LSFYX vs. RSFYX
LSFYX (Loomis Sayles Senior Floating Rate and Fixed Income Fund) and RSFYX (Victory Floating Rate Fund) are both Bank Loan funds. Over the past 10 years, LSFYX returned 3.99%/yr vs 4.56%/yr for RSFYX. Their 0.55 correlation means they have sometimes moved together and sometimes differently. LSFYX charges 0.80%/yr vs 0.79%/yr for RSFYX.
Performance
LSFYX vs. RSFYX - Performance Comparison
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Returns By Period
In the year-to-date period, LSFYX achieves a 1.79% return, which is significantly lower than RSFYX's 2.83% return. Over the past 10 years, LSFYX has underperformed RSFYX with an annualized return of 3.99%, while RSFYX has yielded a comparatively higher 4.56% annualized return.
LSFYX
- 1D
- 0.00%
- 1M
- 0.26%
- 6M
- 1.75%
- YTD
- 1.79%
- 1Y
- 3.34%
- 3Y*
- 5.94%
- 5Y*
- 4.07%
- 10Y*
- 3.99%
- ALL TIME*
- 4.60%
RSFYX
- 1D
- -0.13%
- 1M
- -0.76%
- 6M
- 2.90%
- YTD
- 2.83%
- 1Y
- 5.62%
- 3Y*
- 7.05%
- 5Y*
- 3.90%
- 10Y*
- 4.56%
- ALL TIME*
- 4.51%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
LSFYX vs. RSFYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LSFYX Loomis Sayles Senior Floating Rate and Fixed Income Fund | 1.79% | 4.80% | 8.60% | 9.78% | -5.52% | 4.88% | 1.47% | 5.43% | 0.40% | 5.06% |
RSFYX Victory Floating Rate Fund | 2.83% | 7.09% | 8.64% | 7.48% | -6.82% | 4.12% | 4.96% | 9.68% | 0.69% | 4.00% |
Correlation
The correlation between LSFYX and RSFYX is 0.35, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.35 |
Correlation (3Y) Balances recent behavior with more history. | 0.42 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.57 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.56 |
Correlation (All Time) Calculated using the full available price history since Sep 30, 2011 | 0.55 |
Over the past year, the correlation between LSFYX and RSFYX has dropped to 0.35 - well below their long-term average of 0.55, suggesting their price drivers have been diverging.
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Return for Risk
LSFYX vs. RSFYX — Risk / Return Rank
LSFYX
RSFYX
LSFYX vs. RSFYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Loomis Sayles Senior Floating Rate and Fixed Income Fund (LSFYX) 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.
| LSFYX | RSFYX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.07 | ||
| Sortino ratioReturn per unit of downside risk | -0.37 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.47 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.58 | 4.37 | -1.79 |
| Martin ratioReturn relative to average drawdown | 8.46 | 13.69 | -5.23 |
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Drawdowns
LSFYX vs. RSFYX - Drawdown Comparison
The maximum LSFYX drawdown since its inception was -20.67%, roughly equal to the maximum RSFYX drawdown of -21.42%. Use the drawdown chart below to compare losses from any high point for LSFYX and RSFYX.
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Drawdown Indicators
| LSFYX | RSFYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.67% | -21.42% | +0.75% |
Max Drawdown (1Y)Largest decline over 1 year | -1.51% | -1.23% | -0.28% |
Max Drawdown (3Y)Largest decline over 3 years | -2.95% | -2.76% | -0.19% |
Max Drawdown (5Y)Largest decline over 5 years | -7.60% | -8.82% | +1.22% |
Max Drawdown (10Y)Largest decline over 10 years | -20.67% | -21.42% | +0.75% |
Current DrawdownCurrent decline from peak | -0.13% | -0.89% | +0.76% |
Average DrawdownAverage peak-to-trough decline | -1.12% | -1.33% | +0.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.43% | 0.43% | 0.00% |
Volatility
LSFYX vs. RSFYX - Volatility Comparison
The current volatility for Loomis Sayles Senior Floating Rate and Fixed Income Fund (LSFYX) is 0.31%, while Victory Floating Rate Fund (RSFYX) has a volatility of 0.53%. This indicates that LSFYX experiences smaller price fluctuations and is considered to be less risky than RSFYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LSFYX | RSFYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.31% | 0.53% | -0.22% |
Volatility (6M)Calculated over the trailing 6-month period | 1.85% | 3.16% | -1.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.70% | 3.98% | -1.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.01% | 3.60% | -0.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.49% | 4.21% | -0.72% |
LSFYX vs. RSFYX - Expense Ratio Comparison
LSFYX has a 0.80% expense ratio, which is higher than RSFYX's 0.79% expense ratio.
Dividends
LSFYX vs. RSFYX - Dividend Comparison
LSFYX's dividend yield for the trailing twelve months is around 7.24%, more than RSFYX's 6.58% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LSFYX Loomis Sayles Senior Floating Rate and Fixed Income Fund | 7.24% | 7.09% | 9.23% | 6.81% | 5.17% | 3.87% | 5.18% | 6.46% | 6.07% | 5.67% | 5.89% | 6.23% |
RSFYX Victory Floating Rate Fund | 6.58% | 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
LSFYX and RSFYX have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RSFYX has higher volatility (0.53%) compared to LSFYX (0.31%). In terms of maximum drawdown, LSFYX dropped -20.67% vs RSFYX's -21.42%.
LSFYX currently has the higher Sharpe Ratio (1.44 vs 1.37), 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.
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