LSFYX vs. VVR
LSFYX (Loomis Sayles Senior Floating Rate and Fixed Income Fund) is Bank Loan fund managed by Natixis, while VVR (Invesco Senior Income Trust) is a stock. Over the past 10 years, LSFYX returned 3.98%/yr vs 5.55%/yr for VVR. Their 0.20 correlation means their historical movements had little consistent relationship.
Performance
LSFYX vs. VVR - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, LSFYX achieves a 1.79% return, which is significantly higher than VVR's -1.92% return. Over the past 10 years, LSFYX has underperformed VVR with an annualized return of 3.98%, while VVR has yielded a comparatively higher 5.55% annualized return.
LSFYX
- 1D
- 0.13%
- 1M
- 0.26%
- 6M
- 1.63%
- YTD
- 1.79%
- 1Y
- 3.34%
- 3Y*
- 5.94%
- 5Y*
- 4.07%
- 10Y*
- 3.98%
- ALL TIME*
- 4.60%
VVR
- 1D
- -0.34%
- 1M
- 0.31%
- 6M
- -3.64%
- YTD
- -1.92%
- 1Y
- -10.27%
- 3Y*
- 4.00%
- 5Y*
- 4.77%
- 10Y*
- 5.55%
- ALL TIME*
- 3.86%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $1.40M | $2.19M | $2.41M |
LSFYX vs. VVR - 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% |
VVR Invesco Senior Income Trust | -1.92% | -6.18% | 8.97% | 20.86% | -1.11% | 17.00% | -0.22% | 16.97% | -5.36% | 0.19% |
Correlation
The correlation between LSFYX and VVR is 0.26, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.26 |
Correlation (3Y) Balances recent behavior with more history. | 0.20 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.22 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.22 |
Correlation (All Time) Calculated using the full available price history since Sep 30, 2011 | 0.20 |
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. VVR — Risk / Return Rank
LSFYX
VVR
LSFYX vs. VVR - 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 Invesco Senior Income Trust (VVR). 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 | VVR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.12 | ||
| Sortino ratioReturn per unit of downside risk | +3.86 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 0.89 | +0.50 |
| Calmar ratioReturn relative to maximum drawdown | 2.58 | -0.79 | +3.38 |
| Martin ratioReturn relative to average drawdown | 8.42 | -1.11 | +9.53 |
Loading charts...
Drawdowns
LSFYX vs. VVR - Drawdown Comparison
The maximum LSFYX drawdown since its inception was -20.67%, smaller than the maximum VVR drawdown of -73.79%. Use the drawdown chart below to compare losses from any high point for LSFYX and VVR.
Loading charts...
Drawdown Indicators
| LSFYX | VVR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.67% | -73.79% | +53.12% |
Max Drawdown (1Y)Largest decline over 1 year | -1.51% | -12.38% | +10.87% |
Max Drawdown (3Y)Largest decline over 3 years | -2.95% | -19.50% | +16.55% |
Max Drawdown (5Y)Largest decline over 5 years | -7.60% | -19.50% | +11.90% |
Max Drawdown (10Y)Largest decline over 10 years | -20.67% | -55.92% | +35.25% |
Current DrawdownCurrent decline from peak | -0.13% | -14.03% | +13.90% |
Average DrawdownAverage peak-to-trough decline | -1.13% | -10.92% | +9.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.43% | 8.84% | -8.41% |
Volatility
LSFYX vs. VVR - Volatility Comparison
The current volatility for Loomis Sayles Senior Floating Rate and Fixed Income Fund (LSFYX) is 0.31%, while Invesco Senior Income Trust (VVR) has a volatility of 2.76%. This indicates that LSFYX experiences smaller price fluctuations and is considered to be less risky than VVR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| LSFYX | VVR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.31% | 2.76% | -2.45% |
Volatility (6M)Calculated over the trailing 6-month period | 1.85% | 11.86% | -10.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.78% | 14.50% | -11.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.01% | 16.04% | -13.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.49% | 23.55% | -20.06% |
Dividends
LSFYX vs. VVR - Dividend Comparison
LSFYX's dividend yield for the trailing twelve months is around 7.24%, less than VVR's 14.44% 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% |
VVR Invesco Senior Income Trust | 14.44% | 13.94% | 13.06% | 11.54% | 11.46% | 7.22% | 6.71% | 6.22% | 6.68% | 5.95% | 6.41% | 7.97% |
Frequently Asked Questions
LSFYX and VVR have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VVR has higher volatility (2.76%) compared to LSFYX (0.31%). In terms of maximum drawdown, LSFYX dropped -20.67% vs VVR's -73.79%.
LSFYX currently has the higher Sharpe Ratio (1.44 vs -0.68), 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 VVR
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