Yes,Fe3O4   may shows catalytic efficiency on photodegradation of dyes in absence H2O2 under visible radiation, but it shows low catalytic activity(less than 10%).

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 I think it doesn't have  any photocatalytic effect, as  it has very narrow band gap (0.1 ev) which lead to high rate of  recombination of electron–hole pairs 

The values of  band gap of the magnetite (Fe3O4)  lie in 0.1eV and which  being highly dependent on the particle size .Due to it's  band gap narrowing which associated with fast hole –electron recombination process, Fe3O4 NPs exhibited rather low  photocatalytic activity .Please have a look at reference below:

B. Kumar et al,"Phytosynthesis and photocatalytic activity of magnetite (Fe3O4) nanoparticles using the Andean blackberry leaf",Material Chemistry and Physics,Vol.179,pp.310-315,2016.

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