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PFLRX vs. EIFAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PFLRX vs. EIFAX - Performance Comparison

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

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PFLRX vs. EIFAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PFLRX
Putnam Floating Rate Income Fund
-1.48%4.74%6.34%11.01%-2.78%3.04%0.69%8.14%-0.66%3.28%
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, PFLRX achieves a -1.48% return, which is significantly higher than EIFAX's -1.88% return. Over the past 10 years, PFLRX has underperformed EIFAX with an annualized return of 3.80%, while EIFAX has yielded a comparatively higher 5.15% annualized return.


PFLRX

1D
0.13%
1M
-0.26%
YTD
-1.48%
6M
-0.41%
1Y
3.29%
3Y*
5.67%
5Y*
3.91%
10Y*
3.80%

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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PFLRX vs. EIFAX - Expense Ratio Comparison

PFLRX has a 1.03% expense ratio, which is higher than EIFAX's 0.47% expense ratio.


Return for Risk

PFLRX vs. EIFAX — Risk / Return Rank

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

PFLRX
PFLRX Risk / Return Rank: 5959
Overall Rank
PFLRX Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
PFLRX Sortino Ratio Rank: 6565
Sortino Ratio Rank
PFLRX Omega Ratio Rank: 7272
Omega Ratio Rank
PFLRX Calmar Ratio Rank: 5656
Calmar Ratio Rank
PFLRX Martin Ratio Rank: 4646
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.

PFLRX vs. EIFAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Putnam Floating Rate Income Fund (PFLRX) 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.


PFLRXEIFAXDifference

Sharpe ratio

Return per unit of total volatility

1.13

0.82

+0.31

Sortino ratio

Return per unit of downside risk

1.81

1.20

+0.61

Omega ratio

Gain probability vs. loss probability

1.29

1.25

+0.04

Calmar ratio

Return relative to maximum drawdown

1.56

1.22

+0.34

Martin ratio

Return relative to average drawdown

5.31

3.93

+1.38

PFLRX vs. EIFAX - Sharpe Ratio Comparison

The current PFLRX Sharpe Ratio is 1.13, which is higher than the EIFAX Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of PFLRX 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


PFLRXEIFAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.13

0.82

+0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.40

1.50

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.95

1.16

-0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.95

1.17

-0.23

Correlation

The correlation between PFLRX and EIFAX is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

PFLRX vs. EIFAX - Dividend Comparison

PFLRX's dividend yield for the trailing twelve months is around 6.37%, less than EIFAX's 7.40% yield.


TTM20252024202320222021202020192018201720162015
PFLRX
Putnam Floating Rate Income Fund
6.37%6.69%6.25%7.27%3.48%2.63%3.10%4.56%4.54%3.69%3.71%4.45%
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

PFLRX vs. EIFAX - Drawdown Comparison

The maximum PFLRX drawdown since its inception was -32.89%, smaller than the maximum EIFAX drawdown of -40.28%. Use the drawdown chart below to compare losses from any high point for PFLRX and EIFAX.


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Drawdown Indicators


PFLRXEIFAXDifference

Max Drawdown

Largest peak-to-trough decline

-32.89%

-40.28%

+7.39%

Max Drawdown (1Y)

Largest decline over 1 year

-2.17%

-2.45%

+0.28%

Max Drawdown (5Y)

Largest decline over 5 years

-6.95%

-7.63%

+0.68%

Max Drawdown (10Y)

Largest decline over 10 years

-20.74%

-24.22%

+3.48%

Current Drawdown

Current decline from peak

-1.85%

-2.18%

+0.33%

Average Drawdown

Average peak-to-trough decline

-1.75%

-2.28%

+0.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.67%

0.79%

-0.12%

Volatility

PFLRX vs. EIFAX - Volatility Comparison

The current volatility for Putnam Floating Rate Income Fund (PFLRX) is 0.78%, while Eaton Vance Floating-Rate Advantage Fund (EIFAX) has a volatility of 0.85%. This indicates that PFLRX experiences smaller price fluctuations and is considered to be less risky than EIFAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PFLRXEIFAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.78%

0.85%

-0.07%

Volatility (6M)

Calculated over the trailing 6-month period

1.72%

1.83%

-0.11%

Volatility (1Y)

Calculated over the trailing 1-year period

2.93%

3.31%

-0.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.81%

3.10%

-0.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.01%

4.45%

-0.44%