FPE vs. EFR
Compare and contrast key facts about First Trust Preferred Securities & Income ETF (FPE) and Eaton Vance Senior Floating-Rate Trust (EFR).
FPE is an actively managed fund by First Trust. It was launched on Feb 12, 2013.
Performance
FPE vs. EFR - Performance Comparison
Loading graphics...
FPE vs. EFR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FPE First Trust Preferred Securities & Income ETF | -1.22% | 9.21% | 11.17% | 6.84% | -12.77% | 5.24% | 6.00% | 18.15% | -4.98% | 11.26% |
EFR Eaton Vance Senior Floating-Rate Trust | -3.43% | -4.85% | 11.32% | 29.25% | -18.73% | 22.88% | 0.83% | 16.43% | -6.96% | 3.37% |
Returns By Period
In the year-to-date period, FPE achieves a -1.22% return, which is significantly higher than EFR's -3.43% return. Over the past 10 years, FPE has underperformed EFR with an annualized return of 5.23%, while EFR has yielded a comparatively higher 6.12% annualized return.
FPE
- 1D
- 0.74%
- 1M
- -2.57%
- YTD
- -1.22%
- 6M
- 0.25%
- 1Y
- 7.01%
- 3Y*
- 9.91%
- 5Y*
- 3.03%
- 10Y*
- 5.23%
EFR
- 1D
- 3.03%
- 1M
- -0.46%
- YTD
- -3.43%
- 6M
- -3.86%
- 1Y
- -6.08%
- 3Y*
- 7.85%
- 5Y*
- 3.73%
- 10Y*
- 6.12%
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
FPE vs. EFR — Risk / Return Rank
FPE
EFR
FPE vs. EFR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Preferred Securities & Income ETF (FPE) and Eaton Vance Senior Floating-Rate Trust (EFR). 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.
| FPE | EFR | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.32 | -0.48 | +1.80 |
Sortino ratioReturn per unit of downside risk | 1.82 | -0.57 | +2.40 |
Omega ratioGain probability vs. loss probability | 1.31 | 0.90 | +0.40 |
Calmar ratioReturn relative to maximum drawdown | 1.72 | -0.48 | +2.20 |
Martin ratioReturn relative to average drawdown | 6.99 | -1.28 | +8.26 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| FPE | EFR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.32 | -0.48 | +1.80 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.29 | +0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.41 | +0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.28 | +0.23 |
Correlation
The correlation between FPE and EFR is 0.23, 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
FPE vs. EFR - Dividend Comparison
FPE's dividend yield for the trailing twelve months is around 5.95%, less than EFR's 9.51% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FPE First Trust Preferred Securities & Income ETF | 5.95% | 5.81% | 5.68% | 6.03% | 5.67% | 4.48% | 4.88% | 5.32% | 6.14% | 5.39% | 5.97% | 5.49% |
EFR Eaton Vance Senior Floating-Rate Trust | 9.51% | 9.53% | 9.76% | 10.37% | 10.39% | 5.62% | 6.39% | 7.34% | 7.46% | 5.42% | 5.82% | 6.95% |
Drawdowns
FPE vs. EFR - Drawdown Comparison
The maximum FPE drawdown since its inception was -33.35%, smaller than the maximum EFR drawdown of -60.55%. Use the drawdown chart below to compare losses from any high point for FPE and EFR.
Loading graphics...
Drawdown Indicators
| FPE | EFR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.35% | -60.55% | +27.20% |
Max Drawdown (1Y)Largest decline over 1 year | -4.08% | -11.84% | +7.76% |
Max Drawdown (5Y)Largest decline over 5 years | -19.65% | -25.07% | +5.42% |
Max Drawdown (10Y)Largest decline over 10 years | -33.35% | -42.04% | +8.69% |
Current DrawdownCurrent decline from peak | -2.99% | -12.32% | +9.33% |
Average DrawdownAverage peak-to-trough decline | -3.36% | -8.98% | +5.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.00% | 4.71% | -3.71% |
Volatility
FPE vs. EFR - Volatility Comparison
The current volatility for First Trust Preferred Securities & Income ETF (FPE) is 2.24%, while Eaton Vance Senior Floating-Rate Trust (EFR) has a volatility of 4.82%. This indicates that FPE experiences smaller price fluctuations and is considered to be less risky than EFR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| FPE | EFR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.24% | 4.82% | -2.58% |
Volatility (6M)Calculated over the trailing 6-month period | 3.13% | 6.13% | -3.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.33% | 12.64% | -7.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.59% | 13.01% | -6.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.16% | 14.95% | -4.79% |