EVF vs. TBIL
EVF (Eaton Vance Senior Income Trust) is a stock, while TBIL (F/m US Treasury 3 Month Bill ETF) is Ultrashort Bond fund tracking the Bloomberg US Treasury Bellwether 3M Total Return USD Unhedged Index. Over the past 3 years, EVF returned 5.55%/yr vs 4.55%/yr for TBIL. Their 0.01 correlation means their historical movements had little consistent relationship.
Performance
EVF vs. TBIL - 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 TBIL's 2.11% 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%
TBIL
- 1D
- 0.00%
- 1M
- 0.28%
- 6M
- 1.80%
- YTD
- 2.11%
- 1Y
- 3.85%
- 3Y*
- 4.55%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 4.49%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $254.76K | $293.39K | $281.69K | |
| $85.10M | $79.65M | $91.28M |
EVF vs. TBIL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
EVF Eaton Vance Senior Income Trust | -1.03% | -6.15% | 7.31% | 34.53% | -4.56% |
TBIL F/m US Treasury 3 Month Bill ETF | 2.11% | 4.19% | 5.15% | 5.12% | 1.29% |
Correlation
The correlation between EVF and TBIL is -0.08, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.08 |
Correlation (3Y) Balances recent behavior with more history. | 0.00 |
Correlation (All Time) Calculated using the full available price history since Aug 9, 2022 | 0.01 |
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Return for Risk
EVF vs. TBIL — Risk / Return Rank
EVF
TBIL
EVF vs. TBIL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Senior Income Trust (EVF) and F/m US Treasury 3 Month Bill ETF (TBIL). 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 | TBIL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -14.48 | ||
| Sortino ratioReturn per unit of downside risk | -68.41 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 22.61 | -21.68 |
| Calmar ratioReturn relative to maximum drawdown | -0.38 | 192.87 | -193.25 |
| Martin ratioReturn relative to average drawdown | -0.87 | 1,097.12 | -1,097.99 |
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Drawdowns
EVF vs. TBIL - Drawdown Comparison
The maximum EVF drawdown since its inception was -62.41%, which is greater than TBIL's maximum drawdown of -0.10%. Use the drawdown chart below to compare losses from any high point for EVF and TBIL.
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Drawdown Indicators
| EVF | TBIL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.41% | -0.10% | -62.31% |
Max Drawdown (1Y)Largest decline over 1 year | -8.66% | -0.02% | -8.64% |
Max Drawdown (3Y)Largest decline over 3 years | -16.86% | -0.02% | -16.84% |
Max Drawdown (5Y)Largest decline over 5 years | -23.76% | — | — |
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% | 0.00% | -8.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.76% | 0.00% | +3.76% |
Volatility
EVF vs. TBIL - Volatility Comparison
Eaton Vance Senior Income Trust (EVF) has a higher volatility of 0.97% compared to F/m US Treasury 3 Month Bill ETF (TBIL) at 0.07%. This indicates that EVF's price experiences larger fluctuations and is considered to be riskier than TBIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EVF | TBIL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.97% | 0.07% | +0.90% |
Volatility (6M)Calculated over the trailing 6-month period | 5.92% | 0.20% | +5.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.28% | 0.28% | +7.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.40% | 0.32% | +12.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.14% | 0.32% | +13.82% |
Dividends
EVF vs. TBIL - Dividend Comparison
EVF's dividend yield for the trailing twelve months is around 8.89%, more than TBIL's 3.69% 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% |
TBIL F/m US Treasury 3 Month Bill ETF | 3.69% | 4.07% | 5.02% | 5.00% | 1.10% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EVF and TBIL have a correlation of -0.08, 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 TBIL (0.07%). In terms of maximum drawdown, EVF dropped -62.41% vs TBIL's -0.10%.
TBIL currently has the higher Sharpe Ratio (14.03 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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