SRLN vs. EVF
SRLN (SPDR Blackstone Senior Loan ETF) is High Yield Bonds fund tracking the Markit iBoxx USD Liquid Leveraged Loan Index, while EVF (Eaton Vance Senior Income Trust) is a stock. Over the past 10 years, SRLN returned 4.52%/yr vs 5.92%/yr for EVF. At a 0.30 correlation, their price movements are largely independent.
Performance
SRLN vs. EVF - Performance Comparison
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Returns By Period
In the year-to-date period, SRLN achieves a 0.73% return, which is significantly higher than EVF's -2.18% return. Over the past 10 years, SRLN has underperformed EVF with an annualized return of 4.52%, while EVF has yielded a comparatively higher 5.92% annualized return.
SRLN
- 1D
- 0.05%
- 1M
- 0.33%
- YTD
- 0.73%
- 6M
- 1.31%
- 1Y
- 5.62%
- 3Y*
- 7.83%
- 5Y*
- 4.63%
- 10Y*
- 4.52%
EVF
- 1D
- 0.00%
- 1M
- 0.34%
- YTD
- -2.18%
- 6M
- -2.93%
- 1Y
- -3.62%
- 3Y*
- 7.84%
- 5Y*
- 3.14%
- 10Y*
- 5.92%
SRLN vs. EVF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SRLN SPDR Blackstone Senior Loan ETF | 0.73% | 6.77% | 8.43% | 11.62% | -5.30% | 4.49% | 3.13% | 10.03% | -0.66% | 3.39% |
EVF Eaton Vance Senior Income Trust | -2.18% | -6.15% | 7.31% | 34.53% | -14.77% | 11.80% | 6.14% | 14.36% | -2.40% | 3.08% |
Correlation
The correlation between SRLN and EVF is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.39 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Apr 5, 2013 | 0.30 |
The correlation between SRLN and EVF shifts across timeframes, from 0.25 (1 year) to 0.39 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
SRLN vs. EVF — Risk / Return Rank
SRLN
EVF
SRLN vs. EVF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR Blackstone Senior Loan ETF (SRLN) 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.
| SRLN | EVF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.44 | ||
| Sortino ratioReturn per unit of downside risk | +3.50 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 0.92 | +0.53 |
| Calmar ratioReturn relative to maximum drawdown | 1.73 | -0.39 | +2.12 |
| Martin ratioReturn relative to average drawdown | 6.41 | -0.91 | +7.32 |
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
| SRLN | EVF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.95 | -0.49 | +2.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.19 | 0.25 | +0.94 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.75 | 0.42 | +0.33 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.70 | 0.26 | +0.44 |
Drawdowns
SRLN vs. EVF - Drawdown Comparison
The maximum SRLN drawdown since its inception was -22.29%, smaller than the maximum EVF drawdown of -62.41%. Use the drawdown chart below to compare losses from any high point for SRLN and EVF.
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Drawdown Indicators
| SRLN | EVF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.29% | -62.41% | +40.12% |
Max Drawdown (1Y)Largest decline over 1 year | -3.26% | -9.41% | +6.15% |
Max Drawdown (3Y)Largest decline over 3 years | -4.26% | -16.86% | +12.60% |
Max Drawdown (5Y)Largest decline over 5 years | -7.93% | -23.76% | +15.83% |
Max Drawdown (10Y)Largest decline over 10 years | -22.29% | -41.01% | +18.72% |
Current DrawdownCurrent decline from peak | -0.07% | -10.98% | +10.91% |
Average DrawdownAverage peak-to-trough decline | -1.10% | -8.34% | +7.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.88% | 3.98% | -3.10% |
Volatility
SRLN vs. EVF - Volatility Comparison
The current volatility for SPDR Blackstone Senior Loan ETF (SRLN) is 0.44%, while Eaton Vance Senior Income Trust (EVF) has a volatility of 1.29%. This indicates that SRLN 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
| SRLN | EVF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.44% | 1.29% | -0.85% |
Volatility (6M)Calculated over the trailing 6-month period | 2.64% | 6.29% | -3.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.89% | 7.44% | -4.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.91% | 12.45% | -8.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.06% | 14.19% | -8.13% |
Dividends
SRLN vs. EVF - Dividend Comparison
SRLN's dividend yield for the trailing twelve months is around 7.49%, less than EVF's 9.33% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EVF Eaton Vance Senior Income Trust | 9.33% | 9.58% | 10.13% | 10.51% | 9.45% | 5.37% | 6.16% | 6.58% | 6.27% | 5.57% | 6.06% | 7.73% |
SRLN SPDR Blackstone Senior Loan ETF | 7.49% | 7.67% | 8.58% | 8.44% | 5.72% | 4.45% | 4.91% | 5.39% | 4.98% | 4.01% | 3.94% | 4.43% |
Frequently Asked Questions
SRLN and EVF have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EVF has higher volatility (1.29%) compared to SRLN (0.44%). In terms of maximum drawdown, SRLN dropped -22.29% vs EVF's -62.41%.
SRLN currently has the higher Sharpe Ratio (1.95 vs -0.49), 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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