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VSLCX vs. MSIGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VSLCX vs. MSIGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Senior Loan Fund Class C (VSLCX) and Invesco Main Street Fund (MSIGX). The values are adjusted to include any dividend payments, if applicable.

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VSLCX vs. MSIGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VSLCX
Invesco Senior Loan Fund Class C
-2.30%3.98%6.05%9.82%-3.89%7.39%0.29%6.81%-1.16%4.59%
MSIGX
Invesco Main Street Fund
-6.99%16.02%23.66%23.06%-20.21%27.37%14.41%22.49%-8.25%16.79%

Returns By Period

In the year-to-date period, VSLCX achieves a -2.30% return, which is significantly higher than MSIGX's -6.99% return. Over the past 10 years, VSLCX has underperformed MSIGX with an annualized return of 4.35%, while MSIGX has yielded a comparatively higher 10.63% annualized return.


VSLCX

1D
0.18%
1M
-0.36%
YTD
-2.30%
6M
-3.28%
1Y
2.46%
3Y*
5.01%
5Y*
3.45%
10Y*
4.35%

MSIGX

1D
2.90%
1M
-5.77%
YTD
-6.99%
6M
-5.96%
1Y
12.31%
3Y*
15.27%
5Y*
8.87%
10Y*
10.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VSLCX vs. MSIGX - Expense Ratio Comparison

VSLCX has a 2.45% expense ratio, which is higher than MSIGX's 0.82% expense ratio.


Return for Risk

VSLCX vs. MSIGX — Risk / Return Rank

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

VSLCX
VSLCX Risk / Return Rank: 3737
Overall Rank
VSLCX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
VSLCX Sortino Ratio Rank: 5555
Sortino Ratio Rank
VSLCX Omega Ratio Rank: 6363
Omega Ratio Rank
VSLCX Calmar Ratio Rank: 1515
Calmar Ratio Rank
VSLCX Martin Ratio Rank: 1212
Martin Ratio Rank

MSIGX
MSIGX Risk / Return Rank: 2626
Overall Rank
MSIGX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
MSIGX Sortino Ratio Rank: 3737
Sortino Ratio Rank
MSIGX Omega Ratio Rank: 3636
Omega Ratio Rank
MSIGX Calmar Ratio Rank: 1111
Calmar Ratio Rank
MSIGX Martin Ratio Rank: 1212
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.

VSLCX vs. MSIGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Senior Loan Fund Class C (VSLCX) and Invesco Main Street Fund (MSIGX). 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.


VSLCXMSIGXDifference

Sharpe ratio

Return per unit of total volatility

0.83

0.77

+0.06

Sortino ratio

Return per unit of downside risk

1.49

1.26

+0.22

Omega ratio

Gain probability vs. loss probability

1.24

1.18

+0.06

Calmar ratio

Return relative to maximum drawdown

0.44

0.31

+0.12

Martin ratio

Return relative to average drawdown

1.07

1.22

-0.15

VSLCX vs. MSIGX - Sharpe Ratio Comparison

The current VSLCX Sharpe Ratio is 0.83, which is comparable to the MSIGX Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of VSLCX and MSIGX, 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


VSLCXMSIGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.83

0.77

+0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.89

0.54

+0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.94

0.60

+0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.63

+0.08

Correlation

The correlation between VSLCX and MSIGX is 0.24, 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

VSLCX vs. MSIGX - Dividend Comparison

VSLCX's dividend yield for the trailing twelve months is around 4.16%, less than MSIGX's 8.06% yield.


TTM20252024202320222021202020192018201720162015
VSLCX
Invesco Senior Loan Fund Class C
4.16%6.03%7.82%7.94%7.95%4.00%3.50%3.95%4.07%3.42%4.46%5.34%
MSIGX
Invesco Main Street Fund
8.06%7.50%6.06%7.40%4.68%19.19%3.17%0.89%19.62%7.50%2.96%13.79%

Drawdowns

VSLCX vs. MSIGX - Drawdown Comparison

The maximum VSLCX drawdown since its inception was -48.59%, smaller than the maximum MSIGX drawdown of -57.22%. Use the drawdown chart below to compare losses from any high point for VSLCX and MSIGX.


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Drawdown Indicators


VSLCXMSIGXDifference

Max Drawdown

Largest peak-to-trough decline

-48.59%

-57.22%

+8.63%

Max Drawdown (1Y)

Largest decline over 1 year

-3.45%

-11.78%

+8.33%

Max Drawdown (5Y)

Largest decline over 5 years

-8.82%

-26.73%

+17.91%

Max Drawdown (10Y)

Largest decline over 10 years

-23.56%

-35.41%

+11.85%

Current Drawdown

Current decline from peak

-3.28%

-8.38%

+5.10%

Average Drawdown

Average peak-to-trough decline

-4.32%

-9.03%

+4.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.53%

4.27%

-2.74%

Volatility

VSLCX vs. MSIGX - Volatility Comparison

The current volatility for Invesco Senior Loan Fund Class C (VSLCX) is 0.74%, while Invesco Main Street Fund (MSIGX) has a volatility of 5.28%. This indicates that VSLCX experiences smaller price fluctuations and is considered to be less risky than MSIGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VSLCXMSIGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.74%

5.28%

-4.54%

Volatility (6M)

Calculated over the trailing 6-month period

1.84%

9.48%

-7.64%

Volatility (1Y)

Calculated over the trailing 1-year period

3.96%

18.55%

-14.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.99%

16.92%

-12.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.68%

17.87%

-13.19%