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RSFYX vs. DAFRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RSFYX vs. DAFRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Victory Floating Rate Fund (RSFYX) and Dunham Floating Rate Bond Fund (DAFRX). The values are adjusted to include any dividend payments, if applicable.

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RSFYX vs. DAFRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RSFYX
Victory Floating Rate Fund
1.59%7.09%8.64%7.48%-6.82%4.12%4.96%9.68%0.69%4.00%
DAFRX
Dunham Floating Rate Bond Fund
-1.23%5.04%7.26%13.05%-2.54%3.51%-0.09%7.18%-1.06%2.71%

Returns By Period

In the year-to-date period, RSFYX achieves a 1.59% return, which is significantly higher than DAFRX's -1.23% return. Over the past 10 years, RSFYX has outperformed DAFRX with an annualized return of 5.01%, while DAFRX has yielded a comparatively lower 3.81% annualized return.


RSFYX

1D
0.13%
1M
2.48%
YTD
1.59%
6M
3.92%
1Y
6.94%
3Y*
7.15%
5Y*
3.93%
10Y*
5.01%

DAFRX

1D
-0.60%
1M
-0.48%
YTD
-1.23%
6M
-0.85%
1Y
3.55%
3Y*
6.98%
5Y*
4.62%
10Y*
3.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RSFYX vs. DAFRX - Expense Ratio Comparison

RSFYX has a 0.79% expense ratio, which is lower than DAFRX's 1.29% expense ratio.


Return for Risk

RSFYX vs. DAFRX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

RSFYX
RSFYX Risk / Return Rank: 8989
Overall Rank
RSFYX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
RSFYX Sortino Ratio Rank: 9393
Sortino Ratio Rank
RSFYX Omega Ratio Rank: 9393
Omega Ratio Rank
RSFYX Calmar Ratio Rank: 9191
Calmar Ratio Rank
RSFYX Martin Ratio Rank: 9090
Martin Ratio Rank

DAFRX
DAFRX Risk / Return Rank: 6565
Overall Rank
DAFRX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
DAFRX Sortino Ratio Rank: 7171
Sortino Ratio Rank
DAFRX Omega Ratio Rank: 8484
Omega Ratio Rank
DAFRX Calmar Ratio Rank: 4747
Calmar Ratio Rank
DAFRX Martin Ratio Rank: 5050
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

RSFYX vs. DAFRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Victory Floating Rate Fund (RSFYX) and Dunham Floating Rate Bond Fund (DAFRX). 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.


RSFYXDAFRXDifference

Sharpe ratio

Return per unit of total volatility

1.53

1.45

+0.08

Sortino ratio

Return per unit of downside risk

2.94

1.96

+0.98

Omega ratio

Gain probability vs. loss probability

1.48

1.36

+0.12

Calmar ratio

Return relative to maximum drawdown

2.85

1.45

+1.40

Martin ratio

Return relative to average drawdown

11.04

5.85

+5.20

RSFYX vs. DAFRX - Sharpe Ratio Comparison

The current RSFYX Sharpe Ratio is 1.53, which is comparable to the DAFRX Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of RSFYX and DAFRX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


RSFYXDAFRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.53

1.45

+0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.11

2.07

-0.96

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.19

1.13

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

1.23

1.03

+0.21

Correlation

The correlation between RSFYX and DAFRX is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

RSFYX vs. DAFRX - Dividend Comparison

RSFYX's dividend yield for the trailing twelve months is around 8.04%, more than DAFRX's 6.94% yield.


TTM20252024202320222021202020192018201720162015
RSFYX
Victory Floating Rate Fund
8.04%9.39%9.01%8.22%6.22%4.16%5.47%6.07%5.93%5.07%4.99%5.31%
DAFRX
Dunham Floating Rate Bond Fund
6.94%7.26%7.87%8.91%5.76%3.13%3.27%4.36%4.30%3.31%3.01%3.13%

Drawdowns

RSFYX vs. DAFRX - Drawdown Comparison

The maximum RSFYX drawdown since its inception was -21.42%, which is greater than DAFRX's maximum drawdown of -19.42%. Use the drawdown chart below to compare losses from any high point for RSFYX and DAFRX.


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Drawdown Indicators


RSFYXDAFRXDifference

Max Drawdown

Largest peak-to-trough decline

-21.42%

-19.42%

-2.00%

Max Drawdown (1Y)

Largest decline over 1 year

-2.63%

-2.23%

-0.40%

Max Drawdown (5Y)

Largest decline over 5 years

-8.82%

-7.08%

-1.74%

Max Drawdown (10Y)

Largest decline over 10 years

-21.42%

-19.42%

-2.00%

Current Drawdown

Current decline from peak

-0.25%

-1.81%

+1.56%

Average Drawdown

Average peak-to-trough decline

-1.35%

-0.98%

-0.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.71%

0.58%

+0.13%

Volatility

RSFYX vs. DAFRX - Volatility Comparison

Victory Floating Rate Fund (RSFYX) has a higher volatility of 2.67% compared to Dunham Floating Rate Bond Fund (DAFRX) at 0.95%. This indicates that RSFYX's price experiences larger fluctuations and is considered to be riskier than DAFRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RSFYXDAFRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.67%

0.95%

+1.72%

Volatility (6M)

Calculated over the trailing 6-month period

3.40%

1.51%

+1.89%

Volatility (1Y)

Calculated over the trailing 1-year period

4.56%

2.46%

+2.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.57%

2.25%

+1.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.22%

3.38%

+0.84%