower than FFRHX's -0.61% return. Over the past 10 years, EVF has outperformed FFRHX with an annualized return of 6.36%, while FFRHX has yielded a comparatively lower 4.98% annualized return.
EVF
- 1D
- 2.67%
- 1M
- -1.19%
- YTD
- -3.15%
- 6M
- -4.82%
- 1Y
- -6.53%
- 3Y*
- 8.26%
- 5Y*
- 3.55%
- 10Y*
- 6.36%
FFRHX
- 1D
- -0.11%
- 1M
- 0.11%
- YTD
- -0.61%
- 6M
- 0.66%
- 1Y
- 4.54%
- 3Y*
- 7.04%
- 5Y*
- 5.20%
- 10Y*
- 4.98%
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Return for Risk
EVF vs. FFRHX — Risk / Return Rank
EVF
FFRHX
EVF vs. FFRHX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Senior Income Trust (EVF) and Fidelity Floating Rate High Income Fund (FFRHX). 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.
| EVF | FFRHX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.52 | 1.51 | -2.03 |
Sortino ratioReturn per unit of downside risk | -0.62 | 2.14 | -2.76 |
Omega ratioGain probability vs. loss probability | 0.90 | 1.50 | -0.61 |
Calmar ratioReturn relative to maximum drawdown | -0.57 | 1.71 | -2.28 |
Martin ratioReturn relative to average drawdown | -1.92 | 8.28 | -10.21 |
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
| EVF | FFRHX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.52 | 1.51 | -2.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.29 | 1.84 | -1.55 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 1.21 | -0.76 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.26 | 1.13 | -0.87 |
Correlation
The correlation between EVF and FFRHX is 0.20, 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
EVF vs. FFRHX - Dividend Comparison
EVF's dividend yield for the trailing twelve months is around 9.76%, more than FFRHX's 6.75% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EVF Eaton Vance Senior Income Trust | 9.76% | 9.58% | 10.13% | 10.51% | 9.45% | 5.37% | 6.16% | 6.58% | 6.27% | 5.57% | 6.06% | 7.73% |
FFRHX Fidelity Floating Rate High Income Fund | 6.75% | 7.41% | 6.94% | 8.24% | 3.81% | 2.74% | 3.84% | 5.15% | 4.74% | 4.05% | 4.44% | 3.69% |
Drawdowns
EVF vs. FFRHX - Drawdown Comparison
The maximum EVF drawdown since its inception was -62.41%, which is greater than FFRHX's maximum drawdown of -22.20%. Use the drawdown chart below to compare losses from any high point for EVF and FFRHX.
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Drawdown Indicators
| EVF | FFRHX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.41% | -22.20% | -40.21% |
Max Drawdown (1Y)Largest decline over 1 year | -11.36% | -2.74% | -8.62% |
Max Drawdown (5Y)Largest decline over 5 years | -23.76% | -5.90% | -17.86% |
Max Drawdown (10Y)Largest decline over 10 years | -41.01% | -22.20% | -18.81% |
Current DrawdownCurrent decline from peak | -11.87% | -0.83% | -11.04% |
Average DrawdownAverage peak-to-trough decline | -8.32% | -1.16% | -7.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.48% | 0.59% | +2.89% |
Volatility
EVF vs. FFRHX - Volatility Comparison
Eaton Vance Senior Income Trust (EVF) has a higher volatility of 4.40% compared to Fidelity Floating Rate High Income Fund (FFRHX) at 0.66%. This indicates that EVF's price experiences larger fluctuations and is considered to be riskier than FFRHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EVF | FFRHX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.40% | 0.66% | +3.74% |
Volatility (6M)Calculated over the trailing 6-month period | 6.10% | 1.61% | +4.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.63% | 3.32% | +9.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.41% | 2.84% | +9.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.19% | 4.13% | +10.06% |