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BKLN vs. VVR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BKLN vs. VVR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Senior Loan ETF (BKLN) and Invesco Senior Income Trust (VVR). The values are adjusted to include any dividend payments, if applicable.

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BKLN vs. VVR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BKLN
Invesco Senior Loan ETF
-1.08%6.88%8.21%12.53%-2.51%2.32%1.32%10.03%-1.32%2.13%
VVR
Invesco Senior Income Trust
0.15%-6.18%8.97%20.86%-1.11%17.00%-0.22%16.97%-5.36%0.19%

Returns By Period

In the year-to-date period, BKLN achieves a -1.08% return, which is significantly lower than VVR's 0.15% return. Over the past 10 years, BKLN has underperformed VVR with an annualized return of 4.40%, while VVR has yielded a comparatively higher 6.72% annualized return.


BKLN

1D
0.20%
1M
1.76%
YTD
-1.08%
6M
0.99%
1Y
5.72%
3Y*
7.64%
5Y*
5.07%
10Y*
4.40%

VVR

1D
-1.86%
1M
3.55%
YTD
0.15%
6M
-0.60%
1Y
-3.76%
3Y*
7.78%
5Y*
5.82%
10Y*
6.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

BKLN vs. VVR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BKLN
BKLN Risk / Return Rank: 7676
Overall Rank
BKLN Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
BKLN Sortino Ratio Rank: 7979
Sortino Ratio Rank
BKLN Omega Ratio Rank: 8989
Omega Ratio Rank
BKLN Calmar Ratio Rank: 7171
Calmar Ratio Rank
BKLN Martin Ratio Rank: 6868
Martin Ratio Rank

VVR
VVR Risk / Return Rank: 2929
Overall Rank
VVR Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
VVR Sortino Ratio Rank: 2525
Sortino Ratio Rank
VVR Omega Ratio Rank: 2525
Omega Ratio Rank
VVR Calmar Ratio Rank: 3131
Calmar Ratio Rank
VVR Martin Ratio Rank: 3232
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.

BKLN vs. VVR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Senior Loan ETF (BKLN) and Invesco Senior Income Trust (VVR). 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.


BKLNVVRDifference

Sharpe ratio

Return per unit of total volatility

1.34

-0.21

+1.55

Sortino ratio

Return per unit of downside risk

2.10

-0.16

+2.27

Omega ratio

Gain probability vs. loss probability

1.38

0.98

+0.40

Calmar ratio

Return relative to maximum drawdown

1.91

-0.30

+2.21

Martin ratio

Return relative to average drawdown

7.18

-0.52

+7.70

BKLN vs. VVR - Sharpe Ratio Comparison

The current BKLN Sharpe Ratio is 1.34, which is higher than the VVR Sharpe Ratio of -0.21. The chart below compares the historical Sharpe Ratios of BKLN and VVR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BKLNVVRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.34

-0.21

+1.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.14

0.37

+0.77

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

0.29

+0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.19

+0.44

Correlation

The correlation between BKLN and VVR is 0.30, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

BKLN vs. VVR - Dividend Comparison

BKLN's dividend yield for the trailing twelve months is around 7.04%, less than VVR's 14.43% yield.


TTM20252024202320222021202020192018201720162015
BKLN
Invesco Senior Loan ETF
7.04%6.95%8.41%8.59%4.93%3.11%3.56%4.86%4.52%3.50%4.54%4.12%
VVR
Invesco Senior Income Trust
14.43%13.94%13.06%11.54%11.46%7.22%6.71%6.22%6.68%5.95%6.41%7.97%

Drawdowns

BKLN vs. VVR - Drawdown Comparison

The maximum BKLN drawdown since its inception was -24.17%, smaller than the maximum VVR drawdown of -73.79%. Use the drawdown chart below to compare losses from any high point for BKLN and VVR.


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Drawdown Indicators


BKLNVVRDifference

Max Drawdown

Largest peak-to-trough decline

-24.17%

-73.79%

+49.62%

Max Drawdown (1Y)

Largest decline over 1 year

-3.07%

-12.65%

+9.58%

Max Drawdown (5Y)

Largest decline over 5 years

-7.31%

-19.50%

+12.19%

Max Drawdown (10Y)

Largest decline over 10 years

-24.17%

-55.92%

+31.75%

Current Drawdown

Current decline from peak

-1.36%

-12.22%

+10.86%

Average Drawdown

Average peak-to-trough decline

-1.10%

-10.89%

+9.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.82%

7.19%

-6.37%

Volatility

BKLN vs. VVR - Volatility Comparison

The current volatility for Invesco Senior Loan ETF (BKLN) is 1.75%, while Invesco Senior Income Trust (VVR) has a volatility of 7.28%. This indicates that BKLN experiences smaller price fluctuations and is considered to be less risky than VVR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BKLNVVRDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.75%

7.28%

-5.53%

Volatility (6M)

Calculated over the trailing 6-month period

2.43%

10.25%

-7.82%

Volatility (1Y)

Calculated over the trailing 1-year period

4.27%

18.27%

-14.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.46%

15.72%

-11.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.44%

23.47%

-17.03%