BGT vs. RSFYX
BGT (BlackRock Floating Rate Income Trust) and RSFYX (Victory Floating Rate Fund) are both Bank Loan funds. Over the past 10 years, BGT returned 6.36%/yr vs 4.91%/yr for RSFYX. At a 0.20 correlation, their price movements are largely independent. BGT charges 1.74%/yr vs 0.79%/yr for RSFYX.
Performance
BGT vs. RSFYX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, BGT achieves a -0.21% return, which is significantly lower than RSFYX's 3.35% return. Over the past 10 years, BGT has outperformed RSFYX with an annualized return of 6.36%, while RSFYX has yielded a comparatively lower 4.91% annualized return.
BGT
- 1D
- -0.28%
- 1M
- -1.20%
- YTD
- -0.21%
- 6M
- -0.43%
- 1Y
- -2.39%
- 3Y*
- 10.06%
- 5Y*
- 6.52%
- 10Y*
- 6.36%
RSFYX
- 1D
- -0.13%
- 1M
- 0.73%
- YTD
- 3.35%
- 6M
- 4.54%
- 1Y
- 8.55%
- 3Y*
- 8.26%
- 5Y*
- 4.06%
- 10Y*
- 4.91%
BGT vs. RSFYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BGT BlackRock Floating Rate Income Trust | -0.21% | -0.84% | 16.12% | 26.29% | -16.57% | 25.89% | -0.81% | 18.97% | -11.95% | 3.91% |
RSFYX Victory Floating Rate Fund | 3.35% | 7.09% | 8.64% | 7.48% | -6.82% | 4.12% | 4.96% | 9.68% | 0.69% | 4.00% |
Correlation
The correlation between BGT and RSFYX is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2010 | 0.20 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
BGT vs. RSFYX — Risk / Return Rank
BGT
RSFYX
BGT vs. RSFYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Floating Rate Income Trust (BGT) and Victory Floating Rate Fund (RSFYX). 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.
| BGT | RSFYX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.38 | ||
| Sortino ratioReturn per unit of downside risk | -5.70 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.79 | -0.83 |
| Calmar ratioReturn relative to maximum drawdown | -0.22 | 6.20 | -6.41 |
| Martin ratioReturn relative to average drawdown | -0.46 | 20.52 | -20.98 |
Loading charts...
Drawdowns
BGT vs. RSFYX - Drawdown Comparison
The maximum BGT drawdown since its inception was -58.06%, which is greater than RSFYX's maximum drawdown of -21.42%. Use the drawdown chart below to compare losses from any high point for BGT and RSFYX.
Loading charts...
Drawdown Indicators
| BGT | RSFYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.06% | -21.42% | -36.64% |
Max Drawdown (1Y)Largest decline over 1 year | -11.06% | -1.39% | -9.67% |
Max Drawdown (3Y)Largest decline over 3 years | -15.91% | -2.76% | -13.15% |
Max Drawdown (5Y)Largest decline over 5 years | -23.19% | -8.82% | -14.37% |
Max Drawdown (10Y)Largest decline over 10 years | -41.90% | -21.42% | -20.48% |
Current DrawdownCurrent decline from peak | -6.30% | -0.13% | -6.17% |
Average DrawdownAverage peak-to-trough decline | -8.11% | -1.34% | -6.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.17% | 0.42% | +4.75% |
Volatility
BGT vs. RSFYX - Volatility Comparison
BlackRock Floating Rate Income Trust (BGT) has a higher volatility of 1.42% compared to Victory Floating Rate Fund (RSFYX) at 0.56%. This indicates that BGT's price experiences larger fluctuations and is considered to be riskier than RSFYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| BGT | RSFYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.42% | 0.56% | +0.86% |
Volatility (6M)Calculated over the trailing 6-month period | 7.02% | 3.23% | +3.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.94% | 4.01% | +5.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.56% | 3.60% | +9.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.34% | 4.22% | +11.12% |
BGT vs. RSFYX - Expense Ratio Comparison
BGT has a 1.74% expense ratio, which is higher than RSFYX's 0.79% expense ratio.
Dividends
BGT vs. RSFYX - Dividend Comparison
BGT's dividend yield for the trailing twelve months is around 13.63%, more than RSFYX's 7.74% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BGT BlackRock Floating Rate Income Trust | 13.63% | 12.74% | 11.22% | 10.36% | 6.87% | 5.55% | 7.58% | 6.33% | 6.64% | 5.03% | 5.03% | 6.04% |
RSFYX Victory Floating Rate Fund | 7.74% | 9.39% | 9.01% | 8.22% | 6.22% | 4.16% | 5.47% | 6.07% | 5.93% | 5.07% | 4.99% | 5.31% |
Frequently Asked Questions
BGT and RSFYX have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BGT has higher volatility (1.42%) compared to RSFYX (0.56%). In terms of maximum drawdown, BGT dropped -58.06% vs RSFYX's -21.42%.
RSFYX currently has the higher Sharpe Ratio (2.14 vs -0.24), 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.
Find the right allocation for BGT and RSFYX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer