MVO vs. XPRTX
MVO (MV Oil Trust) is a stock, while XPRTX (Invesco Senior Loan Fund) is Bank Loan fund managed by Invesco. Over the past 5 years, MVO returned -9.24%/yr vs 4.54%/yr for XPRTX. Their 0.12 correlation means their historical movements had little consistent relationship.
Performance
MVO vs. XPRTX - Performance Comparison
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Returns By Period
In the year-to-date period, MVO achieves a 90.68% return, which is significantly higher than XPRTX's -0.68% return.
MVO
- 1D
- 0.00%
- 1M
- 24.92%
- 6M
- 43.85%
- YTD
- 90.68%
- 1Y
- -56.37%
- 3Y*
- -35.28%
- 5Y*
- -9.24%
- 10Y*
- 3.28%
- ALL TIME*
- 0.09%
XPRTX
- 1D
- 0.18%
- 1M
- 0.00%
- 6M
- -0.33%
- 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) |
|---|---|---|---|
MVO MV Oil Trust | $197.49K | $403.62K | $333.85K |
| $0.00 | $0.00 | $0.00 |
MVO vs. XPRTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MVO MV Oil Trust | 90.68% | -82.24% | -22.69% | -18.19% | 123.83% | 225.88% | -44.46% | 2.30% | -4.24% | 31.50% |
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 MVO and XPRTX is 0.04, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.04 |
Correlation (3Y) Balances recent behavior with more history. | 0.02 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.08 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2017 | 0.12 |
The correlation between MVO and XPRTX shifts across timeframes, from 0.02 (3 years) to 0.12 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
MVO vs. XPRTX — Risk / Return Rank
MVO
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
XPRTX
MVO vs. XPRTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MV Oil Trust (MVO) 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.
| MVO | XPRTX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.57 | ||
| Sortino ratioReturn per unit of downside risk | +0.25 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.09 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | -0.68 | 0.30 | -0.97 |
| Martin ratioReturn relative to average drawdown | -1.02 | 0.57 | -1.59 |
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Drawdowns
MVO vs. XPRTX - Drawdown Comparison
The maximum MVO drawdown since its inception was -92.18%, which is greater than XPRTX's maximum drawdown of -23.63%. Use the drawdown chart below to compare losses from any high point for MVO and XPRTX.
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Drawdown Indicators
| MVO | XPRTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.18% | -23.63% | -68.55% |
Max Drawdown (1Y)Largest decline over 1 year | -85.51% | -3.39% | -82.12% |
Max Drawdown (3Y)Largest decline over 3 years | -91.39% | -3.81% | -87.58% |
Max Drawdown (5Y)Largest decline over 5 years | -92.18% | -8.58% | -83.60% |
Max Drawdown (10Y)Largest decline over 10 years | -92.18% | — | — |
Current DrawdownCurrent decline from peak | -78.58% | -1.59% | -76.99% |
Average DrawdownAverage peak-to-trough decline | -41.43% | -1.61% | -39.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 56.57% | 1.66% | +54.91% |
Volatility
MVO vs. XPRTX - Volatility Comparison
MV Oil Trust (MVO) has a higher volatility of 128.68% compared to Invesco Senior Loan Fund (XPRTX) at 0.27%. This indicates that MVO'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
| MVO | XPRTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 128.68% | 0.27% | +128.41% |
Volatility (6M)Calculated over the trailing 6-month period | 149.47% | 2.26% | +147.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 221.47% | 3.31% | +218.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 108.19% | 4.22% | +103.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 88.03% | 4.91% | +83.12% |
Dividends
MVO vs. XPRTX - Dividend Comparison
MVO has not paid dividends to shareholders, while XPRTX's dividend yield for the trailing twelve months is around 4.64%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MVO MV Oil Trust | 186.20% | 72.98% | 19.12% | 12.15% | 13.59% | 11.16% | 15.71% | 16.75% | 20.29% | 8.57% | 6.42% | 26.18% |
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
MVO and XPRTX have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MVO has higher volatility (128.68%) compared to XPRTX (0.27%). In terms of maximum drawdown, MVO dropped -92.18% vs XPRTX's -23.63%.
XPRTX currently has the higher Sharpe Ratio (0.30 vs -0.26), 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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