VVR vs. EFR
VVR (Invesco Senior Income Trust) and EFR (Eaton Vance Senior Floating-Rate Trust) are both stocks. Both operate in the Asset Management industry within the Financial Services sector. Over the past 10 years, VVR returned 5.55%/yr vs 5.73%/yr for EFR. Their 0.42 correlation means their historical movements had little consistent relationship.
Performance
VVR vs. EFR - Performance Comparison
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Returns By Period
In the year-to-date period, VVR achieves a -1.92% return, which is significantly lower than EFR's -0.64% return. Both investments have delivered pretty close results over the past 10 years, with VVR having a 5.55% annualized return and EFR not far ahead at 5.73%.
VVR
- 1D
- -0.34%
- 1M
- 0.31%
- 6M
- -3.64%
- YTD
- -1.92%
- 1Y
- -10.27%
- 3Y*
- 4.00%
- 5Y*
- 4.77%
- 10Y*
- 5.55%
- ALL TIME*
- 3.86%
EFR
- 1D
- -0.47%
- 1M
- 0.74%
- 6M
- -2.02%
- YTD
- -0.64%
- 1Y
- -2.92%
- 3Y*
- 5.39%
- 5Y*
- 3.74%
- 10Y*
- 5.73%
- ALL TIME*
- 4.72%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.11M | $965.83K | $1.17M | |
| $1.40M | $2.19M | $2.41M |
VVR vs. EFR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VVR Invesco Senior Income Trust | -1.92% | -6.18% | 8.97% | 20.86% | -1.11% | 17.00% | -0.22% | 16.97% | -5.36% | 0.19% |
EFR Eaton Vance Senior Floating-Rate Trust | -0.64% | -4.85% | 11.32% | 29.25% | -18.73% | 22.88% | 0.83% | 16.43% | -6.96% | 3.37% |
Correlation
The correlation between VVR and EFR is 0.31, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.31 |
Correlation (3Y) Balances recent behavior with more history. | 0.38 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.39 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.40 |
Correlation (All Time) Calculated using the full available price history since Nov 25, 2003 | 0.42 |
The correlation between VVR and EFR shifts across timeframes, from 0.31 (1 year) to 0.42 (all time), reflecting how their relationship changes across market environments.
Fundamentals
VVR:
$457.16M
EFR:
$312.06M
VVR:
$0.35
EFR:
$2.31
VVR:
8.50
EFR:
4.58
VVR:
0.00
EFR:
0.02
VVR:
4.69
EFR:
3.55
VVR:
$97.40M
EFR:
$87.28M
VVR:
$66.80M
EFR:
$80.23M
VVR:
$71.31M
EFR:
$68.01M
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Return for Risk
VVR vs. EFR — Risk / Return Rank
VVR
EFR
VVR vs. EFR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Senior Income Trust (VVR) 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.
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.
| VVR | EFR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.20 | ||
| Sortino ratioReturn per unit of downside risk | -0.27 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 0.92 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | -0.79 | -0.39 | -0.40 |
| Martin ratioReturn relative to average drawdown | -1.11 | -0.97 | -0.14 |
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Drawdowns
VVR vs. EFR - Drawdown Comparison
The maximum VVR drawdown since its inception was -73.79%, which is greater than EFR's maximum drawdown of -60.55%. Use the drawdown chart below to compare losses from any high point for VVR and EFR.
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Drawdown Indicators
| VVR | EFR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.79% | -60.55% | -13.24% |
Max Drawdown (1Y)Largest decline over 1 year | -12.38% | -9.32% | -3.06% |
Max Drawdown (3Y)Largest decline over 3 years | -19.50% | -18.30% | -1.20% |
Max Drawdown (5Y)Largest decline over 5 years | -19.50% | -25.07% | +5.57% |
Max Drawdown (10Y)Largest decline over 10 years | -55.92% | -42.04% | -13.88% |
Current DrawdownCurrent decline from peak | -14.03% | -9.79% | -4.24% |
Average DrawdownAverage peak-to-trough decline | -10.92% | -9.01% | -1.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.84% | 4.40% | +4.44% |
Volatility
VVR vs. EFR - Volatility Comparison
Invesco Senior Income Trust (VVR) has a higher volatility of 2.76% compared to Eaton Vance Senior Floating-Rate Trust (EFR) at 1.75%. This indicates that VVR's price experiences larger fluctuations and is considered to be riskier than EFR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VVR | EFR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.76% | 1.75% | +1.01% |
Volatility (6M)Calculated over the trailing 6-month period | 11.86% | 6.64% | +5.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.50% | 7.71% | +6.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.04% | 13.06% | +2.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.55% | 14.90% | +8.65% |
Dividends
VVR vs. EFR - Dividend Comparison
VVR's dividend yield for the trailing twelve months is around 14.44%, more than EFR's 8.64% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFR Eaton Vance Senior Floating-Rate Trust | 8.64% | 9.53% | 9.76% | 10.37% | 10.39% | 5.62% | 6.39% | 7.34% | 7.46% | 5.42% | 5.82% | 6.95% |
VVR Invesco Senior Income Trust | 14.44% | 13.94% | 13.06% | 11.54% | 11.46% | 7.22% | 6.71% | 6.22% | 6.68% | 5.95% | 6.41% | 7.97% |
Financials
VVR vs. EFR - Financials Comparison
This section allows you to compare key financial metrics between Invesco Senior Income Trust and Eaton Vance Senior Floating-Rate Trust. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
VVR and EFR have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VVR has higher volatility (2.76%) compared to EFR (1.75%). In terms of maximum drawdown, VVR dropped -73.79% vs EFR's -60.55%.
EFR currently has the higher Sharpe Ratio (-0.48 vs -0.68), 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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