RSFYX vs. DFRPX
RSFYX (Victory Floating Rate Fund) and DFRPX (DWS Floating Rate Fund Class S) are both Bank Loan funds. At a 0.49 correlation, their price movements are largely independent. RSFYX charges 0.79%/yr vs 0.87%/yr for DFRPX.
Performance
RSFYX vs. DFRPX - Performance Comparison
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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*
- —
RSFYX vs. DFRPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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.
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Return for Risk
RSFYX vs. DFRPX — Risk / Return Rank
RSFYX
DFRPX
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.
| RSFYX | DFRPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.08 | — | — |
Sortino ratioReturn per unit of downside risk | 5.26 | — | — |
Omega ratioGain probability vs. loss probability | 1.77 | — | — |
Calmar ratioReturn relative to maximum drawdown | 6.57 | — | — |
Martin ratioReturn relative to average drawdown | 21.75 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| RSFYX | DFRPX | Difference | |
|---|---|---|---|
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
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Drawdown Indicators
| RSFYX | DFRPX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | 0.00% | — | — |
Average DrawdownAverage peak-to-trough decline | -1.34% | — | — |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.42% | — | — |
Volatility
RSFYX vs. DFRPX - Volatility Comparison
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Volatility by Period
| RSFYX | DFRPX | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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