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VSLAX vs. RPIFX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VSLAX vs. RPIFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Senior Loan Fund Class A (VSLAX) and T. Rowe Price Institutional Floating Rate Fund (RPIFX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VSLAX achieves a -1.21% return, which is significantly lower than RPIFX's 1.15% return. Both investments have delivered pretty close results over the past 10 years, with VSLAX having a 4.63% annualized return and RPIFX not far ahead at 4.83%.


VSLAX

1D
0.00%
1M
0.44%
YTD
-1.21%
6M
-0.57%
1Y
1.10%
3Y*
4.89%
5Y*
3.80%
10Y*
4.63%

RPIFX

1D
0.00%
1M
0.25%
YTD
1.15%
6M
1.76%
1Y
5.61%
3Y*
7.42%
5Y*
5.23%
10Y*
4.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VSLAX vs. RPIFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VSLAX
Invesco Senior Loan Fund Class A
-1.21%4.45%5.90%10.63%-3.01%8.20%1.04%7.45%-0.35%5.37%
RPIFX
T. Rowe Price Institutional Floating Rate Fund
1.15%6.71%8.47%10.13%-1.96%4.67%2.42%8.82%0.39%3.78%

Correlation

The correlation between VSLAX and RPIFX is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.28

Correlation (3Y)
Calculated over the trailing 3-year period

0.39

Correlation (5Y)
Calculated over the trailing 5-year period

0.54

Correlation (10Y)
Calculated over the trailing 10-year period

0.58

Correlation (All Time)
Calculated using the full available price history since Feb 1, 2008

0.63

Over the past year, the correlation between VSLAX and RPIFX has dropped to 0.28 - well below their long-term average of 0.63, suggesting their price drivers have been diverging.

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Return for Risk

VSLAX vs. RPIFX — Risk / Return Rank

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

VSLAX
VSLAX Risk / Return Rank: 66
Overall Rank
VSLAX Sharpe Ratio Rank: 66
Sharpe Ratio Rank
VSLAX Sortino Ratio Rank: 77
Sortino Ratio Rank
VSLAX Omega Ratio Rank: 88
Omega Ratio Rank
VSLAX Calmar Ratio Rank: 55
Calmar Ratio Rank
VSLAX Martin Ratio Rank: 44
Martin Ratio Rank

RPIFX
RPIFX Risk / Return Rank: 8888
Overall Rank
RPIFX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
RPIFX Sortino Ratio Rank: 9797
Sortino Ratio Rank
RPIFX Omega Ratio Rank: 9797
Omega Ratio Rank
RPIFX Calmar Ratio Rank: 8686
Calmar Ratio Rank
RPIFX Martin Ratio Rank: 8383
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.

VSLAX vs. RPIFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Senior Loan Fund Class A (VSLAX) and T. Rowe Price Institutional Floating Rate Fund (RPIFX). 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.


VSLAXRPIFXDifference
Sharpe ratioReturn per unit of total volatility

-1.99

Sortino ratioReturn per unit of downside risk

-4.91

Omega ratioGain probability vs. loss probability

1.11

1.90

-0.79

Calmar ratioReturn relative to maximum drawdown

0.36

3.91

-3.55

Martin ratioReturn relative to average drawdown

0.74

14.27

-13.53

VSLAX vs. RPIFX - Sharpe Ratio Comparison

The current VSLAX Sharpe Ratio is 0.39, which is lower than the RPIFX Sharpe Ratio of 2.38. The chart below compares the historical Sharpe Ratios of VSLAX and RPIFX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

VSLAX vs. RPIFX - Drawdown Comparison

The maximum VSLAX drawdown since its inception was -48.81%, which is greater than RPIFX's maximum drawdown of -25.10%. Use the drawdown chart below to compare losses from any high point for VSLAX and RPIFX.


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Drawdown Indicators


VSLAXRPIFXDifference

Max Drawdown

Largest peak-to-trough decline

-48.81%

-25.10%

-23.71%

Max Drawdown (1Y)

Largest decline over 1 year

-3.41%

-1.44%

-1.97%

Max Drawdown (3Y)

Largest decline over 3 years

-3.86%

-2.28%

-1.58%

Max Drawdown (5Y)

Largest decline over 5 years

-8.54%

-5.90%

-2.64%

Max Drawdown (10Y)

Largest decline over 10 years

-23.54%

-19.67%

-3.87%

Current Drawdown

Current decline from peak

-2.13%

-0.32%

-1.81%

Average Drawdown

Average peak-to-trough decline

-4.13%

-1.33%

-2.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.58%

0.39%

+1.19%

Volatility

VSLAX vs. RPIFX - Volatility Comparison

Invesco Senior Loan Fund Class A (VSLAX) has a higher volatility of 0.89% compared to T. Rowe Price Institutional Floating Rate Fund (RPIFX) at 0.57%. This indicates that VSLAX's price experiences larger fluctuations and is considered to be riskier than RPIFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VSLAXRPIFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.89%

0.57%

+0.32%

Volatility (6M)

Calculated over the trailing 6-month period

2.08%

1.74%

+0.34%

Volatility (1Y)

Calculated over the trailing 1-year period

3.14%

2.38%

+0.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.12%

2.76%

+1.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.75%

3.80%

+0.95%

VSLAX vs. RPIFX - Expense Ratio Comparison

VSLAX has a 1.70% expense ratio, which is higher than RPIFX's 0.57% expense ratio.


Dividends

VSLAX vs. RPIFX - Dividend Comparison

VSLAX's dividend yield for the trailing twelve months is around 5.19%, less than RPIFX's 7.02% yield.


PositionTTM20252024202320222021202020192018201720162015
RPIFX
T. Rowe Price Institutional Floating Rate Fund
7.02%7.22%7.77%6.53%4.12%3.94%4.29%5.12%5.16%4.32%4.31%4.45%
VSLAX
Invesco Senior Loan Fund Class A
5.19%6.67%7.68%8.67%8.75%4.75%4.22%4.70%4.93%4.16%5.17%6.16%

Frequently Asked Questions


VSLAX and RPIFX have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VSLAX has higher volatility (0.89%) compared to RPIFX (0.57%). In terms of maximum drawdown, VSLAX dropped -48.81% vs RPIFX's -25.10%.

RPIFX currently has the higher Sharpe Ratio (2.38 vs 0.39), 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.

Portfolio Optimizer

Find the right allocation for VSLAX and RPIFX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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