EVF vs. HDV
EVF (Eaton Vance Senior Income Trust) is a stock, while HDV (iShares Core High Dividend ETF) is Dividend fund tracking the Morningstar Dividend Yield Focus Index. Over the past 10 years, EVF returned 5.70%/yr vs 9.57%/yr for HDV. Their 0.27 correlation means their historical movements had little consistent relationship.
Performance
EVF vs. HDV - Performance Comparison
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Returns By Period
In the year-to-date period, EVF achieves a -1.03% return, which is significantly lower than HDV's 19.66% return. Over the past 10 years, EVF has underperformed HDV with an annualized return of 5.70%, while HDV has yielded a comparatively higher 9.57% annualized return.
EVF
- 1D
- 0.00%
- 1M
- 0.44%
- 6M
- -2.49%
- YTD
- -1.03%
- 1Y
- -3.26%
- 3Y*
- 5.55%
- 5Y*
- 3.19%
- 10Y*
- 5.70%
- ALL TIME*
- 4.35%
HDV
- 1D
- -0.31%
- 1M
- 2.46%
- 6M
- 10.00%
- YTD
- 19.66%
- 1Y
- 25.24%
- 3Y*
- 15.80%
- 5Y*
- 12.13%
- 10Y*
- 9.57%
- ALL TIME*
- 10.80%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $254.76K | $293.39K | $281.69K | |
| $168.30M | $156.51M | $108.57M |
EVF vs. HDV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EVF Eaton Vance Senior Income Trust | -1.03% | -6.15% | 7.31% | 34.53% | -14.77% | 11.80% | 6.14% | 14.36% | -2.40% | 3.08% |
HDV iShares Core High Dividend ETF | 19.66% | 11.90% | 14.16% | 1.72% | 7.05% | 19.45% | -6.48% | 20.22% | -3.01% | 13.40% |
Correlation
The correlation between EVF and HDV is 0.07, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.07 |
Correlation (3Y) Balances recent behavior with more history. | 0.12 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.25 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.28 |
Correlation (All Time) Calculated using the full available price history since Mar 31, 2011 | 0.27 |
The correlation between EVF and HDV shifts across timeframes, from 0.07 (1 year) to 0.28 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
EVF vs. HDV — Risk / Return Rank
EVF
HDV
EVF vs. HDV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Senior Income Trust (EVF) and iShares Core High Dividend ETF (HDV). 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.
| EVF | HDV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.80 | ||
| Sortino ratioReturn per unit of downside risk | -4.12 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.41 | -0.49 |
| Calmar ratioReturn relative to maximum drawdown | -0.38 | 4.90 | -5.27 |
| Martin ratioReturn relative to average drawdown | -0.87 | 13.39 | -14.25 |
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Drawdowns
EVF vs. HDV - Drawdown Comparison
The maximum EVF drawdown since its inception was -62.41%, which is greater than HDV's maximum drawdown of -37.04%. Use the drawdown chart below to compare losses from any high point for EVF and HDV.
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Drawdown Indicators
| EVF | HDV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.41% | -37.04% | -25.37% |
Max Drawdown (1Y)Largest decline over 1 year | -8.66% | -5.18% | -3.48% |
Max Drawdown (3Y)Largest decline over 3 years | -16.86% | -10.49% | -6.37% |
Max Drawdown (5Y)Largest decline over 5 years | -23.76% | -15.42% | -8.34% |
Max Drawdown (10Y)Largest decline over 10 years | -41.01% | -37.04% | -3.97% |
Current DrawdownCurrent decline from peak | -9.94% | -1.72% | -8.22% |
Average DrawdownAverage peak-to-trough decline | -8.35% | -3.06% | -5.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.76% | 1.89% | +1.87% |
Volatility
EVF vs. HDV - Volatility Comparison
The current volatility for Eaton Vance Senior Income Trust (EVF) is 0.97%, while iShares Core High Dividend ETF (HDV) has a volatility of 4.52%. This indicates that EVF experiences smaller price fluctuations and is considered to be less risky than HDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EVF | HDV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.97% | 4.52% | -3.55% |
Volatility (6M)Calculated over the trailing 6-month period | 5.92% | 8.66% | -2.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.28% | 10.83% | -3.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.40% | 12.95% | -0.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.14% | 15.79% | -1.65% |
Dividends
EVF vs. HDV - Dividend Comparison
EVF's dividend yield for the trailing twelve months is around 8.89%, more than HDV's 3.08% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EVF Eaton Vance Senior Income Trust | 8.89% | 9.58% | 10.13% | 10.51% | 9.45% | 5.37% | 6.16% | 6.58% | 6.27% | 5.57% | 6.06% | 7.73% |
HDV iShares Core High Dividend ETF | 3.08% | 3.22% | 3.67% | 3.82% | 3.56% | 3.47% | 4.07% | 3.27% | 3.67% | 3.27% | 3.28% | 3.92% |
Frequently Asked Questions
EVF and HDV have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HDV has higher volatility (4.52%) compared to EVF (0.97%). In terms of maximum drawdown, EVF dropped -62.41% vs HDV's -37.04%.
HDV currently has the higher Sharpe Ratio (2.34 vs -0.45), 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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