MVO vs. XPRTX
Compare and contrast key facts about MV Oil Trust (MVO) and Invesco Senior Loan Fund (XPRTX).
XPRTX is managed by Invesco. It was launched on Oct 3, 1989.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MVO or XPRTX.
Key characteristics
| MVO | XPRTX | |
|---|---|---|
| YTD Return | -15.02% | 6.39% |
| 1Y Return | -15.58% | 9.13% |
| 3Y Return (Ann) | 16.51% | 5.10% |
| 5Y Return (Ann) | 23.86% | 5.53% |
| 10Y Return (Ann) | 3.02% | 4.60% |
| Sharpe Ratio | -0.51 | 2.82 |
| Sortino Ratio | -0.55 | 7.03 |
| Omega Ratio | 0.93 | 2.25 |
| Calmar Ratio | -0.42 | 10.61 |
| Martin Ratio | -1.03 | 37.64 |
| Ulcer Index | 15.06% | 0.24% |
| Daily Std Dev | 30.04% | 3.23% |
| Max Drawdown | -89.58% | -49.06% |
| Current Drawdown | -30.46% | 0.00% |
Correlation
The correlation between MVO and XPRTX is 0.14, 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.
Performance
MVO vs. XPRTX - Performance Comparison
In the year-to-date period, MVO achieves a -15.02% return, which is significantly lower than XPRTX's 6.39% return. Over the past 10 years, MVO has underperformed XPRTX with an annualized return of 3.02%, while XPRTX has yielded a comparatively higher 4.60% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
MVO vs. XPRTX - Risk-Adjusted Performance 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.
Dividends
MVO vs. XPRTX - Dividend Comparison
MVO's dividend yield for the trailing twelve months is around 17.40%, more than XPRTX's 9.85% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MVO MV Oil Trust | 17.40% | 12.15% | 13.59% | 11.16% | 15.71% | 16.75% | 20.29% | 8.57% | 6.42% | 26.18% | 23.30% | 13.55% |
XPRTX Invesco Senior Loan Fund | 9.85% | 9.78% | 9.08% | 4.99% | 4.40% | 4.91% | 5.31% | 4.46% | 5.45% | 5.86% | 5.40% | 6.40% |
Drawdowns
MVO vs. XPRTX - Drawdown Comparison
The maximum MVO drawdown since its inception was -89.58%, which is greater than XPRTX's maximum drawdown of -49.06%. Use the drawdown chart below to compare losses from any high point for MVO and XPRTX. For additional features, visit the drawdowns tool.
Volatility
MVO vs. XPRTX - Volatility Comparison
MV Oil Trust (MVO) has a higher volatility of 8.46% compared to Invesco Senior Loan Fund (XPRTX) at 0.87%. 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.