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BKLN vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BKLN and VOO is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

BKLN vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Senior Loan ETF (BKLN) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%JulyAugustSeptemberOctoberNovemberDecember
62.66%
477.50%
BKLN
VOO

Key characteristics

Sharpe Ratio

BKLN:

3.63

VOO:

2.25

Sortino Ratio

BKLN:

5.46

VOO:

2.98

Omega Ratio

BKLN:

1.95

VOO:

1.42

Calmar Ratio

BKLN:

4.99

VOO:

3.31

Martin Ratio

BKLN:

41.57

VOO:

14.77

Ulcer Index

BKLN:

0.20%

VOO:

1.90%

Daily Std Dev

BKLN:

2.29%

VOO:

12.46%

Max Drawdown

BKLN:

-24.17%

VOO:

-33.99%

Current Drawdown

BKLN:

-0.24%

VOO:

-2.47%

Returns By Period

In the year-to-date period, BKLN achieves a 7.85% return, which is significantly lower than VOO's 26.02% return. Over the past 10 years, BKLN has underperformed VOO with an annualized return of 3.75%, while VOO has yielded a comparatively higher 13.08% annualized return.


BKLN

YTD

7.85%

1M

0.19%

6M

4.45%

1Y

8.05%

5Y*

4.21%

10Y*

3.75%

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


BKLN vs. VOO - Expense Ratio Comparison

BKLN has a 0.65% expense ratio, which is higher than VOO's 0.03% expense ratio.


BKLN
Invesco Senior Loan ETF
Expense ratio chart for BKLN: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

BKLN vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Senior Loan ETF (BKLN) and Vanguard S&P 500 ETF (VOO). 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.


Sharpe ratio
The chart of Sharpe ratio for BKLN, currently valued at 3.63, compared to the broader market0.002.004.003.632.25
The chart of Sortino ratio for BKLN, currently valued at 5.46, compared to the broader market-2.000.002.004.006.008.0010.005.462.98
The chart of Omega ratio for BKLN, currently valued at 1.95, compared to the broader market0.501.001.502.002.503.001.951.42
The chart of Calmar ratio for BKLN, currently valued at 4.99, compared to the broader market0.005.0010.0015.004.993.31
The chart of Martin ratio for BKLN, currently valued at 41.57, compared to the broader market0.0020.0040.0060.0080.00100.0041.5714.77
BKLN
VOO

The current BKLN Sharpe Ratio is 3.63, which is higher than the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of BKLN and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
3.63
2.25
BKLN
VOO

Dividends

BKLN vs. VOO - Dividend Comparison

BKLN's dividend yield for the trailing twelve months is around 7.82%, more than VOO's 0.91% yield.


TTM20232022202120202019201820172016201520142013
BKLN
Invesco Senior Loan ETF
7.82%8.59%4.93%3.11%3.56%4.86%4.51%3.51%4.55%4.11%4.12%4.39%
VOO
Vanguard S&P 500 ETF
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

BKLN vs. VOO - Drawdown Comparison

The maximum BKLN drawdown since its inception was -24.17%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for BKLN and VOO. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-0.24%
-2.47%
BKLN
VOO

Volatility

BKLN vs. VOO - Volatility Comparison

The current volatility for Invesco Senior Loan ETF (BKLN) is 0.36%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.75%. This indicates that BKLN experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
0.36%
3.75%
BKLN
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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