CHIAX vs. XPRTX
CHIAX (Credit Suisse Floating Rate High Income Fund) and XPRTX (Invesco Senior Loan Fund) are both Bank Loan funds. Over the past 5 years, CHIAX returned 4.39%/yr vs 4.54%/yr for XPRTX. Their 0.55 correlation means they have sometimes moved together and sometimes differently. CHIAX charges 0.95%/yr vs 1.45%/yr for XPRTX.
Performance
CHIAX vs. XPRTX - Performance Comparison
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Returns By Period
In the year-to-date period, CHIAX achieves a 2.02% return, which is significantly higher than XPRTX's -0.68% return.
CHIAX
- 1D
- -0.16%
- 1M
- -0.81%
- 6M
- 2.42%
- YTD
- 2.02%
- 1Y
- 3.18%
- 3Y*
- 5.31%
- 5Y*
- 4.39%
- 10Y*
- 4.24%
- ALL TIME*
- 5.25%
XPRTX
- 1D
- 0.00%
- 1M
- 0.00%
- 6M
- 0.03%
- YTD
- -0.68%
- 1Y
- -0.47%
- 3Y*
- 5.34%
- 5Y*
- 4.54%
- 10Y*
- —
- ALL TIME*
- 4.22%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
CHIAX vs. XPRTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CHIAX Credit Suisse Floating Rate High Income Fund | 2.02% | 4.25% | 6.85% | 11.03% | -3.14% | 5.03% | 2.32% | 6.67% | -0.22% | 3.52% |
XPRTX Invesco Senior Loan Fund | -0.68% | 4.67% | 7.90% | 12.08% | -2.92% | 8.46% | 1.15% | 7.89% | -0.09% | 2.60% |
Correlation
The correlation between CHIAX and XPRTX is 0.31, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.31 |
Correlation (3Y) Balances recent behavior with more history. | 0.39 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.52 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2017 | 0.55 |
Over the past year, the correlation between CHIAX and XPRTX has dropped to 0.31 - well below their long-term average of 0.55, suggesting their price drivers have been diverging.
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Return for Risk
CHIAX vs. XPRTX — Risk / Return Rank
CHIAX
XPRTX
CHIAX vs. XPRTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Credit Suisse Floating Rate High Income Fund (CHIAX) and Invesco Senior Loan Fund (XPRTX). 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.
| CHIAX | XPRTX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.32 | ||
| Sortino ratioReturn per unit of downside risk | +2.64 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 0.94 | +0.37 |
| Calmar ratioReturn relative to maximum drawdown | 1.50 | -0.21 | +1.72 |
| Martin ratioReturn relative to average drawdown | 4.46 | -0.41 | +4.86 |
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Drawdowns
CHIAX vs. XPRTX - Drawdown Comparison
The maximum CHIAX drawdown since its inception was -37.29%, which is greater than XPRTX's maximum drawdown of -23.63%. Use the drawdown chart below to compare losses from any high point for CHIAX and XPRTX.
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Drawdown Indicators
| CHIAX | XPRTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.29% | -23.63% | -13.66% |
Max Drawdown (1Y)Largest decline over 1 year | -2.02% | -3.39% | +1.37% |
Max Drawdown (3Y)Largest decline over 3 years | -2.41% | -3.81% | +1.40% |
Max Drawdown (5Y)Largest decline over 5 years | -5.99% | -8.58% | +2.59% |
Max Drawdown (10Y)Largest decline over 10 years | -19.94% | — | — |
Current DrawdownCurrent decline from peak | -0.97% | -1.59% | +0.62% |
Average DrawdownAverage peak-to-trough decline | -2.02% | -1.61% | -0.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.68% | 1.67% | -0.99% |
Volatility
CHIAX vs. XPRTX - Volatility Comparison
Credit Suisse Floating Rate High Income Fund (CHIAX) has a higher volatility of 0.85% compared to Invesco Senior Loan Fund (XPRTX) at 0.27%. This indicates that CHIAX's price experiences larger fluctuations and is considered to be riskier than XPRTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CHIAX | XPRTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.85% | 0.27% | +0.58% |
Volatility (6M)Calculated over the trailing 6-month period | 2.34% | 2.26% | +0.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.89% | 3.30% | -0.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.84% | 4.21% | -1.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.61% | 4.90% | -1.29% |
CHIAX vs. XPRTX - Expense Ratio Comparison
CHIAX has a 0.95% expense ratio, which is lower than XPRTX's 1.45% expense ratio.
Dividends
CHIAX vs. XPRTX - Dividend Comparison
CHIAX's dividend yield for the trailing twelve months is around 5.91%, more than XPRTX's 4.64% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CHIAX Credit Suisse Floating Rate High Income Fund | 5.91% | 7.44% | 7.25% | 7.19% | 3.90% | 3.38% | 4.19% | 4.94% | 4.38% | 3.79% | 4.47% | 4.26% |
XPRTX Invesco Senior Loan Fund | 4.64% | 6.88% | 9.56% | 9.78% | 9.05% | 4.98% | 4.46% | 4.94% | 5.21% | 2.26% | 0.00% | 0.00% |
Frequently Asked Questions
CHIAX and XPRTX have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CHIAX has higher volatility (0.85%) compared to XPRTX (0.27%). In terms of maximum drawdown, CHIAX dropped -37.29% vs XPRTX's -23.63%.
CHIAX currently has the higher Sharpe Ratio (1.07 vs -0.25), 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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