EVF vs. SRLN
Compare and contrast key facts about Eaton Vance Senior Income Trust (EVF) and SPDR Blackstone Senior Loan ETF (SRLN).
SRLN is a passively managed fund by State Street that tracks the performance of the Markit iBoxx USD Liquid Leveraged Loan Index. It was launched on Apr 3, 2013.
Performance
EVF vs. SRLN - Performance Comparison
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EVF vs. SRLN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EVF Eaton Vance Senior Income Trust | -2.96% | -6.15% | 7.31% | 34.53% | -14.77% | 11.80% | 6.14% | 14.36% | -2.40% | 3.08% |
SRLN SPDR Blackstone Senior Loan ETF | -1.39% | 6.77% | 8.43% | 11.62% | -5.30% | 4.49% | 3.13% | 10.03% | -0.66% | 3.39% |
Returns By Period
In the year-to-date period, EVF achieves a -2.96% return, which is significantly lower than SRLN's -1.39% return. Over the past 10 years, EVF has outperformed SRLN with an annualized return of 6.39%, while SRLN has yielded a comparatively lower 4.50% annualized return.
EVF
- 1D
- 0.20%
- 1M
- -1.38%
- YTD
- -2.96%
- 6M
- -4.98%
- 1Y
- -5.85%
- 3Y*
- 8.33%
- 5Y*
- 3.59%
- 10Y*
- 6.39%
SRLN
- 1D
- 0.20%
- 1M
- 1.56%
- YTD
- -1.39%
- 6M
- 0.39%
- 1Y
- 5.55%
- 3Y*
- 7.49%
- 5Y*
- 4.50%
- 10Y*
- 4.50%
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Return for Risk
EVF vs. SRLN — Risk / Return Rank
EVF
SRLN
EVF vs. SRLN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Senior Income Trust (EVF) and SPDR Blackstone Senior Loan ETF (SRLN). 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 | SRLN | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.47 | 1.29 | -1.75 |
Sortino ratioReturn per unit of downside risk | -0.55 | 1.88 | -2.42 |
Omega ratioGain probability vs. loss probability | 0.91 | 1.34 | -0.43 |
Calmar ratioReturn relative to maximum drawdown | -0.56 | 1.65 | -2.20 |
Martin ratioReturn relative to average drawdown | -1.86 | 5.85 | -7.70 |
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 | SRLN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.47 | 1.29 | -1.75 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.29 | 1.16 | -0.87 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.75 | -0.29 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.26 | 0.68 | -0.41 |
Correlation
The correlation between EVF and SRLN is 0.30, 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. SRLN - Dividend Comparison
EVF's dividend yield for the trailing twelve months is around 9.74%, more than SRLN's 7.70% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EVF Eaton Vance Senior Income Trust | 9.74% | 9.58% | 10.13% | 10.51% | 9.45% | 5.37% | 6.16% | 6.58% | 6.27% | 5.57% | 6.06% | 7.73% |
SRLN SPDR Blackstone Senior Loan ETF | 7.70% | 7.67% | 8.58% | 8.44% | 5.72% | 4.45% | 4.91% | 5.39% | 4.98% | 4.01% | 3.94% | 4.43% |
Drawdowns
EVF vs. SRLN - Drawdown Comparison
The maximum EVF drawdown since its inception was -62.41%, which is greater than SRLN's maximum drawdown of -22.29%. Use the drawdown chart below to compare losses from any high point for EVF and SRLN.
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Drawdown Indicators
| EVF | SRLN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.41% | -22.29% | -40.12% |
Max Drawdown (1Y)Largest decline over 1 year | -11.21% | -3.28% | -7.93% |
Max Drawdown (5Y)Largest decline over 5 years | -23.76% | -7.93% | -15.83% |
Max Drawdown (10Y)Largest decline over 10 years | -41.01% | -22.29% | -18.72% |
Current DrawdownCurrent decline from peak | -11.69% | -1.75% | -9.94% |
Average DrawdownAverage peak-to-trough decline | -8.32% | -1.11% | -7.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.41% | 0.93% | +2.48% |
Volatility
EVF vs. SRLN - Volatility Comparison
Eaton Vance Senior Income Trust (EVF) has a higher volatility of 4.19% compared to SPDR Blackstone Senior Loan ETF (SRLN) at 1.78%. This indicates that EVF's price experiences larger fluctuations and is considered to be riskier than SRLN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EVF | SRLN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.19% | 1.78% | +2.41% |
Volatility (6M)Calculated over the trailing 6-month period | 6.09% | 2.56% | +3.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.63% | 4.32% | +8.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.41% | 3.89% | +8.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.19% | 6.05% | +8.14% |