EVF vs. SPYD
Compare and contrast key facts about Eaton Vance Senior Income Trust (EVF) and SPDR Portfolio S&P 500 High Dividend ETF (SPYD).
SPYD is a passively managed fund by State Street that tracks the performance of the S&P 500 High Dividend Index. It was launched on Oct 21, 2015.
Performance
EVF vs. SPYD - Performance Comparison
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EVF vs. SPYD - 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% |
SPYD SPDR Portfolio S&P 500 High Dividend ETF | 6.32% | 4.65% | 15.34% | 3.91% | -1.17% | 32.73% | -11.64% | 21.20% | -4.89% | 12.67% |
Returns By Period
In the year-to-date period, EVF achieves a -3.15% return, which is significantly lower than SPYD's 6.32% return. Over the past 10 years, EVF has underperformed SPYD with an annualized return of 6.36%, while SPYD has yielded a comparatively higher 8.49% 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%
SPYD
- 1D
- 0.91%
- 1M
- -4.18%
- YTD
- 6.32%
- 6M
- 5.84%
- 1Y
- 7.66%
- 3Y*
- 11.19%
- 5Y*
- 7.79%
- 10Y*
- 8.49%
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Return for Risk
EVF vs. SPYD — Risk / Return Rank
EVF
SPYD
EVF vs. SPYD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Senior Income Trust (EVF) and SPDR Portfolio S&P 500 High Dividend ETF (SPYD). 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 | SPYD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.52 | 0.49 | -1.01 |
Sortino ratioReturn per unit of downside risk | -0.62 | 0.79 | -1.41 |
Omega ratioGain probability vs. loss probability | 0.90 | 1.10 | -0.21 |
Calmar ratioReturn relative to maximum drawdown | -0.57 | 0.73 | -1.29 |
Martin ratioReturn relative to average drawdown | -1.92 | 2.60 | -4.52 |
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 | SPYD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.52 | 0.49 | -1.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.29 | 0.48 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.43 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.26 | 0.45 | -0.19 |
Correlation
The correlation between EVF and SPYD is 0.31, 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. SPYD - Dividend Comparison
EVF's dividend yield for the trailing twelve months is around 9.76%, more than SPYD's 4.37% 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% |
SPYD SPDR Portfolio S&P 500 High Dividend ETF | 4.37% | 4.52% | 4.31% | 4.66% | 5.01% | 3.68% | 4.95% | 4.42% | 4.75% | 4.63% | 4.34% | 1.13% |
Drawdowns
EVF vs. SPYD - Drawdown Comparison
The maximum EVF drawdown since its inception was -62.41%, which is greater than SPYD's maximum drawdown of -46.42%. Use the drawdown chart below to compare losses from any high point for EVF and SPYD.
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Drawdown Indicators
| EVF | SPYD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.41% | -46.42% | -15.99% |
Max Drawdown (1Y)Largest decline over 1 year | -11.36% | -12.35% | +0.99% |
Max Drawdown (5Y)Largest decline over 5 years | -23.76% | -22.25% | -1.51% |
Max Drawdown (10Y)Largest decline over 10 years | -41.01% | -46.42% | +5.41% |
Current DrawdownCurrent decline from peak | -11.87% | -4.34% | -7.53% |
Average DrawdownAverage peak-to-trough decline | -8.32% | -6.24% | -2.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.48% | 3.46% | +0.02% |
Volatility
EVF vs. SPYD - Volatility Comparison
Eaton Vance Senior Income Trust (EVF) has a higher volatility of 4.40% compared to SPDR Portfolio S&P 500 High Dividend ETF (SPYD) at 3.08%. This indicates that EVF's price experiences larger fluctuations and is considered to be riskier than SPYD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EVF | SPYD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.40% | 3.08% | +1.32% |
Volatility (6M)Calculated over the trailing 6-month period | 6.10% | 8.62% | -2.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.63% | 15.71% | -3.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.41% | 16.25% | -3.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.19% | 19.80% | -5.61% |