FTF vs. ETSIX
FTF (Franklin Limited Duration Income Trust) and ETSIX (Eaton Vance Strategic Income Fund Class I) are both Multisector Bonds funds. Both are actively managed. Over the past 10 years, FTF returned 3.74%/yr vs 4.64%/yr for ETSIX. Their 0.17 correlation means their historical movements had little consistent relationship. FTF charges 3.92%/yr vs 1.46%/yr for ETSIX.
Performance
FTF vs. ETSIX - Performance Comparison
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Returns By Period
In the year-to-date period, FTF achieves a -0.19% return, which is significantly lower than ETSIX's 2.46% return. Over the past 10 years, FTF has underperformed ETSIX with an annualized return of 3.74%, while ETSIX has yielded a comparatively higher 4.64% annualized return.
FTF
- 1D
- -0.35%
- 1M
- -0.67%
- 6M
- -1.80%
- YTD
- -0.19%
- 1Y
- 1.07%
- 3Y*
- 9.11%
- 5Y*
- 1.77%
- 10Y*
- 3.74%
- ALL TIME*
- 4.95%
ETSIX
- 1D
- 0.27%
- 1M
- -0.46%
- 6M
- 1.08%
- YTD
- 2.46%
- 1Y
- 7.33%
- 3Y*
- 7.90%
- 5Y*
- 5.00%
- 10Y*
- 4.64%
- ALL TIME*
- 4.86%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $1.09M | $1.14M | $1.28M |
FTF vs. ETSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FTF Franklin Limited Duration Income Trust | -0.19% | 4.16% | 19.50% | 12.22% | -23.49% | 6.72% | 9.01% | 18.45% | -15.28% | 9.44% |
ETSIX Eaton Vance Strategic Income Fund Class I | 2.46% | 10.88% | 6.38% | 8.24% | -2.55% | 1.33% | 7.52% | 6.58% | -2.68% | 4.90% |
Correlation
The correlation between FTF and ETSIX is 0.40, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.40 |
Correlation (3Y) Balances recent behavior with more history. | 0.24 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.24 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.20 |
Correlation (All Time) Calculated using the full available price history since Sep 4, 2003 | 0.17 |
Over the past year, FTF and ETSIX have become more correlated (0.40) than their long-term average of 0.17, meaning their price movements have been converging.
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Return for Risk
FTF vs. ETSIX — Risk / Return Rank
FTF
ETSIX
FTF vs. ETSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin Limited Duration Income Trust (FTF) and Eaton Vance Strategic Income Fund Class I (ETSIX). 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.
| FTF | ETSIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.65 | ||
| Sortino ratioReturn per unit of downside risk | -3.78 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.56 | -0.54 |
| Calmar ratioReturn relative to maximum drawdown | 0.12 | 3.36 | -3.24 |
| Martin ratioReturn relative to average drawdown | 0.30 | 11.13 | -10.83 |
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Drawdowns
FTF vs. ETSIX - Drawdown Comparison
The maximum FTF drawdown since its inception was -51.15%, which is greater than ETSIX's maximum drawdown of -12.63%. Use the drawdown chart below to compare losses from any high point for FTF and ETSIX.
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Drawdown Indicators
| FTF | ETSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.15% | -12.63% | -38.52% |
Max Drawdown (1Y)Largest decline over 1 year | -6.54% | -2.43% | -4.11% |
Max Drawdown (3Y)Largest decline over 3 years | -11.58% | -2.47% | -9.11% |
Max Drawdown (5Y)Largest decline over 5 years | -28.55% | -6.34% | -22.21% |
Max Drawdown (10Y)Largest decline over 10 years | -36.64% | -12.28% | -24.36% |
Current DrawdownCurrent decline from peak | -2.52% | -0.60% | -1.92% |
Average DrawdownAverage peak-to-trough decline | -8.00% | -1.43% | -6.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.51% | 0.73% | +1.78% |
Volatility
FTF vs. ETSIX - Volatility Comparison
Franklin Limited Duration Income Trust (FTF) has a higher volatility of 2.14% compared to Eaton Vance Strategic Income Fund Class I (ETSIX) at 0.94%. This indicates that FTF's price experiences larger fluctuations and is considered to be riskier than ETSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTF | ETSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.14% | 0.94% | +1.20% |
Volatility (6M)Calculated over the trailing 6-month period | 5.70% | 2.48% | +3.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.17% | 2.97% | +4.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.08% | 3.26% | +7.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.88% | 3.16% | +10.72% |
FTF vs. ETSIX - Expense Ratio Comparison
FTF has a 3.92% expense ratio, which is higher than ETSIX's 1.46% expense ratio.
Dividends
FTF vs. ETSIX - Dividend Comparison
FTF's dividend yield for the trailing twelve months is around 12.92%, more than ETSIX's 7.17% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ETSIX Eaton Vance Strategic Income Fund Class I | 7.17% | 5.65% | 6.97% | 6.93% | 5.56% | 4.31% | 4.19% | 4.29% | 3.98% | 3.70% | 3.94% | 4.32% |
FTF Franklin Limited Duration Income Trust | 12.92% | 12.00% | 11.13% | 11.41% | 12.62% | 10.26% | 9.50% | 10.73% | 12.37% | 10.86% | 6.56% | 6.94% |
Frequently Asked Questions
FTF and ETSIX have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FTF has higher volatility (2.14%) compared to ETSIX (0.94%). In terms of maximum drawdown, FTF dropped -51.15% vs ETSIX's -12.63%.
ETSIX currently has the higher Sharpe Ratio (2.76 vs 0.11), 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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