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FLARX vs. PLFRX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FLARX vs. PLFRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Victory Pioneer Floating Rate Fund Class A (FLARX) and Pacific Funds Floating Rate Income (PLFRX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FLARX achieves a 1.61% return, which is significantly higher than PLFRX's 0.99% return. Over the past 10 years, FLARX has underperformed PLFRX with an annualized return of 3.69%, while PLFRX has yielded a comparatively higher 5.08% annualized return.


FLARX

1D
0.00%
1M
0.70%
YTD
1.61%
6M
2.37%
1Y
4.83%
3Y*
6.12%
5Y*
3.99%
10Y*
3.69%

PLFRX

1D
0.00%
1M
0.12%
YTD
0.99%
6M
1.61%
1Y
5.81%
3Y*
7.99%
5Y*
5.81%
10Y*
5.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FLARX vs. PLFRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FLARX
Victory Pioneer Floating Rate Fund Class A
1.61%4.55%7.40%8.89%-3.77%4.17%0.94%7.23%-0.32%3.41%
PLFRX
Pacific Funds Floating Rate Income
0.99%6.68%8.38%13.94%-2.01%4.36%1.26%8.30%0.39%4.33%

Correlation

The correlation between FLARX and PLFRX is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.56

Correlation (3Y)
Calculated over the trailing 3-year period

0.50

Correlation (5Y)
Calculated over the trailing 5-year period

0.62

Correlation (10Y)
Calculated over the trailing 10-year period

0.60

Correlation (All Time)
Calculated using the full available price history since Jul 1, 2011

0.55

The correlation between FLARX and PLFRX shifts across timeframes, from 0.50 (3 years) to 0.62 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

FLARX vs. PLFRX — Risk / Return Rank

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

FLARX
FLARX Risk / Return Rank: 8181
Overall Rank
FLARX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
FLARX Sortino Ratio Rank: 9292
Sortino Ratio Rank
FLARX Omega Ratio Rank: 9292
Omega Ratio Rank
FLARX Calmar Ratio Rank: 9191
Calmar Ratio Rank
FLARX Martin Ratio Rank: 8181
Martin Ratio Rank

PLFRX
PLFRX Risk / Return Rank: 8282
Overall Rank
PLFRX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
PLFRX Sortino Ratio Rank: 9797
Sortino Ratio Rank
PLFRX Omega Ratio Rank: 9696
Omega Ratio Rank
PLFRX Calmar Ratio Rank: 7878
Calmar Ratio Rank
PLFRX Martin Ratio Rank: 6262
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.

FLARX vs. PLFRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Victory Pioneer Floating Rate Fund Class A (FLARX) and Pacific Funds Floating Rate Income (PLFRX). 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.


FLARXPLFRXDifference
Sharpe ratioReturn per unit of total volatility

-0.45

Sortino ratioReturn per unit of downside risk

-1.00

Omega ratioGain probability vs. loss probability

1.66

1.80

-0.14

Calmar ratioReturn relative to maximum drawdown

4.49

3.37

+1.12

Martin ratioReturn relative to average drawdown

13.98

11.48

+2.50

FLARX vs. PLFRX - Sharpe Ratio Comparison

The current FLARX Sharpe Ratio is 1.90, which is comparable to the PLFRX Sharpe Ratio of 2.35. The chart below compares the historical Sharpe Ratios of FLARX and PLFRX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FLARX vs. PLFRX - Drawdown Comparison

The maximum FLARX drawdown since its inception was -30.68%, which is greater than PLFRX's maximum drawdown of -18.75%. Use the drawdown chart below to compare losses from any high point for FLARX and PLFRX.


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Drawdown Indicators


FLARXPLFRXDifference

Max Drawdown

Largest peak-to-trough decline

-30.68%

-18.75%

-11.93%

Max Drawdown (1Y)

Largest decline over 1 year

-1.04%

-1.73%

+0.69%

Max Drawdown (3Y)

Largest decline over 3 years

-2.10%

-2.17%

+0.07%

Max Drawdown (5Y)

Largest decline over 5 years

-6.79%

-6.44%

-0.35%

Max Drawdown (10Y)

Largest decline over 10 years

-19.52%

-18.75%

-0.77%

Current Drawdown

Current decline from peak

-0.17%

-0.32%

+0.15%

Average Drawdown

Average peak-to-trough decline

-2.05%

-0.73%

-1.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.33%

0.51%

-0.18%

Volatility

FLARX vs. PLFRX - Volatility Comparison

Victory Pioneer Floating Rate Fund Class A (FLARX) has a higher volatility of 0.72% compared to Pacific Funds Floating Rate Income (PLFRX) at 0.64%. This indicates that FLARX's price experiences larger fluctuations and is considered to be riskier than PLFRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLARXPLFRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.72%

0.64%

+0.08%

Volatility (6M)

Calculated over the trailing 6-month period

1.81%

1.89%

-0.08%

Volatility (1Y)

Calculated over the trailing 1-year period

2.46%

2.48%

-0.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.69%

2.79%

-0.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.63%

3.77%

-0.14%

FLARX vs. PLFRX - Expense Ratio Comparison

FLARX has a 1.08% expense ratio, which is higher than PLFRX's 0.68% expense ratio.


Dividends

FLARX vs. PLFRX - Dividend Comparison

FLARX's dividend yield for the trailing twelve months is around 6.97%, less than PLFRX's 7.10% yield.


PositionTTM20252024202320222021202020192018201720162015
FLARX
Victory Pioneer Floating Rate Fund Class A
6.97%7.17%6.29%6.97%4.94%3.15%3.57%4.68%4.36%3.80%3.55%3.46%
PLFRX
Pacific Funds Floating Rate Income
7.10%7.18%8.47%8.92%4.39%3.65%3.68%5.10%5.03%4.46%4.21%4.52%

Frequently Asked Questions


FLARX and PLFRX have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FLARX has higher volatility (0.72%) compared to PLFRX (0.64%). In terms of maximum drawdown, FLARX dropped -30.68% vs PLFRX's -18.75%.

PLFRX currently has the higher Sharpe Ratio (2.35 vs 1.90), 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.

Portfolio Optimizer

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