VVR vs. LSFYX
VVR (Invesco Senior Income Trust) is a stock, while LSFYX (Loomis Sayles Senior Floating Rate and Fixed Income Fund) is Bank Loan fund managed by Natixis. Over the past 10 years, VVR returned 5.73%/yr vs 4.08%/yr for LSFYX. At a 0.20 correlation, their price movements are largely independent.
Performance
VVR vs. LSFYX - Performance Comparison
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Returns By Period
In the year-to-date period, VVR achieves a -2.54% return, which is significantly lower than LSFYX's 1.79% return. Over the past 10 years, VVR has outperformed LSFYX with an annualized return of 5.73%, while LSFYX has yielded a comparatively lower 4.08% annualized return.
VVR
- 1D
- -1.32%
- 1M
- 0.30%
- 6M
- -3.43%
- YTD
- -2.54%
- 1Y
- -11.12%
- 3Y*
- 3.86%
- 5Y*
- 4.49%
- 10Y*
- 5.73%
LSFYX
- 1D
- 0.00%
- 1M
- 0.61%
- 6M
- 1.66%
- YTD
- 1.79%
- 1Y
- 3.98%
- 3Y*
- 6.38%
- 5Y*
- 4.09%
- 10Y*
- 4.08%
VVR vs. LSFYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VVR Invesco Senior Income Trust | -2.54% | -6.18% | 8.97% | 20.86% | -1.11% | 17.00% | -0.22% | 16.97% | -5.36% | 0.19% |
LSFYX Loomis Sayles Senior Floating Rate and Fixed Income Fund | 1.79% | 4.80% | 8.60% | 9.78% | -5.52% | 4.88% | 1.47% | 5.43% | 0.40% | 5.06% |
Correlation
The correlation between VVR and LSFYX is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Sep 30, 2011 | 0.20 |
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Return for Risk
VVR vs. LSFYX — Risk / Return Rank
VVR
LSFYX
VVR vs. LSFYX - Risk-Adjusted Trends 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VVR | LSFYX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.45 | ||
| Sortino ratioReturn per unit of downside risk | -4.59 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 1.48 | -0.60 |
| Calmar ratioReturn relative to maximum drawdown | -0.90 | 3.12 | -4.02 |
| Martin ratioReturn relative to average drawdown | -1.31 | 10.13 | -11.44 |
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Drawdowns
VVR vs. LSFYX - Drawdown Comparison
The maximum VVR drawdown since its inception was -73.79%, 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.
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Drawdown Indicators
| VVR | LSFYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.79% | -20.67% | -53.12% |
Max Drawdown (1Y)Largest decline over 1 year | -12.38% | -1.51% | -10.87% |
Max Drawdown (3Y)Largest decline over 3 years | -19.50% | -2.95% | -16.55% |
Max Drawdown (5Y)Largest decline over 5 years | -19.50% | -7.60% | -11.90% |
Max Drawdown (10Y)Largest decline over 10 years | -55.92% | -20.67% | -35.25% |
Current DrawdownCurrent decline from peak | -14.58% | 0.00% | -14.58% |
Average DrawdownAverage peak-to-trough decline | -10.91% | -1.13% | -9.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.77% | 0.43% | +8.34% |
Volatility
VVR vs. LSFYX - Volatility Comparison
Invesco Senior Income Trust (VVR) has a higher volatility of 2.41% 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.
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Volatility by Period
| VVR | LSFYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.41% | 0.73% | +1.68% |
Volatility (6M)Calculated over the trailing 6-month period | 11.92% | 2.12% | +9.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.57% | 2.79% | +11.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.05% | 3.01% | +13.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.57% | 3.50% | +20.07% |
Dividends
VVR vs. LSFYX - Dividend Comparison
VVR's dividend yield for the trailing twelve months is around 14.70%, more than LSFYX's 7.88% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LSFYX Loomis Sayles Senior Floating Rate and Fixed Income Fund | 7.88% | 7.09% | 9.23% | 6.81% | 5.17% | 3.87% | 5.18% | 6.46% | 6.07% | 5.67% | 5.89% | 6.23% |
VVR Invesco Senior Income Trust | 14.70% | 13.94% | 13.06% | 11.54% | 11.46% | 7.22% | 6.71% | 6.22% | 6.68% | 5.95% | 6.41% | 7.97% |
Frequently Asked Questions
VVR and LSFYX have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VVR has higher volatility (2.41%) compared to LSFYX (0.73%). In terms of maximum drawdown, VVR dropped -73.79% vs LSFYX's -20.67%.
LSFYX currently has the higher Sharpe Ratio (1.69 vs -0.77), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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