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FCT vs. RSFYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FCT vs. RSFYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Senior Floating Rate Income Fund II (FCT) and Victory Floating Rate Fund (RSFYX). The values are adjusted to include any dividend payments, if applicable.

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FCT vs. RSFYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FCT
First Trust Senior Floating Rate Income Fund II
-1.77%9.24%14.91%18.06%-14.54%13.72%2.73%20.13%-8.07%-1.07%
RSFYX
Victory Floating Rate Fund
1.59%7.09%8.64%7.48%-6.82%4.12%4.96%9.68%0.69%4.00%

Returns By Period

In the year-to-date period, FCT achieves a -1.77% return, which is significantly lower than RSFYX's 1.59% return. Over the past 10 years, FCT has outperformed RSFYX with an annualized return of 6.02%, while RSFYX has yielded a comparatively lower 5.01% annualized return.


FCT

1D
-0.35%
1M
-1.77%
YTD
-1.77%
6M
2.15%
1Y
6.21%
3Y*
10.93%
5Y*
5.33%
10Y*
6.02%

RSFYX

1D
0.13%
1M
2.48%
YTD
1.59%
6M
3.92%
1Y
6.94%
3Y*
7.15%
5Y*
3.93%
10Y*
5.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FCT vs. RSFYX - Expense Ratio Comparison

FCT has a 0.03% expense ratio, which is lower than RSFYX's 0.79% expense ratio.


Return for Risk

FCT vs. RSFYX — Risk / Return Rank

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

FCT
FCT Risk / Return Rank: 1717
Overall Rank
FCT Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
FCT Sortino Ratio Rank: 1414
Sortino Ratio Rank
FCT Omega Ratio Rank: 1919
Omega Ratio Rank
FCT Calmar Ratio Rank: 1616
Calmar Ratio Rank
FCT Martin Ratio Rank: 2121
Martin Ratio Rank

RSFYX
RSFYX Risk / Return Rank: 8989
Overall Rank
RSFYX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
RSFYX Sortino Ratio Rank: 9393
Sortino Ratio Rank
RSFYX Omega Ratio Rank: 9393
Omega Ratio Rank
RSFYX Calmar Ratio Rank: 9191
Calmar Ratio Rank
RSFYX Martin Ratio Rank: 9090
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.

FCT vs. RSFYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Senior Floating Rate Income Fund II (FCT) 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.


FCTRSFYXDifference

Sharpe ratio

Return per unit of total volatility

0.49

1.53

-1.04

Sortino ratio

Return per unit of downside risk

0.82

2.94

-2.13

Omega ratio

Gain probability vs. loss probability

1.14

1.48

-0.34

Calmar ratio

Return relative to maximum drawdown

0.66

2.85

-2.19

Martin ratio

Return relative to average drawdown

2.96

11.04

-8.08

FCT vs. RSFYX - Sharpe Ratio Comparison

The current FCT Sharpe Ratio is 0.49, which is lower than the RSFYX Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of FCT and RSFYX, 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


FCTRSFYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.49

1.53

-1.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

1.11

-0.66

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

1.19

-0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

1.23

-0.96

Correlation

The correlation between FCT and RSFYX is 0.21, 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

FCT vs. RSFYX - Dividend Comparison

FCT's dividend yield for the trailing twelve months is around 12.24%, more than RSFYX's 8.04% yield.


TTM20252024202320222021202020192018201720162015
FCT
First Trust Senior Floating Rate Income Fund II
12.24%11.56%11.25%10.62%9.03%9.23%9.88%6.60%6.49%6.16%6.11%7.17%
RSFYX
Victory Floating Rate Fund
8.04%9.39%9.01%8.22%6.22%4.16%5.47%6.07%5.93%5.07%4.99%5.31%

Drawdowns

FCT vs. RSFYX - Drawdown Comparison

The maximum FCT drawdown since its inception was -67.23%, which is greater than RSFYX's maximum drawdown of -21.42%. Use the drawdown chart below to compare losses from any high point for FCT and RSFYX.


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Drawdown Indicators


FCTRSFYXDifference

Max Drawdown

Largest peak-to-trough decline

-67.23%

-21.42%

-45.81%

Max Drawdown (1Y)

Largest decline over 1 year

-9.38%

-2.63%

-6.75%

Max Drawdown (5Y)

Largest decline over 5 years

-23.86%

-8.82%

-15.04%

Max Drawdown (10Y)

Largest decline over 10 years

-39.88%

-21.42%

-18.46%

Current Drawdown

Current decline from peak

-3.11%

-0.25%

-2.86%

Average Drawdown

Average peak-to-trough decline

-9.04%

-1.35%

-7.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.19%

0.71%

+1.48%

Volatility

FCT vs. RSFYX - Volatility Comparison

First Trust Senior Floating Rate Income Fund II (FCT) and Victory Floating Rate Fund (RSFYX) have volatilities of 2.57% and 2.67%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FCTRSFYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.57%

2.67%

-0.10%

Volatility (6M)

Calculated over the trailing 6-month period

7.57%

3.40%

+4.17%

Volatility (1Y)

Calculated over the trailing 1-year period

12.73%

4.56%

+8.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.12%

3.57%

+8.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.35%

4.22%

+9.13%