LGLV vs. EVF
Compare and contrast key facts about SPDR SSGA US Large Cap Low Volatility Index ETF (LGLV) and Eaton Vance Senior Income Trust (EVF).
LGLV is a passively managed fund by State Street that tracks the performance of the SSGA US Large Cap Low Volatility (TR). It was launched on Feb 20, 2013.
Performance
LGLV vs. EVF - Performance Comparison
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LGLV vs. EVF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LGLV SPDR SSGA US Large Cap Low Volatility Index ETF | 2.00% | 8.37% | 16.22% | 9.19% | -8.17% | 27.95% | 7.42% | 30.83% | 0.32% | 17.84% |
EVF Eaton Vance Senior Income Trust | -3.15% | -6.15% | 7.31% | 34.53% | -14.77% | 11.80% | 6.14% | 14.36% | -2.40% | 3.08% |
Returns By Period
In the year-to-date period, LGLV achieves a 2.00% return, which is significantly higher than EVF's -3.15% return. Over the past 10 years, LGLV has outperformed EVF with an annualized return of 11.24%, while EVF has yielded a comparatively lower 6.36% annualized return.
LGLV
- 1D
- 1.10%
- 1M
- -5.28%
- YTD
- 2.00%
- 6M
- 1.06%
- 1Y
- 4.45%
- 3Y*
- 11.46%
- 5Y*
- 9.25%
- 10Y*
- 11.24%
EVF
- 1D
- 2.67%
- 1M
- -1.19%
- YTD
- -3.15%
- 6M
- -4.82%
- 1Y
- -6.53%
- 3Y*
- 8.26%
- 5Y*
- 3.55%
- 10Y*
- 6.36%
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Return for Risk
LGLV vs. EVF — Risk / Return Rank
LGLV
EVF
LGLV vs. EVF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR SSGA US Large Cap Low Volatility Index ETF (LGLV) and Eaton Vance Senior Income Trust (EVF). 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.
| LGLV | EVF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.35 | -0.52 | +0.87 |
Sortino ratioReturn per unit of downside risk | 0.58 | -0.62 | +1.20 |
Omega ratioGain probability vs. loss probability | 1.08 | 0.90 | +0.18 |
Calmar ratioReturn relative to maximum drawdown | 0.58 | -0.57 | +1.15 |
Martin ratioReturn relative to average drawdown | 2.44 | -1.92 | +4.36 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LGLV | EVF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.35 | -0.52 | +0.87 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.72 | 0.29 | +0.43 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.70 | 0.45 | +0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.78 | 0.26 | +0.52 |
Correlation
The correlation between LGLV and EVF is 0.29, 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
LGLV vs. EVF - Dividend Comparison
LGLV's dividend yield for the trailing twelve months is around 2.02%, less than EVF's 9.76% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LGLV SPDR SSGA US Large Cap Low Volatility Index ETF | 2.02% | 1.94% | 1.93% | 2.03% | 1.95% | 1.65% | 1.98% | 1.89% | 2.09% | 4.39% | 2.54% | 2.97% |
EVF Eaton Vance Senior Income Trust | 9.76% | 9.58% | 10.13% | 10.51% | 9.45% | 5.37% | 6.16% | 6.58% | 6.27% | 5.57% | 6.06% | 7.73% |
Drawdowns
LGLV vs. EVF - Drawdown Comparison
The maximum LGLV drawdown since its inception was -36.64%, smaller than the maximum EVF drawdown of -62.41%. Use the drawdown chart below to compare losses from any high point for LGLV and EVF.
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Drawdown Indicators
| LGLV | EVF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.64% | -62.41% | +25.77% |
Max Drawdown (1Y)Largest decline over 1 year | -9.65% | -11.36% | +1.71% |
Max Drawdown (5Y)Largest decline over 5 years | -17.49% | -23.76% | +6.27% |
Max Drawdown (10Y)Largest decline over 10 years | -36.64% | -41.01% | +4.37% |
Current DrawdownCurrent decline from peak | -5.52% | -11.87% | +6.35% |
Average DrawdownAverage peak-to-trough decline | -3.19% | -8.32% | +5.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.30% | 3.48% | -1.18% |
Volatility
LGLV vs. EVF - Volatility Comparison
The current volatility for SPDR SSGA US Large Cap Low Volatility Index ETF (LGLV) is 3.11%, while Eaton Vance Senior Income Trust (EVF) has a volatility of 4.40%. This indicates that LGLV experiences smaller price fluctuations and is considered to be less risky than EVF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LGLV | EVF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.11% | 4.40% | -1.29% |
Volatility (6M)Calculated over the trailing 6-month period | 6.63% | 6.10% | +0.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.78% | 12.63% | +0.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.93% | 12.41% | +0.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.10% | 14.19% | +1.91% |