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 4.13%/yr vs 6.00%/yr for VVR. At a 0.20 correlation, their price movements are largely independent.
Performance
LSFYX vs. VVR - Performance Comparison
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Returns By Period
In the year-to-date period, LSFYX achieves a 1.18% return, which is significantly higher than VVR's -2.54% return. Over the past 10 years, LSFYX has underperformed VVR with an annualized return of 4.13%, while VVR has yielded a comparatively higher 6.00% annualized return.
LSFYX
- 1D
- 0.00%
- 1M
- 0.50%
- YTD
- 1.18%
- 6M
- 2.18%
- 1Y
- 3.99%
- 3Y*
- 6.75%
- 5Y*
- 4.03%
- 10Y*
- 4.13%
VVR
- 1D
- 0.00%
- 1M
- 1.66%
- YTD
- -2.54%
- 6M
- -1.64%
- 1Y
- -6.22%
- 3Y*
- 4.95%
- 5Y*
- 3.92%
- 10Y*
- 6.00%
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 | 1.18% | 4.80% | 8.60% | 9.78% | -5.52% | 4.88% | 1.47% | 5.43% | 0.40% | 5.06% |
VVR Invesco Senior Income Trust | -2.54% | -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 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Sep 30, 2011 | 0.20 |
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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 | +2.11 | ||
| Sortino ratioReturn per unit of downside risk | +4.01 | ||
| Omega ratioGain probability vs. loss probability | 1.48 | 0.94 | +0.54 |
| Calmar ratioReturn relative to maximum drawdown | 3.04 | -0.49 | +3.54 |
| Martin ratioReturn relative to average drawdown | 9.97 | -0.74 | +10.71 |
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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.
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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% | -12.65% | +11.14% |
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 | -0.25% | -14.58% | +14.33% |
Average DrawdownAverage peak-to-trough decline | -1.13% | -10.91% | +9.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.42% | 8.43% | -8.01% |
Volatility
LSFYX vs. VVR - Volatility Comparison
The current volatility for Loomis Sayles Senior Floating Rate and Fixed Income Fund (LSFYX) is 0.74%, while Invesco Senior Income Trust (VVR) has a volatility of 4.02%. 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.
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Volatility by Period
| LSFYX | VVR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.74% | 4.02% | -3.28% |
Volatility (6M)Calculated over the trailing 6-month period | 2.07% | 11.84% | -9.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.72% | 14.75% | -12.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.00% | 16.05% | -13.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.50% | 23.57% | -20.07% |
Dividends
LSFYX vs. VVR - Dividend Comparison
LSFYX's dividend yield for the trailing twelve months is around 7.28%, less than VVR's 14.70% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LSFYX Loomis Sayles Senior Floating Rate and Fixed Income Fund | 7.28% | 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 | 14.70% | 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 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VVR has higher volatility (4.02%) compared to LSFYX (0.74%). In terms of maximum drawdown, LSFYX dropped -20.67% vs VVR's -73.79%.
LSFYX currently has the higher Sharpe Ratio (1.69 vs -0.42), 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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