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VLT vs. PHD
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

VLT vs. PHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco High Income Trust II (VLT) and Pioneer Floating Rate Fund, Inc. (PHD). The values are adjusted to include any dividend payments, if applicable.

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VLT vs. PHD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VLT
Invesco High Income Trust II
-7.22%13.22%17.38%13.12%-20.82%14.53%4.46%23.60%-7.97%10.68%
PHD
Pioneer Floating Rate Fund, Inc.
2,387.50%-95.64%16.93%18.20%-17.24%21.32%-0.22%20.28%-8.94%2.66%

Fundamentals

Market Cap

VLT:

$65.63M

PHD:

$123.13M

EPS

VLT:

$2.10

PHD:

$2.38

PE Ratio

VLT:

4.82

PHD:

4.18

PEG Ratio

VLT:

0.02

PHD:

0.02

PS Ratio

VLT:

4.10

PHD:

3.40

PB Ratio

VLT:

0.90

PHD:

0.99

Total Revenue (TTM)

VLT:

$16.01M

PHD:

$36.22M

Gross Profit (TTM)

VLT:

$10.67M

PHD:

$36.22M

EBITDA (TTM)

VLT:

$14.37M

PHD:

$1.67M

Returns By Period

In the year-to-date period, VLT achieves a -7.22% return, which is significantly lower than PHD's 2,387.50% return. Both investments have delivered pretty close results over the past 10 years, with VLT having a 6.64% annualized return and PHD not far behind at 6.63%.


VLT

1D
2.43%
1M
-6.34%
YTD
-7.22%
6M
-5.27%
1Y
5.86%
3Y*
9.89%
5Y*
3.83%
10Y*
6.64%

PHD

1D
0.00%
1M
-0.00%
YTD
2,387.50%
6M
-0.10%
1Y
8.41%
3Y*
14.05%
5Y*
5.84%
10Y*
6.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

VLT vs. PHD — Risk / Return Rank

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

VLT
VLT Risk / Return Rank: 5656
Overall Rank
VLT Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
VLT Sortino Ratio Rank: 4848
Sortino Ratio Rank
VLT Omega Ratio Rank: 5555
Omega Ratio Rank
VLT Calmar Ratio Rank: 5454
Calmar Ratio Rank
VLT Martin Ratio Rank: 6262
Martin Ratio Rank

PHD
PHD Risk / Return Rank: 6666
Overall Rank
PHD Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
PHD Sortino Ratio Rank: 100100
Sortino Ratio Rank
PHD Omega Ratio Rank: 100100
Omega Ratio Rank
PHD Calmar Ratio Rank: 4444
Calmar Ratio Rank
PHD Martin Ratio Rank: 4646
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.

VLT vs. PHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco High Income Trust II (VLT) and Pioneer Floating Rate Fund, Inc. (PHD). 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.


VLTPHDDifference

Sharpe ratio

Return per unit of total volatility

0.52

0.00

+0.52

Sortino ratio

Return per unit of downside risk

0.73

64.63

-63.90

Omega ratio

Gain probability vs. loss probability

1.13

23.85

-22.72

Calmar ratio

Return relative to maximum drawdown

0.53

0.08

+0.45

Martin ratio

Return relative to average drawdown

2.10

0.43

+1.68

VLT vs. PHD - Sharpe Ratio Comparison

The current VLT Sharpe Ratio is 0.52, which is higher than the PHD Sharpe Ratio of 0.00. The chart below compares the historical Sharpe Ratios of VLT and PHD, 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


VLTPHDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.52

0.00

+0.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

0.00

+0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.00

+0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.14

0.00

+0.13

Correlation

The correlation between VLT and PHD is 0.33, 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

VLT vs. PHD - Dividend Comparison

VLT's dividend yield for the trailing twelve months is around 11.26%, more than PHD's 3.02% yield.


TTM20252024202320222021202020192018201720162015
VLT
Invesco High Income Trust II
11.26%10.27%10.55%11.13%11.27%8.06%8.51%8.10%8.44%7.00%8.06%9.71%
PHD
Pioneer Floating Rate Fund, Inc.
3.02%131.25%10.36%11.91%9.75%6.24%6.67%7.29%6.71%6.28%6.13%6.50%

Drawdowns

VLT vs. PHD - Drawdown Comparison

The maximum VLT drawdown since its inception was -75.78%, smaller than the maximum PHD drawdown of -96.00%. Use the drawdown chart below to compare losses from any high point for VLT and PHD.


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Drawdown Indicators


VLTPHDDifference

Max Drawdown

Largest peak-to-trough decline

-75.78%

-96.00%

+20.22%

Max Drawdown (1Y)

Largest decline over 1 year

-10.55%

-96.00%

+85.45%

Max Drawdown (5Y)

Largest decline over 5 years

-30.46%

-96.00%

+65.54%

Max Drawdown (10Y)

Largest decline over 10 years

-42.02%

-96.00%

+53.98%

Current Drawdown

Current decline from peak

-8.37%

-0.50%

-7.87%

Average Drawdown

Average peak-to-trough decline

-17.01%

-9.38%

-7.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.64%

17.20%

-14.56%

Volatility

VLT vs. PHD - Volatility Comparison

The current volatility for Invesco High Income Trust II (VLT) is 4.39%, while Pioneer Floating Rate Fund, Inc. (PHD) has a volatility of 658.65%. This indicates that VLT experiences smaller price fluctuations and is considered to be less risky than PHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VLTPHDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.39%

658.65%

-654.26%

Volatility (6M)

Calculated over the trailing 6-month period

6.20%

1,020.37%

-1,014.17%

Volatility (1Y)

Calculated over the trailing 1-year period

11.26%

6,380.53%

-6,369.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.66%

2,469.50%

-2,457.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.91%

1,717.93%

-1,704.02%

Financials

VLT vs. PHD - Financials Comparison

This section allows you to compare key financial metrics between Invesco High Income Trust II and Pioneer Floating Rate Fund, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


2.00M4.00M6.00M8.00M10.00MAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJuly
2.63M
7.84M
(VLT) Total Revenue
(PHD) Total Revenue
Values in USD except per share items