FFRSX vs. XPRTX
FFRSX (Federated Hermes Floating Rate Strat Inc Fund) and XPRTX (Invesco Senior Loan Fund) are both Bank Loan funds. Over the past 5 years, FFRSX returned 3.33%/yr vs 4.58%/yr for XPRTX. Their 0.55 correlation means they have sometimes moved together and sometimes differently. FFRSX charges 0.68%/yr vs 1.45%/yr for XPRTX.
Performance
FFRSX vs. XPRTX - Performance Comparison
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Returns By Period
In the year-to-date period, FFRSX achieves a 1.23% return, which is significantly higher than XPRTX's -0.68% return.
FFRSX
- 1D
- 0.00%
- 1M
- 0.12%
- 6M
- 1.25%
- YTD
- 1.23%
- 1Y
- 3.85%
- 3Y*
- 5.74%
- 5Y*
- 3.33%
- 10Y*
- 3.28%
- ALL TIME*
- 3.42%
XPRTX
- 1D
- 0.00%
- 1M
- 0.00%
- 6M
- 0.21%
- YTD
- -0.68%
- 1Y
- -0.47%
- 3Y*
- 5.40%
- 5Y*
- 4.58%
- 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 |
FFRSX vs. XPRTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FFRSX Federated Hermes Floating Rate Strat Inc Fund | 1.23% | 5.61% | 6.71% | 8.04% | -5.85% | 3.73% | 0.45% | 6.71% | 0.38% | 3.04% |
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 FFRSX and XPRTX is 0.30, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.30 |
Correlation (3Y) Balances recent behavior with more history. | 0.36 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.50 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2017 | 0.55 |
Over the past year, the correlation between FFRSX and XPRTX has dropped to 0.30 - well below their long-term average of 0.55, suggesting their price drivers have been diverging.
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Return for Risk
FFRSX vs. XPRTX — Risk / Return Rank
FFRSX
XPRTX
FFRSX vs. XPRTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Federated Hermes Floating Rate Strat Inc Fund (FFRSX) 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.
| FFRSX | XPRTX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.06 | ||
| Sortino ratioReturn per unit of downside risk | +4.29 | ||
| Omega ratioGain probability vs. loss probability | 1.71 | 0.96 | +0.76 |
| Calmar ratioReturn relative to maximum drawdown | 3.50 | -0.15 | +3.65 |
| Martin ratioReturn relative to average drawdown | 12.02 | -0.30 | +12.31 |
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Drawdowns
FFRSX vs. XPRTX - Drawdown Comparison
The maximum FFRSX drawdown since its inception was -17.13%, smaller than the maximum XPRTX drawdown of -23.63%. Use the drawdown chart below to compare losses from any high point for FFRSX and XPRTX.
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Drawdown Indicators
| FFRSX | XPRTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.13% | -23.63% | +6.50% |
Max Drawdown (1Y)Largest decline over 1 year | -1.07% | -3.39% | +2.32% |
Max Drawdown (3Y)Largest decline over 3 years | -1.45% | -3.81% | +2.36% |
Max Drawdown (5Y)Largest decline over 5 years | -7.54% | -8.58% | +1.04% |
Max Drawdown (10Y)Largest decline over 10 years | -17.13% | — | — |
Current DrawdownCurrent decline from peak | -0.12% | -1.59% | +1.47% |
Average DrawdownAverage peak-to-trough decline | -0.90% | -1.61% | +0.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.31% | 1.67% | -1.36% |
Volatility
FFRSX vs. XPRTX - Volatility Comparison
The current volatility for Federated Hermes Floating Rate Strat Inc Fund (FFRSX) is 0.21%, while Invesco Senior Loan Fund (XPRTX) has a volatility of 0.27%. This indicates that FFRSX experiences smaller price fluctuations and is considered to be less risky 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
| FFRSX | XPRTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.21% | 0.27% | -0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 1.35% | 2.25% | -0.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.00% | 2.87% | -0.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.44% | 4.22% | -1.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.24% | 4.90% | -1.66% |
FFRSX vs. XPRTX - Expense Ratio Comparison
FFRSX has a 0.68% expense ratio, which is lower than XPRTX's 1.45% expense ratio.
Dividends
FFRSX vs. XPRTX - Dividend Comparison
FFRSX's dividend yield for the trailing twelve months is around 5.22%, more than XPRTX's 4.64% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FFRSX Federated Hermes Floating Rate Strat Inc Fund | 5.22% | 6.38% | 6.95% | 6.88% | 4.15% | 2.92% | 3.37% | 4.62% | 4.41% | 3.68% | 3.76% | 3.71% |
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
FFRSX and XPRTX have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XPRTX has higher volatility (0.27%) compared to FFRSX (0.21%). In terms of maximum drawdown, FFRSX dropped -17.13% vs XPRTX's -23.63%.
FFRSX currently has the higher Sharpe Ratio (1.87 vs -0.18), 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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