PortfoliosLab logoPortfoliosLab logo
RSFYX vs. DFRPX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RSFYX vs. DFRPX - Performance Comparison

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

Loading charts...

Returns By Period


RSFYX

1D
0.00%
1M
0.22%
YTD
3.35%
6M
4.14%
1Y
8.41%
3Y*
8.35%
5Y*
4.06%
10Y*
4.85%

DFRPX

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RSFYX vs. DFRPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RSFYX
Victory Floating Rate Fund
3.35%7.09%8.64%7.48%-6.82%4.12%4.96%9.68%0.69%4.00%
DFRPX
DWS Floating Rate Fund Class S
0.38%3.45%7.72%11.42%-1.52%3.75%0.89%8.69%-0.58%1.57%

Correlation

The correlation between RSFYX and DFRPX is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.19

Correlation (3Y)
Calculated over the trailing 3-year period

0.31

Correlation (5Y)
Calculated over the trailing 5-year period

0.47

Correlation (10Y)
Calculated over the trailing 10-year period

0.48

Correlation (All Time)
Calculated using the full available price history since Jan 5, 2010

0.49

Over the past year, the correlation between RSFYX and DFRPX has dropped to 0.19 - well below their long-term average of 0.49, suggesting their price drivers have been diverging.

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

RSFYX vs. DFRPX — Risk / Return Rank

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

RSFYX
RSFYX Risk / Return Rank: 8686
Overall Rank
RSFYX Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
RSFYX Sortino Ratio Rank: 9696
Sortino Ratio Rank
RSFYX Omega Ratio Rank: 9595
Omega Ratio Rank
RSFYX Calmar Ratio Rank: 9696
Calmar Ratio Rank
RSFYX Martin Ratio Rank: 9494
Martin Ratio Rank

DFRPX
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. DFRPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Victory Floating Rate Fund (RSFYX) and DWS Floating Rate Fund Class S (DFRPX). 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.


RSFYXDFRPXDifference

Sharpe ratio

Return per unit of total volatility

2.08

Sortino ratio

Return per unit of downside risk

5.26

Omega ratio

Gain probability vs. loss probability

1.77

Calmar ratio

Return relative to maximum drawdown

6.57

Martin ratio

Return relative to average drawdown

21.75

RSFYX vs. DFRPX - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


RSFYXDFRPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.15

Sharpe Ratio (All Time)

Calculated using the full available price history

1.25

Drawdowns

RSFYX vs. DFRPX - Drawdown Comparison


Loading charts...

Drawdown Indicators


RSFYXDFRPXDifference

Max Drawdown

Largest peak-to-trough decline

-21.42%

Max Drawdown (1Y)

Largest decline over 1 year

-1.39%

Max Drawdown (3Y)

Largest decline over 3 years

-2.76%

Max Drawdown (5Y)

Largest decline over 5 years

-8.82%

Max Drawdown (10Y)

Largest decline over 10 years

-21.42%

Current Drawdown

Current decline from peak

0.00%

Average Drawdown

Average peak-to-trough decline

-1.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.42%

Volatility

RSFYX vs. DFRPX - Volatility Comparison


Loading charts...

Volatility by Period


RSFYXDFRPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.52%

Volatility (6M)

Calculated over the trailing 6-month period

3.28%

Volatility (1Y)

Calculated over the trailing 1-year period

4.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.23%

RSFYX vs. DFRPX - Expense Ratio Comparison

RSFYX has a 0.79% expense ratio, which is lower than DFRPX's 0.87% expense ratio.


Dividends

RSFYX vs. DFRPX - Dividend Comparison

RSFYX's dividend yield for the trailing twelve months is around 7.74%, more than DFRPX's 5.11% yield.


PositionTTM20252024202320222021202020192018201720162015
DFRPX
DWS Floating Rate Fund Class S
5.11%5.99%8.67%8.22%4.25%3.31%3.75%4.80%4.21%4.39%4.76%4.63%
RSFYX
Victory Floating Rate Fund
7.74%9.39%9.01%8.22%6.22%4.16%5.47%6.07%5.93%5.07%4.99%5.31%

Frequently Asked Questions


RSFYX and DFRPX have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for RSFYX and DFRPX

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