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FAFRX vs. EIFAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FAFRX vs. EIFAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Floating Rate Daily Access Fund Class A (FAFRX) and Eaton Vance Floating-Rate Advantage Fund (EIFAX). The values are adjusted to include any dividend payments, if applicable.

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FAFRX vs. EIFAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FAFRX
Franklin Floating Rate Daily Access Fund Class A
-1.24%4.41%8.25%14.10%-1.75%8.41%-4.37%3.17%0.57%2.19%
EIFAX
Eaton Vance Floating-Rate Advantage Fund
-1.88%4.54%8.91%11.86%-2.98%5.41%1.90%9.02%0.28%5.16%

Returns By Period

In the year-to-date period, FAFRX achieves a -1.24% return, which is significantly higher than EIFAX's -1.88% return. Over the past 10 years, FAFRX has underperformed EIFAX with an annualized return of 4.23%, while EIFAX has yielded a comparatively higher 5.15% annualized return.


FAFRX

1D
0.14%
1M
-0.28%
YTD
-1.24%
6M
-0.55%
1Y
3.20%
3Y*
6.88%
5Y*
5.81%
10Y*
4.23%

EIFAX

1D
0.11%
1M
-0.32%
YTD
-1.88%
6M
-1.19%
1Y
2.70%
3Y*
6.43%
5Y*
4.64%
10Y*
5.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FAFRX vs. EIFAX - Expense Ratio Comparison

FAFRX has a 0.95% expense ratio, which is higher than EIFAX's 0.47% expense ratio.


Return for Risk

FAFRX vs. EIFAX — Risk / Return Rank

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

FAFRX
FAFRX Risk / Return Rank: 4646
Overall Rank
FAFRX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
FAFRX Sortino Ratio Rank: 4646
Sortino Ratio Rank
FAFRX Omega Ratio Rank: 5555
Omega Ratio Rank
FAFRX Calmar Ratio Rank: 4848
Calmar Ratio Rank
FAFRX Martin Ratio Rank: 4141
Martin Ratio Rank

EIFAX
EIFAX Risk / Return Rank: 4242
Overall Rank
EIFAX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
EIFAX Sortino Ratio Rank: 3333
Sortino Ratio Rank
EIFAX Omega Ratio Rank: 6262
Omega Ratio Rank
EIFAX Calmar Ratio Rank: 4545
Calmar Ratio Rank
EIFAX Martin Ratio Rank: 3535
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.

FAFRX vs. EIFAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Floating Rate Daily Access Fund Class A (FAFRX) and Eaton Vance Floating-Rate Advantage Fund (EIFAX). 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.


FAFRXEIFAXDifference

Sharpe ratio

Return per unit of total volatility

0.92

0.82

+0.09

Sortino ratio

Return per unit of downside risk

1.49

1.20

+0.29

Omega ratio

Gain probability vs. loss probability

1.24

1.25

-0.01

Calmar ratio

Return relative to maximum drawdown

1.42

1.22

+0.20

Martin ratio

Return relative to average drawdown

4.92

3.93

+0.99

FAFRX vs. EIFAX - Sharpe Ratio Comparison

The current FAFRX Sharpe Ratio is 0.92, which is comparable to the EIFAX Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of FAFRX and EIFAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FAFRXEIFAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.92

0.82

+0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.77

1.50

+0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.11

1.16

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

1.10

1.17

-0.07

Correlation

The correlation between FAFRX and EIFAX is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FAFRX vs. EIFAX - Dividend Comparison

FAFRX's dividend yield for the trailing twelve months is around 7.17%, less than EIFAX's 7.40% yield.


TTM20252024202320222021202020192018201720162015
FAFRX
Franklin Floating Rate Daily Access Fund Class A
7.17%7.76%9.17%7.43%5.59%3.47%4.52%5.38%4.92%3.55%4.33%4.84%
EIFAX
Eaton Vance Floating-Rate Advantage Fund
7.40%8.09%8.91%7.02%5.92%4.03%4.51%5.58%5.10%4.46%5.02%5.29%

Drawdowns

FAFRX vs. EIFAX - Drawdown Comparison

The maximum FAFRX drawdown since its inception was -25.94%, smaller than the maximum EIFAX drawdown of -40.28%. Use the drawdown chart below to compare losses from any high point for FAFRX and EIFAX.


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Drawdown Indicators


FAFRXEIFAXDifference

Max Drawdown

Largest peak-to-trough decline

-25.94%

-40.28%

+14.34%

Max Drawdown (1Y)

Largest decline over 1 year

-2.26%

-2.45%

+0.19%

Max Drawdown (5Y)

Largest decline over 5 years

-6.28%

-7.63%

+1.35%

Max Drawdown (10Y)

Largest decline over 10 years

-18.09%

-24.22%

+6.13%

Current Drawdown

Current decline from peak

-1.64%

-2.18%

+0.54%

Average Drawdown

Average peak-to-trough decline

-1.58%

-2.28%

+0.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.69%

0.79%

-0.10%

Volatility

FAFRX vs. EIFAX - Volatility Comparison

Franklin Floating Rate Daily Access Fund Class A (FAFRX) and Eaton Vance Floating-Rate Advantage Fund (EIFAX) have volatilities of 0.87% and 0.85%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FAFRXEIFAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.87%

0.85%

+0.02%

Volatility (6M)

Calculated over the trailing 6-month period

2.23%

1.83%

+0.40%

Volatility (1Y)

Calculated over the trailing 1-year period

3.39%

3.31%

+0.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.30%

3.10%

+0.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.83%

4.45%

-0.62%