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FLOT vs. EVLN
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLOT vs. EVLN - Performance Comparison

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

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FLOT vs. EVLN - Yearly Performance Comparison


2026 (YTD)20252024
FLOT
iShares Floating Rate Bond ETF
0.82%4.91%5.63%
EVLN
Eaton Vance Floating-Rate ETF
-0.45%5.59%7.29%

Returns By Period

In the year-to-date period, FLOT achieves a 0.82% return, which is significantly higher than EVLN's -0.45% return.


FLOT

1D
0.08%
1M
0.25%
YTD
0.82%
6M
1.94%
1Y
4.49%
3Y*
5.83%
5Y*
4.02%
10Y*
2.96%

EVLN

1D
0.54%
1M
1.00%
YTD
-0.45%
6M
0.99%
1Y
5.21%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FLOT vs. EVLN - Expense Ratio Comparison

FLOT has a 0.20% expense ratio, which is lower than EVLN's 0.60% expense ratio.


Return for Risk

FLOT vs. EVLN — Risk / Return Rank

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

FLOT
FLOT Risk / Return Rank: 9292
Overall Rank
FLOT Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
FLOT Sortino Ratio Rank: 9090
Sortino Ratio Rank
FLOT Omega Ratio Rank: 9898
Omega Ratio Rank
FLOT Calmar Ratio Rank: 8585
Calmar Ratio Rank
FLOT Martin Ratio Rank: 9797
Martin Ratio Rank

EVLN
EVLN Risk / Return Rank: 8484
Overall Rank
EVLN Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
EVLN Sortino Ratio Rank: 8787
Sortino Ratio Rank
EVLN Omega Ratio Rank: 9393
Omega Ratio Rank
EVLN Calmar Ratio Rank: 8282
Calmar Ratio Rank
EVLN Martin Ratio Rank: 7676
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.

FLOT vs. EVLN - Risk-Adjusted Trends Comparison

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


FLOTEVLNDifference

Sharpe ratio

Return per unit of total volatility

2.12

1.68

+0.44

Sortino ratio

Return per unit of downside risk

2.66

2.43

+0.23

Omega ratio

Gain probability vs. loss probability

1.96

1.44

+0.52

Calmar ratio

Return relative to maximum drawdown

2.88

2.47

+0.41

Martin ratio

Return relative to average drawdown

22.40

8.59

+13.82

FLOT vs. EVLN - Sharpe Ratio Comparison

The current FLOT Sharpe Ratio is 2.12, which is comparable to the EVLN Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of FLOT and EVLN, 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


FLOTEVLNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.12

1.68

+0.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

2.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

2.37

-1.72

Correlation

The correlation between FLOT and EVLN is 0.17, 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

FLOT vs. EVLN - Dividend Comparison

FLOT's dividend yield for the trailing twelve months is around 4.68%, less than EVLN's 7.15% yield.


TTM20252024202320222021202020192018201720162015
FLOT
iShares Floating Rate Bond ETF
4.68%4.84%5.82%5.66%2.06%0.43%1.25%2.78%2.41%1.46%0.97%0.53%
EVLN
Eaton Vance Floating-Rate ETF
7.15%7.28%6.41%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FLOT vs. EVLN - Drawdown Comparison

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


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Drawdown Indicators


FLOTEVLNDifference

Max Drawdown

Largest peak-to-trough decline

-13.54%

-2.78%

-10.76%

Max Drawdown (1Y)

Largest decline over 1 year

-1.44%

-2.01%

+0.57%

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

-0.08%

-0.78%

+0.70%

Average Drawdown

Average peak-to-trough decline

-0.21%

-0.21%

0.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.20%

0.59%

-0.39%

Volatility

FLOT vs. EVLN - Volatility Comparison

The current volatility for iShares Floating Rate Bond ETF (FLOT) is 0.50%, while Eaton Vance Floating-Rate ETF (EVLN) has a volatility of 0.98%. This indicates that FLOT experiences smaller price fluctuations and is considered to be less risky than EVLN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLOTEVLNDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.50%

0.98%

-0.48%

Volatility (6M)

Calculated over the trailing 6-month period

0.61%

1.46%

-0.85%

Volatility (1Y)

Calculated over the trailing 1-year period

2.12%

3.12%

-1.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.77%

2.46%

-0.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.14%

2.46%

+1.68%