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 3.19%/yr vs 4.89%/yr for JAAA. Their 0.12 correlation means their historical movements had little consistent relationship.
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 2.62% 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%
JAAA
- 1D
- 0.02%
- 1M
- 0.32%
- 6M
- 2.03%
- YTD
- 2.62%
- 1Y
- 4.91%
- 3Y*
- 6.18%
- 5Y*
- 4.89%
- 10Y*
- —
- ALL TIME*
- 4.53%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $254.76K | $293.39K | $281.69K | |
| $270.67M | $249.72M | $261.40M |
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 | 2.62% | 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 historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.15 |
Correlation (3Y) Balances recent behavior with more history. | 0.18 |
Correlation (5Y) Shows whether the relationship held over a longer 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 | -6.68 | ||
| Sortino ratioReturn per unit of downside risk | -10.86 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 2.86 | -1.93 |
| Calmar ratioReturn relative to maximum drawdown | -0.38 | 12.71 | -13.09 |
| Martin ratioReturn relative to average drawdown | -0.87 | 69.11 | -69.98 |
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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 | -8.66% | -0.39% | -8.27% |
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% | 0.00% | -9.94% |
Average DrawdownAverage peak-to-trough decline | -8.35% | -0.24% | -8.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.76% | 0.07% | +3.69% |
Volatility
EVF vs. JAAA - Volatility Comparison
Eaton Vance Senior Income Trust (EVF) has a higher volatility of 0.97% compared to Janus Henderson AAA CLO ETF (JAAA) at 0.13%. 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 | 0.97% | 0.13% | +0.84% |
Volatility (6M)Calculated over the trailing 6-month period | 5.92% | 0.61% | +5.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.28% | 0.79% | +6.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.40% | 1.66% | +10.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.14% | 1.62% | +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 4.93% 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 | 4.93% | 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 (0.97%) compared to JAAA (0.13%). In terms of maximum drawdown, EVF dropped -62.41% vs JAAA's -2.64%.
JAAA currently has the higher Sharpe Ratio (6.23 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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