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ISIN
US46131G4064
CUSIP
46131G406
Issuer
Invesco
Inception Date
Oct 3, 1989
Category
Bank Loan
Min. Investment
$1,000
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart


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Performance

XPRTX Performance Chart

Invesco Senior Loan Fund (XPRTX) is down 1.0% since the beginning of the year. XPRTX is currently trading at $5 per share. Investors who bought $1,000 worth of XPRTX shares 5 years ago would now be looking at an investment worth $1,253.


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S&P 500 Index

Returns By Period

Invesco Senior Loan Fund (XPRTX) has returned -0.96% so far this year and 1.28% over the past 12 months.


Invesco Senior Loan Fund

1D
0.00%
1M
0.28%
YTD
-0.96%
6M
-0.65%
1Y
1.28%
3Y*
6.38%
5Y*
4.61%
10Y*

Benchmark (S&P 500 Index)

1D
-0.74%
1M
4.90%
YTD
10.35%
6M
10.28%
1Y
26.52%
3Y*
20.83%
5Y*
12.30%
10Y*
13.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XPRTX Monthly Returns History

Based on dividend-adjusted daily data since Feb 1, 2017, XPRTX's average daily return is +0.02%, while the average monthly return is +0.36%. At this rate, an investment would double in approximately 16.1 years.

Historically, 71% of months were positive and 29% were negative. The best month was May 2020 with a return of +3.9%, while the worst month was Mar 2020 at -13.9%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 3 months.

On a daily basis, XPRTX closed higher 24% of trading days. The best single day was Mar 26, 2020 with a return of +3.5%, while the worst single day was Mar 16, 2020 at -3.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.36%-1.61%0.46%0.82%-0.27%0.00%-0.96%
20250.55%-0.32%-0.85%-0.58%3.58%0.66%1.55%0.48%0.48%-0.88%-0.18%0.14%4.67%
20240.45%1.14%1.13%0.28%0.78%0.62%0.45%0.28%0.62%0.28%0.45%1.15%7.90%
20232.66%0.57%-0.79%0.75%0.23%2.49%1.46%1.26%0.93%-0.77%1.11%1.62%12.08%
20220.54%-0.08%0.23%-0.85%-3.37%-3.61%1.84%1.89%-1.59%1.03%1.20%0.00%-2.92%
20211.58%0.77%0.93%0.76%1.07%0.76%-0.01%0.81%0.95%0.19%-0.53%0.90%8.46%

Benchmark Metrics

Invesco Senior Loan Fund has an annualized alpha of 2.96%, beta of 0.10, and R2 of 0.15 versus S&P 500 Index. Calculated based on daily prices since February 02, 2017.

  • This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (19.67%) than losses (18.59%) - typical of diversified or defensive assets.
  • Beta of 0.10 may look defensive, but with R2 of 0.15 this fund is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
  • R2 of 0.15 means this fund moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
2.96%
Beta
0.10
0.15
Upside Capture
19.67%
Downside Capture
18.59%

Expense Ratio

XPRTX has a high expense ratio of 1.45%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

XPRTX ranks 6 for risk / return — in the bottom 6% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


XPRTX Risk / Return Rank: 66
Overall Rank
XPRTX Sharpe Ratio Rank: 66
Sharpe Ratio Rank
XPRTX Sortino Ratio Rank: 77
Sortino Ratio Rank
XPRTX Omega Ratio Rank: 88
Omega Ratio Rank
XPRTX Calmar Ratio Rank: 55
Calmar Ratio Rank
XPRTX Martin Ratio Rank: 44
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Invesco Senior Loan Fund (XPRTX) and compare them to S&P 500 Index.


XPRTXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.44

2.24

-1.80

Sortino ratio

Return per unit of downside risk

0.92

3.07

-2.16

Omega ratio

Gain probability vs. loss probability

1.13

1.41

-0.28

Calmar ratio

Return relative to maximum drawdown

0.42

2.93

-2.51

Martin ratio

Return relative to average drawdown

0.91

13.52

-12.61

Dividends

Dividend History

Invesco Senior Loan Fund provided a 5.35% dividend yield over the last twelve months, with an annual payout of $0.29 per share.


2.00%4.00%6.00%8.00%10.00%$0.00$0.10$0.20$0.30$0.40$0.50$0.60201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020201920182017
Dividend$0.29$0.39$0.55$0.57$0.52$0.32$0.28$0.32$0.33$0.15

Dividend yield

5.35%6.88%9.56%9.78%9.05%4.98%4.46%4.94%5.21%2.26%

Monthly Dividends

The table displays the monthly dividend distributions for Invesco Senior Loan Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.04$0.04$0.04$0.00$0.11
2025$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.00$0.00$0.04$0.39
2024$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.55
2023$0.04$0.04$0.04$0.04$0.04$0.04$0.05$0.05$0.05$0.05$0.05$0.05$0.57
2022$0.02$0.03$0.02$0.02$0.03$0.03$0.03$0.03$0.03$0.04$0.04$0.19$0.52
2021$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.10$0.32

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Invesco Senior Loan Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Invesco Senior Loan Fund was 23.63%, occurring on Mar 23, 2020. Recovery took 193 trading sessions.

The current Invesco Senior Loan Fund drawdown is 1.87%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-23.63%Mar 2020
2mo 1d9mo 11d
11mo 12dJan 2020 - Dec 2020
Bear market2022
-8.58%Jul 2022
3mo 5d10mo 22d
1y 1moApr 2022 - Jun 2023
Rate-hike selloffLate 2018
-6.13%Dec 2018
2mo 19d3mo 16d
6mo 5dOct 2018 - Apr 2019
2025 selloff2025
-3.81%Apr 2025
2mo 3d1mo 15d
3mo 18dFeb 2025 - May 2025
2026 pullback2026
-3.39%Mar 2026
5mo 22d
8mo 1dOct 2025 - now

Drawdown Indicators


XPRTXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-23.63%

-56.78%

+33.15%

Max Drawdown (1Y)

Largest decline over 1 year

-3.39%

-9.10%

+5.71%

Max Drawdown (3Y)

Largest decline over 3 years

-3.81%

-18.90%

+15.09%

Max Drawdown (5Y)

Largest decline over 5 years

-8.58%

-25.43%

+16.85%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-1.87%

-0.74%

-1.13%

Average Drawdown

Average peak-to-trough decline

-1.61%

-10.72%

+9.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.49%

1.97%

-0.48%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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