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XSIAX vs. DDFLX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

XSIAX vs. DDFLX

Last updated Jun 23, 2026

XSIAX (Voya Senior Income Fund) and DDFLX (Delaware Floating Rate Fund) are both Bank Loan funds. Over the past 5 years, XSIAX returned 3.55%/yr vs 5.71%/yr for DDFLX. A 0.55 correlation means they provide meaningful diversification when combined. XSIAX charges 1.51%/yr vs 0.67%/yr for DDFLX.

Performance

XSIAX vs. DDFLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Voya Senior Income Fund (XSIAX) and Delaware Floating Rate Fund (DDFLX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, XSIAX achieves a 0.73% return, which is significantly lower than DDFLX's 1.63% return.

XSIAX

1D
0.00%
1M
0.42%
YTD
0.73%
6M
1.48%
1Y
3.95%
3Y*
6.57%
5Y*
3.55%
10Y*
—

DDFLX

1D
-0.13%
1M
0.28%
YTD
1.63%
6M
2.20%
1Y
5.93%
3Y*
7.85%
5Y*
5.71%
10Y*
5.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XSIAX vs. DDFLX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
XSIAX
Voya Senior Income Fund		0.73%4.91%7.42%14.32%-10.33%5.87%-5.85%5.70%-1.20%-0.66%
DDFLX
Delaware Floating Rate Fund		1.63%6.01%8.92%10.75%-0.62%5.46%3.17%10.69%1.26%4.35%

Correlation

The correlation between XSIAX and DDFLX is 0.50, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

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

0.50

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

0.46

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

0.57

Correlation (All Time)
Calculated using the full available price history since Feb 1, 2017

0.55

The correlation between XSIAX and DDFLX shifts across timeframes, from 0.46 (3 years) to 0.57 (5 years), reflecting how their relationship changes across market environments.

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Voya Senior Income Fund

Delaware Floating Rate Fund

Often compared with XSIAX:
XSIAX vs. IFTIXXSIAX vs. IRLNXXSIAX vs. PYFRXXSIAX vs. IPHYXXSIAX vs. LFRIXXSIAX vs. PSFIXXSIAX vs. LEXCX
Often compared with DDFLX:
DDFLX vs. WLGAXDDFLX vs. VMRXXDDFLX vs. IVINXDDFLX vs. DFRTXDDFLX vs. DEFFXDDFLX vs. VCSHDDFLX vs. DEEIX

Return for Risk

XSIAX vs. DDFLX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XSIAX
XSIAX Risk / Return Rank: 3939
Overall Rank
XSIAX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
XSIAX Sortino Ratio Rank: 4949
Sortino Ratio Rank
XSIAX Omega Ratio Rank: 4848
Omega Ratio Rank
XSIAX Calmar Ratio Rank: 3131
Calmar Ratio Rank
XSIAX Martin Ratio Rank: 3939
Martin Ratio Rank
DDFLX
DDFLX Risk / Return Rank: 9595
Overall Rank
DDFLX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
DDFLX Sortino Ratio Rank: 9898
Sortino Ratio Rank
DDFLX Omega Ratio Rank: 9898
Omega Ratio Rank
DDFLX Calmar Ratio Rank: 9595
Calmar Ratio Rank
DDFLX Martin Ratio Rank: 9494
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.

XSIAX vs. DDFLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya Senior Income Fund (XSIAX) and Delaware Floating Rate Fund (DDFLX). 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.

XSIAXDDFLXDifference
Sharpe ratioReturn per unit of total volatility
1.39
2.64

-1.24

Sortino ratioReturn per unit of downside risk
2.70
6.39

-3.68

Omega ratioGain probability vs. loss probability

1.35

2.11

-0.76

Calmar ratioReturn relative to maximum drawdown

1.97

5.38

-3.42

Martin ratioReturn relative to average drawdown

8.01

19.57

-11.57

XSIAX vs. DDFLX - Sharpe Ratio Comparison

The current XSIAX Sharpe Ratio is 1.39, which is lower than the DDFLX Sharpe Ratio of 2.64. The chart below compares the historical Sharpe Ratios of XSIAX and DDFLX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

XSIAX vs. DDFLX - Drawdown Comparison

The maximum XSIAX drawdown since its inception was -29.91%, which is greater than DDFLX's maximum drawdown of -18.09%. Use the drawdown chart below to compare losses from any high point for XSIAX and DDFLX.

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Drawdown Indicators

XSIAXDDFLXDifference

Max Drawdown

Largest peak-to-trough decline

-29.91%

-18.09%

-11.82%

Max Drawdown (1Y)

Largest decline over 1 year

-2.22%

-1.11%

-1.11%

Max Drawdown (3Y)

Largest decline over 3 years

-3.66%

-2.05%

-1.61%

Max Drawdown (5Y)

Largest decline over 5 years

-12.87%

-5.18%

-7.69%

Max Drawdown (10Y)

Largest decline over 10 years

—

-18.09%

—

Current Drawdown

Current decline from peak

-0.32%

-0.25%

-0.07%

Average Drawdown

Average peak-to-trough decline

-3.26%

-0.67%

-2.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.52%

0.30%

+0.22%

Volatility

XSIAX vs. DDFLX - Volatility Comparison

Voya Senior Income Fund (XSIAX) has a higher volatility of 0.84% compared to Delaware Floating Rate Fund (DDFLX) at 0.66%. This indicates that XSIAX's price experiences larger fluctuations and is considered to be riskier than DDFLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

XSIAXDDFLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.84%

0.66%

+0.18%

Volatility (6M)

Calculated over the trailing 6-month period

2.43%

1.63%

+0.80%

Volatility (1Y)

Calculated over the trailing 1-year period

3.14%

2.27%

+0.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.03%

2.70%

+1.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.50%

3.50%

+2.00%

XSIAX vs. DDFLX - Expense Ratio Comparison

XSIAX has a 1.51% expense ratio, which is higher than DDFLX's 0.67% expense ratio.

Dividends

XSIAX vs. DDFLX - Dividend Comparison

XSIAX's dividend yield for the trailing twelve months is around 6.63%, less than DDFLX's 6.80% yield.

PositionTTM20252024202320222021202020192018201720162015
DDFLX
Delaware Floating Rate Fund		6.80%7.21%8.62%7.17%5.04%3.96%4.89%6.54%5.73%4.33%2.09%2.34%
XSIAX
Voya Senior Income Fund		6.63%6.38%8.83%9.44%4.34%3.56%4.13%4.47%5.63%1.82%0.00%0.00%

Frequently Asked Questions

XSIAX and DDFLX have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XSIAX has higher volatility (0.84%) compared to DDFLX (0.66%). In terms of maximum drawdown, XSIAX dropped -29.91% vs DDFLX's -18.09%.

DDFLX currently has the higher Sharpe Ratio (2.64 vs 1.39), 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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