EVF vs. JAAA
EVF (Eaton Vance Senior Income Trust) is a stock, while JAAA (Janus Henderson AAA CLO ETF) is CLO fund actively managed by Janus Henderson. Over the past 5 years, EVF returned 3.31%/yr vs 4.80%/yr for JAAA. At a 0.12 correlation, their price movements are largely independent.
Performance
EVF vs. JAAA - 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 JAAA's 2.27% return.
EVF
- 1D
- 0.24%
- 1M
- 0.85%
- 6M
- -2.87%
- YTD
- -1.03%
- 1Y
- -4.28%
- 3Y*
- 7.28%
- 5Y*
- 3.31%
- 10Y*
- 5.80%
JAAA
- 1D
- -0.06%
- 1M
- 0.28%
- 6M
- 2.11%
- YTD
- 2.27%
- 1Y
- 4.82%
- 3Y*
- 6.44%
- 5Y*
- 4.80%
- 10Y*
- —
EVF vs. JAAA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EVF Eaton Vance Senior Income Trust | -1.03% | -6.15% | 7.31% | 34.53% | -14.77% | 11.80% | 7.30% |
JAAA Janus Henderson AAA CLO ETF | 2.27% | 5.16% | 7.43% | 8.59% | 0.49% | 1.39% | 0.76% |
Correlation
The correlation between EVF and JAAA is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Oct 19, 2020 | 0.12 |
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Return for Risk
EVF vs. JAAA — Risk / Return Rank
EVF
JAAA
EVF vs. JAAA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Senior Income Trust (EVF) and Janus Henderson AAA CLO ETF (JAAA). 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 | JAAA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -6.61 | ||
| Sortino ratioReturn per unit of downside risk | -10.73 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 2.74 | -1.84 |
| Calmar ratioReturn relative to maximum drawdown | -0.49 | 12.47 | -12.96 |
| Martin ratioReturn relative to average drawdown | -1.13 | 67.72 | -68.85 |
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Drawdowns
EVF vs. JAAA - Drawdown Comparison
The maximum EVF drawdown since its inception was -62.41%, which is greater than JAAA's maximum drawdown of -2.64%. Use the drawdown chart below to compare losses from any high point for EVF and JAAA.
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Drawdown Indicators
| EVF | JAAA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.41% | -2.64% | -59.77% |
Max Drawdown (1Y)Largest decline over 1 year | -8.81% | -0.39% | -8.42% |
Max Drawdown (3Y)Largest decline over 3 years | -16.86% | -1.46% | -15.40% |
Max Drawdown (5Y)Largest decline over 5 years | -23.76% | -2.64% | -21.12% |
Max Drawdown (10Y)Largest decline over 10 years | -41.01% | — | — |
Current DrawdownCurrent decline from peak | -9.94% | -0.06% | -9.88% |
Average DrawdownAverage peak-to-trough decline | -8.34% | -0.25% | -8.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.92% | 0.07% | +3.85% |
Volatility
EVF vs. JAAA - Volatility Comparison
Eaton Vance Senior Income Trust (EVF) has a higher volatility of 0.88% compared to Janus Henderson AAA CLO ETF (JAAA) at 0.16%. This indicates that EVF's price experiences larger fluctuations and is considered to be riskier than JAAA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EVF | JAAA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.88% | 0.16% | +0.72% |
Volatility (6M)Calculated over the trailing 6-month period | 6.11% | 0.63% | +5.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.30% | 0.81% | +6.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.44% | 1.67% | +10.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.15% | 1.63% | +12.52% |
Dividends
EVF vs. JAAA - Dividend Comparison
EVF's dividend yield for the trailing twelve months is around 8.89%, more than JAAA's 4.95% 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% |
JAAA Janus Henderson AAA CLO ETF | 4.95% | 5.30% | 6.35% | 6.11% | 2.74% | 1.21% | 0.26% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EVF and JAAA have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EVF has higher volatility (0.88%) compared to JAAA (0.16%). In terms of maximum drawdown, EVF dropped -62.41% vs JAAA's -2.64%.
JAAA currently has the higher Sharpe Ratio (6.02 vs -0.59), 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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