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FLYRX vs. LSFYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLYRX vs. LSFYX - Performance Comparison

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

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FLYRX vs. LSFYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FLYRX
Pioneer Floating Rate Fund
-0.60%4.90%6.94%8.31%-3.26%4.32%2.10%7.57%0.17%3.74%
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, FLYRX achieves a -0.60% return, which is significantly higher than LSFYX's -1.15% return. Over the past 10 years, FLYRX has underperformed LSFYX with an annualized return of 3.91%, while LSFYX has yielded a comparatively higher 4.34% annualized return.


FLYRX

1D
0.00%
1M
-0.00%
YTD
-0.60%
6M
0.51%
1Y
3.59%
3Y*
5.58%
5Y*
3.73%
10Y*
3.91%

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)

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FLYRX vs. LSFYX - Expense Ratio Comparison

FLYRX has a 0.75% expense ratio, which is lower than LSFYX's 0.80% expense ratio.


Return for Risk

FLYRX vs. LSFYX — Risk / Return Rank

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

FLYRX
FLYRX Risk / Return Rank: 8686
Overall Rank
FLYRX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
FLYRX Sortino Ratio Rank: 8989
Sortino Ratio Rank
FLYRX Omega Ratio Rank: 9393
Omega Ratio Rank
FLYRX Calmar Ratio Rank: 8686
Calmar Ratio Rank
FLYRX Martin Ratio Rank: 8282
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.

FLYRX vs. LSFYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pioneer Floating Rate Fund (FLYRX) 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.


FLYRXLSFYXDifference

Sharpe ratio

Return per unit of total volatility

1.46

1.25

+0.21

Sortino ratio

Return per unit of downside risk

2.49

1.84

+0.65

Omega ratio

Gain probability vs. loss probability

1.47

1.35

+0.12

Calmar ratio

Return relative to maximum drawdown

2.23

1.13

+1.10

Martin ratio

Return relative to average drawdown

8.24

4.58

+3.66

FLYRX vs. LSFYX - Sharpe Ratio Comparison

The current FLYRX Sharpe Ratio is 1.46, which is comparable to the LSFYX Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of FLYRX 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.


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Sharpe Ratios by Period


FLYRXLSFYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.46

1.25

+0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.42

1.32

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.10

1.27

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

1.02

1.50

-0.48

Correlation

The correlation between FLYRX 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

FLYRX vs. LSFYX - Dividend Comparison

FLYRX's dividend yield for the trailing twelve months is around 6.83%, more than LSFYX's 6.64% yield.


TTM20252024202320222021202020192018201720162015
FLYRX
Pioneer Floating Rate Fund
6.83%7.48%5.87%6.45%5.40%3.46%3.91%5.01%4.70%4.13%3.88%3.85%
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

FLYRX vs. LSFYX - Drawdown Comparison

The maximum FLYRX drawdown since its inception was -30.67%, which is greater than LSFYX's maximum drawdown of -20.67%. Use the drawdown chart below to compare losses from any high point for FLYRX and LSFYX.


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Drawdown Indicators


FLYRXLSFYXDifference

Max Drawdown

Largest peak-to-trough decline

-30.67%

-20.67%

-10.00%

Max Drawdown (1Y)

Largest decline over 1 year

-1.64%

-2.35%

+0.71%

Max Drawdown (5Y)

Largest decline over 5 years

-6.61%

-7.60%

+0.99%

Max Drawdown (10Y)

Largest decline over 10 years

-19.05%

-20.67%

+1.62%

Current Drawdown

Current decline from peak

-0.60%

-1.32%

+0.72%

Average Drawdown

Average peak-to-trough decline

-2.00%

-1.15%

-0.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.49%

0.73%

-0.24%

Volatility

FLYRX vs. LSFYX - Volatility Comparison

The current volatility for Pioneer Floating Rate Fund (FLYRX) is 0.74%, while Loomis Sayles Senior Floating Rate and Fixed Income Fund (LSFYX) has a volatility of 0.88%. This indicates that FLYRX 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.


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Volatility by Period


FLYRXLSFYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.74%

0.88%

-0.14%

Volatility (6M)

Calculated over the trailing 6-month period

1.82%

2.06%

-0.24%

Volatility (1Y)

Calculated over the trailing 1-year period

2.77%

3.68%

-0.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.65%

2.96%

-0.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.57%

3.48%

+0.09%