EVF vs. SRLN
EVF (Eaton Vance Senior Income Trust) is a stock, while SRLN (State Street Blackstone Senior Loan ETF) is Bank Loan fund actively managed by State Street. Over the past 10 years, EVF returned 5.70%/yr vs 4.52%/yr for SRLN. Their 0.29 correlation means their historical movements had little consistent relationship.
Performance
EVF vs. SRLN - 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 SRLN's 1.61% return. Over the past 10 years, EVF has outperformed SRLN with an annualized return of 5.70%, while SRLN has yielded a comparatively lower 4.52% 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%
SRLN
- 1D
- 0.22%
- 1M
- 0.85%
- 6M
- 1.93%
- YTD
- 1.61%
- 1Y
- 4.84%
- 3Y*
- 7.25%
- 5Y*
- 4.84%
- 10Y*
- 4.52%
- ALL TIME*
- 3.81%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $254.76K | $293.39K | $281.69K | |
| $44.81M | $49.21M | $72.42M |
EVF vs. SRLN - 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% |
SRLN State Street Blackstone Senior Loan ETF | 1.61% | 6.77% | 8.43% | 11.62% | -5.30% | 4.49% | 3.13% | 10.03% | -0.66% | 3.39% |
Correlation
The correlation between EVF and SRLN is 0.23, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.23 |
Correlation (3Y) Balances recent behavior with more history. | 0.25 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.38 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.35 |
Correlation (All Time) Calculated using the full available price history since Apr 4, 2013 | 0.29 |
The correlation between EVF and SRLN shifts across timeframes, from 0.23 (1 year) to 0.38 (5 years), reflecting how their relationship changes across market environments.
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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 State Street 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.
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 | SRLN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.11 | ||
| Sortino ratioReturn per unit of downside risk | -3.02 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.37 | -0.44 |
| Calmar ratioReturn relative to maximum drawdown | -0.38 | 1.49 | -1.87 |
| Martin ratioReturn relative to average drawdown | -0.87 | 5.50 | -6.36 |
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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 | -8.66% | -3.26% | -5.40% |
Max Drawdown (3Y)Largest decline over 3 years | -16.86% | -4.26% | -12.60% |
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 | -9.94% | 0.00% | -9.94% |
Average DrawdownAverage peak-to-trough decline | -8.35% | -1.09% | -7.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.76% | 0.88% | +2.88% |
Volatility
EVF vs. SRLN - Volatility Comparison
Eaton Vance Senior Income Trust (EVF) has a higher volatility of 0.97% compared to State Street Blackstone Senior Loan ETF (SRLN) at 0.51%. 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 | 0.97% | 0.51% | +0.46% |
Volatility (6M)Calculated over the trailing 6-month period | 5.92% | 2.69% | +3.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.28% | 2.94% | +4.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.40% | 3.92% | +8.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.14% | 6.06% | +8.08% |
Dividends
EVF vs. SRLN - Dividend Comparison
EVF's dividend yield for the trailing twelve months is around 8.89%, more than SRLN's 7.34% 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% |
SRLN State Street Blackstone Senior Loan ETF | 7.34% | 7.67% | 8.58% | 8.44% | 5.72% | 4.45% | 4.91% | 5.39% | 4.98% | 4.01% | 3.94% | 4.43% |
Frequently Asked Questions
EVF and SRLN have a correlation of 0.23, 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 SRLN (0.51%). In terms of maximum drawdown, EVF dropped -62.41% vs SRLN's -22.29%.
SRLN currently has the higher Sharpe Ratio (1.66 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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