VVR vs. LSFYX
Compare and contrast key facts about Invesco Senior Income Trust (VVR) and Loomis Sayles Senior Floating Rate and Fixed Income Fund (LSFYX).
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: VVR or LSFYX.
Key characteristics
| VVR | LSFYX | |
|---|---|---|
| YTD Return | 6.08% | 7.13% |
| 1Y Return | 9.97% | 9.64% |
| 3Y Return (Ann) | 7.55% | 4.86% |
| 5Y Return (Ann) | 8.93% | 4.53% |
| 10Y Return (Ann) | 6.76% | 3.99% |
| Sharpe Ratio | 0.77 | 3.33 |
| Sortino Ratio | 1.12 | 10.35 |
| Omega Ratio | 1.15 | 3.24 |
| Calmar Ratio | 0.95 | 11.31 |
| Martin Ratio | 2.86 | 55.01 |
| Ulcer Index | 3.58% | 0.18% |
| Daily Std Dev | 13.24% | 2.90% |
| Max Drawdown | -73.80% | -20.67% |
| Current Drawdown | -8.38% | 0.00% |
Correlation
The correlation between VVR and LSFYX 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
VVR vs. LSFYX - Performance Comparison
In the year-to-date period, VVR achieves a 6.08% return, which is significantly lower than LSFYX's 7.13% return. Over the past 10 years, VVR has outperformed LSFYX with an annualized return of 6.76%, while LSFYX has yielded a comparatively lower 3.99% 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
VVR vs. LSFYX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Senior Income Trust (VVR) and Loomis Sayles Senior Floating Rate and Fixed Income Fund (LSFYX). 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
VVR vs. LSFYX - Dividend Comparison
VVR's dividend yield for the trailing twelve months is around 13.13%, more than LSFYX's 8.94% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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% |
Drawdowns
VVR vs. LSFYX - Drawdown Comparison
The maximum VVR drawdown since its inception was -73.80%, which is greater than LSFYX's maximum drawdown of -20.67%. Use the drawdown chart below to compare losses from any high point for VVR and LSFYX. For additional features, visit the drawdowns tool.
Volatility
VVR vs. LSFYX - Volatility Comparison
Invesco Senior Income Trust (VVR) has a higher volatility of 3.58% compared to Loomis Sayles Senior Floating Rate and Fixed Income Fund (LSFYX) at 0.73%. This indicates that VVR's price experiences larger fluctuations and is considered to be riskier than LSFYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.