PortfoliosLab logoPortfoliosLab logo
EVLN vs. FLOT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EVLN vs. FLOT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eaton Vance Floating-Rate ETF (EVLN) and iShares Floating Rate Bond ETF (FLOT). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, EVLN achieves a 1.50% return, which is significantly lower than FLOT's 2.01% return.


EVLN

1D
0.00%
1M
0.32%
YTD
1.50%
6M
1.50%
1Y
4.63%
3Y*
5Y*
10Y*

FLOT

1D
-0.02%
1M
0.31%
YTD
2.01%
6M
2.15%
1Y
4.74%
3Y*
5.59%
5Y*
4.22%
10Y*
3.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EVLN vs. FLOT - Yearly Performance Comparison


2026 (YTD)20252024
EVLN
Eaton Vance Floating-Rate ETF
1.50%5.59%7.35%
FLOT
iShares Floating Rate Bond ETF
2.01%4.91%5.63%

Correlation

The correlation between EVLN and FLOT is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.12

Correlation (All Time)
Calculated using the full available price history since Feb 8, 2024

0.16

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

EVLN vs. FLOT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EVLN
EVLN Risk / Return Rank: 7575
Overall Rank
EVLN Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
EVLN Sortino Ratio Rank: 9292
Sortino Ratio Rank
EVLN Omega Ratio Rank: 8989
Omega Ratio Rank
EVLN Calmar Ratio Rank: 5757
Calmar Ratio Rank
EVLN Martin Ratio Rank: 5353
Martin Ratio Rank

FLOT
FLOT Risk / Return Rank: 9898
Overall Rank
FLOT Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
FLOT Sortino Ratio Rank: 9999
Sortino Ratio Rank
FLOT Omega Ratio Rank: 9999
Omega Ratio Rank
FLOT Calmar Ratio Rank: 9797
Calmar Ratio Rank
FLOT Martin Ratio Rank: 9999
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EVLN vs. FLOT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Floating-Rate ETF (EVLN) and iShares Floating Rate Bond ETF (FLOT). 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.


EVLNFLOTDifference
Sharpe ratioReturn per unit of total volatility

-3.87

Sortino ratioReturn per unit of downside risk

-7.36

Omega ratioGain probability vs. loss probability

1.52

3.11

-1.58

Calmar ratioReturn relative to maximum drawdown

2.63

11.03

-8.40

Martin ratioReturn relative to average drawdown

8.57

102.10

-93.52

EVLN vs. FLOT - Sharpe Ratio Comparison

The current EVLN Sharpe Ratio is 2.49, which is lower than the FLOT Sharpe Ratio of 6.36. The chart below compares the historical Sharpe Ratios of EVLN and FLOT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

EVLN vs. FLOT - Drawdown Comparison

The maximum EVLN drawdown since its inception was -2.78%, smaller than the maximum FLOT drawdown of -13.54%. Use the drawdown chart below to compare losses from any high point for EVLN and FLOT.


Loading charts...

Drawdown Indicators


EVLNFLOTDifference

Max Drawdown

Largest peak-to-trough decline

-2.78%

-13.54%

+10.76%

Max Drawdown (1Y)

Largest decline over 1 year

-1.77%

-0.43%

-1.34%

Max Drawdown (3Y)

Largest decline over 3 years

-1.57%

Max Drawdown (5Y)

Largest decline over 5 years

-2.36%

Max Drawdown (10Y)

Largest decline over 10 years

-13.54%

Current Drawdown

Current decline from peak

-0.10%

-0.02%

-0.08%

Average Drawdown

Average peak-to-trough decline

-0.21%

-0.21%

0.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.54%

0.05%

+0.49%

Volatility

EVLN vs. FLOT - Volatility Comparison

Eaton Vance Floating-Rate ETF (EVLN) has a higher volatility of 0.41% compared to iShares Floating Rate Bond ETF (FLOT) at 0.21%. This indicates that EVLN's price experiences larger fluctuations and is considered to be riskier than FLOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


EVLNFLOTDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.41%

0.21%

+0.20%

Volatility (6M)

Calculated over the trailing 6-month period

1.64%

0.63%

+1.01%

Volatility (1Y)

Calculated over the trailing 1-year period

1.87%

0.75%

+1.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.41%

1.78%

+0.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.41%

4.15%

-1.74%

EVLN vs. FLOT - Expense Ratio Comparison

EVLN has a 0.60% expense ratio, which is higher than FLOT's 0.15% expense ratio.


Dividends

EVLN vs. FLOT - Dividend Comparison

EVLN's dividend yield for the trailing twelve months is around 6.91%, more than FLOT's 4.53% yield.


PositionTTM20252024202320222021202020192018201720162015
EVLN
Eaton Vance Floating-Rate ETF
6.91%7.28%6.41%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FLOT
iShares Floating Rate Bond ETF
4.53%4.84%5.82%5.66%2.06%0.43%1.25%2.78%2.41%1.46%0.97%0.53%

Frequently Asked Questions


EVLN and FLOT have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EVLN has higher volatility (0.41%) compared to FLOT (0.21%). In terms of maximum drawdown, EVLN dropped -2.78% vs FLOT's -13.54%.

On 1-year performance, FLOT leads with 4.74% vs 4.63% for EVLN. On fees, FLOT is cheaper at 0.15% per year. On volatility, FLOT has been the lower-risk option at 0.21%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, FLOT has performed better with a 4.74% return vs 4.63%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FLOT is cheaper with a 0.15% expense ratio, compared with 0.60% for EVLN.

EVLN has the higher dividend yield at 6.91%, compared with 4.53% for FLOT.

EVLN is categorized as Bank Loan, while FLOT is Ultrashort Bond. They also come from different issuers: Eaton Vance and iShares. Their fees differ too: 0.60% for EVLN and 0.15% for FLOT.

FLOT currently has the higher Sharpe Ratio (6.36 vs 2.49), 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.

Portfolio Optimizer

Find the right allocation for EVLN and FLOT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer