LSFYX vs. TFLIX
LSFYX (Loomis Sayles Senior Floating Rate and Fixed Income Fund) and TFLIX (Transamerica Floating Rate Fund) are both Bank Loan funds. Over the past 10 years, LSFYX returned 3.99%/yr vs 3.92%/yr for TFLIX. Their 0.55 correlation means they have sometimes moved together and sometimes differently. Both charge a 0.80% expense ratio.
Performance
LSFYX vs. TFLIX - Performance Comparison
Loading charts...
Returns By Period
The year-to-date returns for both stocks are quite close, with LSFYX having a 1.79% return and TFLIX slightly lower at 1.77%. Both investments have delivered pretty close results over the past 10 years, with LSFYX having a 3.99% annualized return and TFLIX not far behind at 3.92%.
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%
TFLIX
- 1D
- 0.00%
- 1M
- 0.00%
- 6M
- 1.67%
- YTD
- 1.77%
- 1Y
- 3.53%
- 3Y*
- 5.93%
- 5Y*
- 4.34%
- 10Y*
- 3.92%
- ALL TIME*
- 3.80%
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. TFLIX - 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% |
TFLIX Transamerica Floating Rate Fund | 1.77% | 5.34% | 8.07% | 8.15% | -2.55% | 3.88% | 1.18% | 7.09% | 0.30% | 3.72% |
Correlation
The correlation between LSFYX and TFLIX is 0.42, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.42 |
Correlation (3Y) Balances recent behavior with more history. | 0.46 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.61 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.57 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2014 | 0.55 |
The correlation between LSFYX and TFLIX shifts across timeframes, from 0.42 (1 year) to 0.61 (5 years), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
LSFYX vs. TFLIX — Risk / Return Rank
LSFYX
TFLIX
LSFYX vs. TFLIX - 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 Transamerica Floating Rate Fund (TFLIX). 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 | TFLIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 0.00 | ||
| Sortino ratioReturn per unit of downside risk | -0.24 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.48 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.58 | 3.69 | -1.11 |
| Martin ratioReturn relative to average drawdown | 8.46 | 10.84 | -2.38 |
Loading charts...
Drawdowns
LSFYX vs. TFLIX - Drawdown Comparison
The maximum LSFYX drawdown since its inception was -20.67%, which is greater than TFLIX's maximum drawdown of -17.79%. Use the drawdown chart below to compare losses from any high point for LSFYX and TFLIX.
Loading charts...
Drawdown Indicators
| LSFYX | TFLIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.67% | -17.79% | -2.88% |
Max Drawdown (1Y)Largest decline over 1 year | -1.51% | -0.93% | -0.58% |
Max Drawdown (3Y)Largest decline over 3 years | -2.95% | -2.57% | -0.38% |
Max Drawdown (5Y)Largest decline over 5 years | -7.60% | -6.26% | -1.34% |
Max Drawdown (10Y)Largest decline over 10 years | -20.67% | -17.79% | -2.88% |
Current DrawdownCurrent decline from peak | -0.13% | -0.12% | -0.01% |
Average DrawdownAverage peak-to-trough decline | -1.12% | -0.79% | -0.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.43% | 0.32% | +0.11% |
Volatility
LSFYX vs. TFLIX - Volatility Comparison
Loomis Sayles Senior Floating Rate and Fixed Income Fund (LSFYX) has a higher volatility of 0.31% compared to Transamerica Floating Rate Fund (TFLIX) at 0.26%. This indicates that LSFYX's price experiences larger fluctuations and is considered to be riskier than TFLIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| LSFYX | TFLIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.31% | 0.26% | +0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 1.85% | 1.71% | +0.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.70% | 2.46% | +0.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.01% | 2.71% | +0.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.49% | 3.33% | +0.16% |
LSFYX vs. TFLIX - Expense Ratio Comparison
Both LSFYX and TFLIX have an expense ratio of 0.80%.
Dividends
LSFYX vs. TFLIX - Dividend Comparison
LSFYX's dividend yield for the trailing twelve months is around 7.24%, more than TFLIX's 6.84% 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% |
TFLIX Transamerica Floating Rate Fund | 6.84% | 7.86% | 7.84% | 6.21% | 3.58% | 3.06% | 3.78% | 5.20% | 4.91% | 4.06% | 4.42% | 3.92% |
Frequently Asked Questions
LSFYX and TFLIX have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LSFYX has higher volatility (0.31%) compared to TFLIX (0.26%). In terms of maximum drawdown, LSFYX dropped -20.67% vs TFLIX's -17.79%.
LSFYX currently has the higher Sharpe Ratio (1.44 vs 1.44), 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.
Find the right allocation for LSFYX and TFLIX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer