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VSLCX vs. RCRIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VSLCX vs. RCRIX - Performance Comparison

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

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VSLCX vs. RCRIX - 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%2.37%
RCRIX
RiverPark Floating Rate CMBS Fund
0.88%5.56%10.01%9.85%-0.72%2.81%-8.51%4.46%59.17%3.09%

Returns By Period

In the year-to-date period, VSLCX achieves a -2.30% return, which is significantly lower than RCRIX's 0.88% 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%

RCRIX

1D
0.11%
1M
0.11%
YTD
0.88%
6M
2.04%
1Y
5.49%
3Y*
8.16%
5Y*
5.21%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VSLCX vs. RCRIX - Expense Ratio Comparison

VSLCX has a 2.45% expense ratio, which is higher than RCRIX's 0.85% expense ratio.


Return for Risk

VSLCX vs. RCRIX — 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

RCRIX
RCRIX Risk / Return Rank: 9898
Overall Rank
RCRIX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
RCRIX Sortino Ratio Rank: 9898
Sortino Ratio Rank
RCRIX Omega Ratio Rank: 9999
Omega Ratio Rank
RCRIX Calmar Ratio Rank: 9393
Calmar Ratio Rank
RCRIX Martin Ratio Rank: 9898
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. RCRIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Senior Loan Fund Class C (VSLCX) and RiverPark Floating Rate CMBS Fund (RCRIX). 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.


VSLCXRCRIXDifference

Sharpe ratio

Return per unit of total volatility

0.83

3.51

-2.68

Sortino ratio

Return per unit of downside risk

1.49

5.49

-4.00

Omega ratio

Gain probability vs. loss probability

1.24

3.02

-1.78

Calmar ratio

Return relative to maximum drawdown

0.44

2.84

-2.41

Martin ratio

Return relative to average drawdown

1.07

23.96

-22.89

VSLCX vs. RCRIX - Sharpe Ratio Comparison

The current VSLCX Sharpe Ratio is 0.83, which is lower than the RCRIX Sharpe Ratio of 3.51. The chart below compares the historical Sharpe Ratios of VSLCX and RCRIX, 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


VSLCXRCRIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.83

3.51

-2.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.89

3.27

-2.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.94

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

1.08

-0.37

Correlation

The correlation between VSLCX and RCRIX is 0.12, 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. RCRIX - Dividend Comparison

VSLCX's dividend yield for the trailing twelve months is around 4.16%, less than RCRIX's 4.67% 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%
RCRIX
RiverPark Floating Rate CMBS Fund
4.67%5.30%6.85%7.90%3.80%2.34%3.16%3.36%49.16%3.64%0.00%0.00%

Drawdowns

VSLCX vs. RCRIX - Drawdown Comparison

The maximum VSLCX drawdown since its inception was -48.59%, which is greater than RCRIX's maximum drawdown of -30.00%. Use the drawdown chart below to compare losses from any high point for VSLCX and RCRIX.


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Drawdown Indicators


VSLCXRCRIXDifference

Max Drawdown

Largest peak-to-trough decline

-48.59%

-30.00%

-18.59%

Max Drawdown (1Y)

Largest decline over 1 year

-3.45%

-1.82%

-1.63%

Max Drawdown (5Y)

Largest decline over 5 years

-8.82%

-3.75%

-5.07%

Max Drawdown (10Y)

Largest decline over 10 years

-23.56%

Current Drawdown

Current decline from peak

-3.28%

0.00%

-3.28%

Average Drawdown

Average peak-to-trough decline

-4.32%

-3.07%

-1.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.53%

0.23%

+1.30%

Volatility

VSLCX vs. RCRIX - Volatility Comparison

Invesco Senior Loan Fund Class C (VSLCX) has a higher volatility of 0.74% compared to RiverPark Floating Rate CMBS Fund (RCRIX) at 0.30%. This indicates that VSLCX's price experiences larger fluctuations and is considered to be riskier than RCRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VSLCXRCRIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.74%

0.30%

+0.44%

Volatility (6M)

Calculated over the trailing 6-month period

1.84%

0.58%

+1.26%

Volatility (1Y)

Calculated over the trailing 1-year period

3.96%

1.54%

+2.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.99%

1.60%

+2.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.68%

8.01%

-3.33%