LSFYX vs. VVR
Compare and contrast key facts about Loomis Sayles Senior Floating Rate and Fixed Income Fund (LSFYX) and Invesco Senior Income Trust (VVR).
LSFYX is managed by Natixis Funds. It was launched on Sep 29, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LSFYX or VVR.
Key characteristics
| LSFYX | VVR | |
|---|---|---|
| YTD Return | 7.13% | 6.08% |
| 1Y Return | 9.64% | 9.97% |
| 3Y Return (Ann) | 4.86% | 7.55% |
| 5Y Return (Ann) | 4.53% | 8.93% |
| 10Y Return (Ann) | 3.99% | 6.76% |
| Sharpe Ratio | 3.33 | 0.77 |
| Sortino Ratio | 10.35 | 1.12 |
| Omega Ratio | 3.24 | 1.15 |
| Calmar Ratio | 11.31 | 0.95 |
| Martin Ratio | 55.01 | 2.86 |
| Ulcer Index | 0.18% | 3.58% |
| Daily Std Dev | 2.90% | 13.24% |
| Max Drawdown | -20.67% | -73.80% |
| Current Drawdown | 0.00% | -8.38% |
Correlation
The correlation between LSFYX and VVR is 0.20, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
LSFYX vs. VVR - Performance Comparison
In the year-to-date period, LSFYX achieves a 7.13% return, which is significantly higher than VVR's 6.08% return. Over the past 10 years, LSFYX has underperformed VVR with an annualized return of 3.99%, while VVR has yielded a comparatively higher 6.76% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
LSFYX vs. VVR - Risk-Adjusted Performance 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.
Dividends
LSFYX vs. VVR - Dividend Comparison
LSFYX's dividend yield for the trailing twelve months is around 8.94%, less than VVR's 13.13% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LSFYX Loomis Sayles Senior Floating Rate and Fixed Income Fund | 8.94% | 9.11% | 6.10% | 3.87% | 5.16% | 6.47% | 6.07% | 5.70% | 5.89% | 6.23% | 6.37% | 5.46% |
VVR Invesco Senior Income Trust | 13.13% | 11.54% | 11.46% | 7.23% | 6.71% | 6.22% | 6.83% | 6.08% | 6.49% | 7.97% | 7.11% | 7.18% |
Drawdowns
LSFYX vs. VVR - Drawdown Comparison
The maximum LSFYX drawdown since its inception was -20.67%, smaller than the maximum VVR drawdown of -73.80%. Use the drawdown chart below to compare losses from any high point for LSFYX and VVR. For additional features, visit the drawdowns tool.
Volatility
LSFYX vs. VVR - Volatility Comparison
The current volatility for Loomis Sayles Senior Floating Rate and Fixed Income Fund (LSFYX) is 0.73%, while Invesco Senior Income Trust (VVR) has a volatility of 3.58%. 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.