VSLCX vs. LFRIX
VSLCX (Invesco Senior Loan Fund Class C) and LFRIX (Lord Abbett Floating Rate Fund) are both Bank Loan funds. Over the past 10 years, VSLCX returned 3.84%/yr vs 4.55%/yr for LFRIX. A 0.64 correlation means they provide meaningful diversification when combined. VSLCX charges 2.45%/yr vs 0.60%/yr for LFRIX.
Performance
VSLCX vs. LFRIX - Performance Comparison
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Returns By Period
In the year-to-date period, VSLCX achieves a -1.19% return, which is significantly lower than LFRIX's 2.57% return. Over the past 10 years, VSLCX has underperformed LFRIX with an annualized return of 3.84%, while LFRIX has yielded a comparatively higher 4.55% annualized return.
VSLCX
- 1D
- 0.00%
- 1M
- 0.20%
- 6M
- -1.19%
- YTD
- -1.19%
- 1Y
- -0.13%
- 3Y*
- 4.29%
- 5Y*
- 3.30%
- 10Y*
- 3.84%
LFRIX
- 1D
- 0.00%
- 1M
- 0.91%
- 6M
- 2.32%
- YTD
- 2.57%
- 1Y
- 5.99%
- 3Y*
- 7.35%
- 5Y*
- 5.52%
- 10Y*
- 4.55%
VSLCX vs. LFRIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VSLCX Invesco Senior Loan Fund Class C | -1.19% | 3.98% | 6.05% | 9.82% | -3.89% | 7.39% | 0.29% | 6.81% | -1.16% | 4.59% |
LFRIX Lord Abbett Floating Rate Fund | 2.57% | 6.30% | 8.28% | 12.22% | -2.99% | 5.48% | -1.47% | 7.59% | -0.01% | 3.97% |
Correlation
The correlation between VSLCX and LFRIX is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.45 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.58 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since Dec 18, 2007 | 0.64 |
Over the past year, the correlation between VSLCX and LFRIX has dropped to 0.39 - well below their long-term average of 0.64, suggesting their price drivers have been diverging.
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Return for Risk
VSLCX vs. LFRIX — Risk / Return Rank
VSLCX
LFRIX
VSLCX vs. LFRIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Senior Loan Fund Class C (VSLCX) and Lord Abbett Floating Rate Fund (LFRIX). 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.
| VSLCX | LFRIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.52 | ||
| Sortino ratioReturn per unit of downside risk | -5.55 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.92 | -0.93 |
| Calmar ratioReturn relative to maximum drawdown | -0.04 | 3.88 | -3.92 |
| Martin ratioReturn relative to average drawdown | -0.08 | 14.44 | -14.51 |
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Drawdowns
VSLCX vs. LFRIX - Drawdown Comparison
The maximum VSLCX drawdown since its inception was -48.59%, which is greater than LFRIX's maximum drawdown of -27.90%. Use the drawdown chart below to compare losses from any high point for VSLCX and LFRIX.
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Drawdown Indicators
| VSLCX | LFRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.59% | -27.90% | -20.69% |
Max Drawdown (1Y)Largest decline over 1 year | -3.45% | -1.55% | -1.90% |
Max Drawdown (3Y)Largest decline over 3 years | -3.97% | -2.59% | -1.38% |
Max Drawdown (5Y)Largest decline over 5 years | -8.82% | -6.23% | -2.59% |
Max Drawdown (10Y)Largest decline over 10 years | -23.56% | -21.75% | -1.81% |
Current DrawdownCurrent decline from peak | -2.17% | -0.12% | -2.05% |
Average DrawdownAverage peak-to-trough decline | -4.30% | -1.93% | -2.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.81% | 0.42% | +1.39% |
Volatility
VSLCX vs. LFRIX - Volatility Comparison
Invesco Senior Loan Fund Class C (VSLCX) has a higher volatility of 1.10% compared to Lord Abbett Floating Rate Fund (LFRIX) at 0.73%. This indicates that VSLCX's price experiences larger fluctuations and is considered to be riskier than LFRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VSLCX | LFRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.10% | 0.73% | +0.37% |
Volatility (6M)Calculated over the trailing 6-month period | 2.27% | 1.92% | +0.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.14% | 2.43% | +0.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.05% | 2.87% | +1.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.68% | 3.91% | +0.77% |
VSLCX vs. LFRIX - Expense Ratio Comparison
VSLCX has a 2.45% expense ratio, which is higher than LFRIX's 0.60% expense ratio.
Dividends
VSLCX vs. LFRIX - Dividend Comparison
VSLCX's dividend yield for the trailing twelve months is around 4.64%, less than LFRIX's 6.80% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LFRIX Lord Abbett Floating Rate Fund | 6.80% | 7.20% | 7.68% | 7.63% | 3.95% | 4.01% | 4.64% | 5.71% | 5.60% | 4.65% | 4.64% | 4.72% |
VSLCX Invesco Senior Loan Fund Class C | 4.64% | 6.03% | 7.82% | 7.94% | 7.95% | 4.00% | 3.50% | 3.95% | 4.07% | 3.42% | 4.46% | 5.34% |
Frequently Asked Questions
VSLCX and LFRIX have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VSLCX has higher volatility (1.10%) compared to LFRIX (0.73%). In terms of maximum drawdown, VSLCX dropped -48.59% vs LFRIX's -27.90%.
LFRIX currently has the higher Sharpe Ratio (2.48 vs -0.05), 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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