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VSLCX vs. VAFAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VSLCX vs. VAFAX - Performance Comparison

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

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VSLCX vs. VAFAX - 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%
VAFAX
Invesco American Franchise Fund Class A
-9.70%11.86%34.78%40.91%-31.20%11.13%42.15%36.55%-3.99%27.11%

Returns By Period

In the year-to-date period, VSLCX achieves a -2.30% return, which is significantly higher than VAFAX's -9.70% return. Over the past 10 years, VSLCX has underperformed VAFAX with an annualized return of 4.35%, while VAFAX has yielded a comparatively higher 13.99% 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%

VAFAX

1D
4.44%
1M
-5.93%
YTD
-9.70%
6M
-12.22%
1Y
14.68%
3Y*
19.34%
5Y*
7.06%
10Y*
13.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VSLCX vs. VAFAX - Expense Ratio Comparison

VSLCX has a 2.45% expense ratio, which is higher than VAFAX's 0.95% expense ratio.


Return for Risk

VSLCX vs. VAFAX — 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

VAFAX
VAFAX Risk / Return Rank: 2222
Overall Rank
VAFAX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
VAFAX Sortino Ratio Rank: 2626
Sortino Ratio Rank
VAFAX Omega Ratio Rank: 2525
Omega Ratio Rank
VAFAX Calmar Ratio Rank: 2020
Calmar Ratio Rank
VAFAX Martin Ratio Rank: 1818
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. VAFAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Senior Loan Fund Class C (VSLCX) and Invesco American Franchise Fund Class A (VAFAX). 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.


VSLCXVAFAXDifference

Sharpe ratio

Return per unit of total volatility

0.70

0.63

+0.06

Sortino ratio

Return per unit of downside risk

1.25

1.06

+0.19

Omega ratio

Gain probability vs. loss probability

1.20

1.15

+0.06

Calmar ratio

Return relative to maximum drawdown

0.44

0.65

-0.21

Martin ratio

Return relative to average drawdown

1.06

2.03

-0.97

VSLCX vs. VAFAX - Sharpe Ratio Comparison

The current VSLCX Sharpe Ratio is 0.70, which is comparable to the VAFAX Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of VSLCX and VAFAX, 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


VSLCXVAFAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.70

0.63

+0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.89

0.31

+0.58

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.94

0.63

+0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.53

+0.18

Correlation

The correlation between VSLCX and VAFAX is 0.22, 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. VAFAX - Dividend Comparison

VSLCX's dividend yield for the trailing twelve months is around 4.16%, less than VAFAX's 15.61% 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%
VAFAX
Invesco American Franchise Fund Class A
15.61%14.09%3.74%0.00%8.32%26.50%8.78%6.85%10.42%5.37%4.08%4.90%

Drawdowns

VSLCX vs. VAFAX - Drawdown Comparison

The maximum VSLCX drawdown since its inception was -48.59%, roughly equal to the maximum VAFAX drawdown of -48.48%. Use the drawdown chart below to compare losses from any high point for VSLCX and VAFAX.


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Drawdown Indicators


VSLCXVAFAXDifference

Max Drawdown

Largest peak-to-trough decline

-48.59%

-48.48%

-0.11%

Max Drawdown (1Y)

Largest decline over 1 year

-3.45%

-19.27%

+15.82%

Max Drawdown (5Y)

Largest decline over 5 years

-8.82%

-38.86%

+30.04%

Max Drawdown (10Y)

Largest decline over 10 years

-23.56%

-38.86%

+15.30%

Current Drawdown

Current decline from peak

-3.28%

-15.69%

+12.41%

Average Drawdown

Average peak-to-trough decline

-4.32%

-8.16%

+3.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.54%

6.14%

-4.60%

Volatility

VSLCX vs. VAFAX - Volatility Comparison

The current volatility for Invesco Senior Loan Fund Class C (VSLCX) is 0.74%, while Invesco American Franchise Fund Class A (VAFAX) has a volatility of 8.31%. This indicates that VSLCX experiences smaller price fluctuations and is considered to be less risky than VAFAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VSLCXVAFAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.74%

8.31%

-7.57%

Volatility (6M)

Calculated over the trailing 6-month period

1.84%

15.69%

-13.85%

Volatility (1Y)

Calculated over the trailing 1-year period

3.95%

25.39%

-21.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.98%

23.03%

-19.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.68%

22.23%

-17.55%