PortfoliosLab logoPortfoliosLab logo
FFRSX vs. LSFYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FFRSX vs. LSFYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Federated Hermes Floating Rate Strat Inc Fund (FFRSX) and Loomis Sayles Senior Floating Rate and Fixed Income Fund (LSFYX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FFRSX vs. LSFYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FFRSX
Federated Hermes Floating Rate Strat Inc Fund
-0.72%5.61%6.71%8.04%-5.85%3.73%0.45%6.71%0.38%3.54%
LSFYX
Loomis Sayles Senior Floating Rate and Fixed Income Fund
-1.15%4.80%8.60%9.78%-5.52%4.88%1.47%5.43%0.40%5.06%

Returns By Period

In the year-to-date period, FFRSX achieves a -0.72% return, which is significantly higher than LSFYX's -1.15% return. Over the past 10 years, FFRSX has underperformed LSFYX with an annualized return of 3.41%, while LSFYX has yielded a comparatively higher 4.34% annualized return.


FFRSX

1D
0.00%
1M
-0.12%
YTD
-0.72%
6M
0.69%
1Y
3.97%
3Y*
5.64%
5Y*
3.17%
10Y*
3.41%

LSFYX

1D
-0.13%
1M
-0.26%
YTD
-1.15%
6M
-0.23%
1Y
3.25%
3Y*
6.29%
5Y*
3.76%
10Y*
4.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FFRSX vs. LSFYX - Expense Ratio Comparison

FFRSX has a 0.68% expense ratio, which is lower than LSFYX's 0.80% expense ratio.


Return for Risk

FFRSX vs. LSFYX — Risk / Return Rank

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

FFRSX
FFRSX Risk / Return Rank: 9393
Overall Rank
FFRSX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
FFRSX Sortino Ratio Rank: 9494
Sortino Ratio Rank
FFRSX Omega Ratio Rank: 9797
Omega Ratio Rank
FFRSX Calmar Ratio Rank: 9494
Calmar Ratio Rank
FFRSX Martin Ratio Rank: 9292
Martin Ratio Rank

LSFYX
LSFYX Risk / Return Rank: 6464
Overall Rank
LSFYX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
LSFYX Sortino Ratio Rank: 7474
Sortino Ratio Rank
LSFYX Omega Ratio Rank: 8585
Omega Ratio Rank
LSFYX Calmar Ratio Rank: 4545
Calmar Ratio Rank
LSFYX Martin Ratio Rank: 4545
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.

FFRSX vs. LSFYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Federated Hermes Floating Rate Strat Inc Fund (FFRSX) and Loomis Sayles Senior Floating Rate and Fixed Income Fund (LSFYX). 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.


FFRSXLSFYXDifference

Sharpe ratio

Return per unit of total volatility

1.76

1.25

+0.51

Sortino ratio

Return per unit of downside risk

3.04

1.84

+1.20

Omega ratio

Gain probability vs. loss probability

1.66

1.35

+0.31

Calmar ratio

Return relative to maximum drawdown

3.06

1.13

+1.93

Martin ratio

Return relative to average drawdown

11.21

4.58

+6.64

FFRSX vs. LSFYX - Sharpe Ratio Comparison

The current FFRSX Sharpe Ratio is 1.76, which is higher than the LSFYX Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of FFRSX and LSFYX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FFRSXLSFYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.76

1.25

+0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.31

1.32

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.06

1.27

-0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

1.19

1.50

-0.32

Correlation

The correlation between FFRSX and LSFYX is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FFRSX vs. LSFYX - Dividend Comparison

FFRSX's dividend yield for the trailing twelve months is around 5.61%, less than LSFYX's 6.64% yield.


TTM20252024202320222021202020192018201720162015
FFRSX
Federated Hermes Floating Rate Strat Inc Fund
5.61%6.38%6.95%6.88%4.15%2.92%3.37%4.62%4.41%3.68%3.76%3.71%
LSFYX
Loomis Sayles Senior Floating Rate and Fixed Income Fund
6.64%7.09%9.23%6.81%5.17%3.87%5.18%6.46%6.07%5.67%5.89%6.23%

Drawdowns

FFRSX vs. LSFYX - Drawdown Comparison

The maximum FFRSX drawdown since its inception was -17.13%, smaller than the maximum LSFYX drawdown of -20.67%. Use the drawdown chart below to compare losses from any high point for FFRSX and LSFYX.


Loading graphics...

Drawdown Indicators


FFRSXLSFYXDifference

Max Drawdown

Largest peak-to-trough decline

-17.13%

-20.67%

+3.54%

Max Drawdown (1Y)

Largest decline over 1 year

-1.40%

-2.35%

+0.95%

Max Drawdown (5Y)

Largest decline over 5 years

-7.54%

-7.60%

+0.06%

Max Drawdown (10Y)

Largest decline over 10 years

-17.13%

-20.67%

+3.54%

Current Drawdown

Current decline from peak

-0.83%

-1.32%

+0.49%

Average Drawdown

Average peak-to-trough decline

-0.92%

-1.15%

+0.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.38%

0.73%

-0.35%

Volatility

FFRSX vs. LSFYX - Volatility Comparison

The current volatility for Federated Hermes Floating Rate Strat Inc Fund (FFRSX) is 0.63%, while Loomis Sayles Senior Floating Rate and Fixed Income Fund (LSFYX) has a volatility of 0.88%. This indicates that FFRSX experiences smaller price fluctuations and is considered to be less risky than LSFYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FFRSXLSFYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.63%

0.88%

-0.25%

Volatility (6M)

Calculated over the trailing 6-month period

1.62%

2.06%

-0.44%

Volatility (1Y)

Calculated over the trailing 1-year period

2.45%

3.68%

-1.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.43%

2.96%

-0.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.24%

3.48%

-0.24%