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VSLCX vs. OPPAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VSLCX vs. OPPAX - Performance Comparison

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

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VSLCX vs. OPPAX - 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%
OPPAX
Invesco Global Fund
-9.72%15.20%16.16%34.18%-32.18%15.23%27.64%31.58%-13.65%36.25%

Returns By Period

In the year-to-date period, VSLCX achieves a -2.30% return, which is significantly higher than OPPAX's -9.72% return. Over the past 10 years, VSLCX has underperformed OPPAX with an annualized return of 4.35%, while OPPAX has yielded a comparatively higher 10.39% annualized return.


VSLCX

1D
0.00%
1M
-0.00%
YTD
-2.30%
6M
-3.28%
1Y
2.46%
3Y*
5.01%
5Y*
3.45%
10Y*
4.35%

OPPAX

1D
4.19%
1M
-5.95%
YTD
-9.72%
6M
-6.68%
1Y
9.88%
3Y*
12.51%
5Y*
4.20%
10Y*
10.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VSLCX vs. OPPAX - Expense Ratio Comparison

VSLCX has a 2.45% expense ratio, which is higher than OPPAX's 1.04% expense ratio.


Return for Risk

VSLCX vs. OPPAX — Risk / Return Rank

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

VSLCX
VSLCX Risk / Return Rank: 2323
Overall Rank
VSLCX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
VSLCX Sortino Ratio Rank: 3232
Sortino Ratio Rank
VSLCX Omega Ratio Rank: 4040
Omega Ratio Rank
VSLCX Calmar Ratio Rank: 1111
Calmar Ratio Rank
VSLCX Martin Ratio Rank: 99
Martin Ratio Rank

OPPAX
OPPAX Risk / Return Rank: 1414
Overall Rank
OPPAX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
OPPAX Sortino Ratio Rank: 2222
Sortino Ratio Rank
OPPAX Omega Ratio Rank: 1919
Omega Ratio Rank
OPPAX Calmar Ratio Rank: 77
Calmar Ratio Rank
OPPAX Martin Ratio Rank: 77
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. OPPAX - Risk-Adjusted Trends Comparison

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


VSLCXOPPAXDifference

Sharpe ratio

Return per unit of total volatility

0.70

0.53

+0.17

Sortino ratio

Return per unit of downside risk

1.25

0.95

+0.30

Omega ratio

Gain probability vs. loss probability

1.20

1.12

+0.08

Calmar ratio

Return relative to maximum drawdown

0.44

0.05

+0.38

Martin ratio

Return relative to average drawdown

1.06

0.18

+0.88

VSLCX vs. OPPAX - Sharpe Ratio Comparison

The current VSLCX Sharpe Ratio is 0.70, which is higher than the OPPAX Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of VSLCX and OPPAX, 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


VSLCXOPPAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.70

0.53

+0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.89

0.20

+0.69

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.94

0.51

+0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.48

+0.23

Correlation

The correlation between VSLCX and OPPAX is 0.25, 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. OPPAX - Dividend Comparison

VSLCX's dividend yield for the trailing twelve months is around 4.16%, less than OPPAX's 27.46% 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%
OPPAX
Invesco Global Fund
27.46%24.79%11.93%10.72%14.18%7.18%5.72%1.35%12.92%5.92%0.69%5.17%

Drawdowns

VSLCX vs. OPPAX - Drawdown Comparison

The maximum VSLCX drawdown since its inception was -48.59%, smaller than the maximum OPPAX drawdown of -60.39%. Use the drawdown chart below to compare losses from any high point for VSLCX and OPPAX.


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Drawdown Indicators


VSLCXOPPAXDifference

Max Drawdown

Largest peak-to-trough decline

-48.59%

-60.39%

+11.80%

Max Drawdown (1Y)

Largest decline over 1 year

-3.45%

-16.26%

+12.81%

Max Drawdown (5Y)

Largest decline over 5 years

-8.82%

-41.90%

+33.08%

Max Drawdown (10Y)

Largest decline over 10 years

-23.56%

-41.90%

+18.34%

Current Drawdown

Current decline from peak

-3.28%

-12.75%

+9.47%

Average Drawdown

Average peak-to-trough decline

-4.32%

-15.49%

+11.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.54%

5.54%

-4.00%

Volatility

VSLCX vs. OPPAX - Volatility Comparison

The current volatility for Invesco Senior Loan Fund Class C (VSLCX) is 0.74%, while Invesco Global Fund (OPPAX) has a volatility of 7.56%. This indicates that VSLCX experiences smaller price fluctuations and is considered to be less risky than OPPAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VSLCXOPPAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.74%

7.56%

-6.82%

Volatility (6M)

Calculated over the trailing 6-month period

1.84%

12.76%

-10.92%

Volatility (1Y)

Calculated over the trailing 1-year period

3.95%

21.47%

-17.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.98%

21.19%

-17.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.68%

20.63%

-15.95%