VVR vs. BKLN
VVR (Invesco Senior Income Trust) is a stock, while BKLN (Invesco Senior Loan ETF) is Bank Loan fund tracking the Morningstar LSTA US Leveraged Loan 100 Index. Over the past 10 years, VVR returned 5.55%/yr vs 4.23%/yr for BKLN. Their 0.30 correlation means their historical movements had little consistent relationship.
Performance
VVR vs. BKLN - Performance Comparison
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Returns By Period
In the year-to-date period, VVR achieves a -1.92% return, which is significantly lower than BKLN's 0.65% return. Over the past 10 years, VVR has outperformed BKLN with an annualized return of 5.55%, while BKLN has yielded a comparatively lower 4.23% annualized return.
VVR
- 1D
- -0.34%
- 1M
- 0.31%
- 6M
- -3.64%
- YTD
- -1.92%
- 1Y
- -10.27%
- 3Y*
- 4.00%
- 5Y*
- 4.77%
- 10Y*
- 5.55%
- ALL TIME*
- 3.86%
BKLN
- 1D
- 0.05%
- 1M
- 0.73%
- 6M
- 1.39%
- YTD
- 0.65%
- 1Y
- 4.08%
- 3Y*
- 6.92%
- 5Y*
- 5.35%
- 10Y*
- 4.23%
- ALL TIME*
- 3.73%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $118.65M | $121.61M | $174.22M | |
| $1.40M | $2.19M | $2.41M |
VVR vs. BKLN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VVR Invesco Senior Income Trust | -1.92% | -6.18% | 8.97% | 20.86% | -1.11% | 17.00% | -0.22% | 16.97% | -5.36% | 0.19% |
BKLN Invesco Senior Loan ETF | 0.65% | 6.88% | 8.21% | 12.53% | -2.51% | 2.32% | 1.32% | 10.03% | -1.32% | 2.13% |
Correlation
The correlation between VVR and BKLN is 0.24, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.24 |
Correlation (3Y) Balances recent behavior with more history. | 0.26 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.33 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.33 |
Correlation (All Time) Calculated using the full available price history since Mar 3, 2011 | 0.30 |
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Return for Risk
VVR vs. BKLN — Risk / Return Rank
VVR
BKLN
VVR vs. BKLN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Senior Income Trust (VVR) and Invesco Senior Loan ETF (BKLN). 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.
| VVR | BKLN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.08 | ||
| Sortino ratioReturn per unit of downside risk | -3.00 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 1.32 | -0.43 |
| Calmar ratioReturn relative to maximum drawdown | -0.79 | 1.27 | -2.06 |
| Martin ratioReturn relative to average drawdown | -1.11 | 4.91 | -6.02 |
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Drawdowns
VVR vs. BKLN - Drawdown Comparison
The maximum VVR drawdown since its inception was -73.79%, which is greater than BKLN's maximum drawdown of -24.17%. Use the drawdown chart below to compare losses from any high point for VVR and BKLN.
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Drawdown Indicators
| VVR | BKLN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.79% | -24.17% | -49.62% |
Max Drawdown (1Y)Largest decline over 1 year | -12.38% | -3.07% | -9.31% |
Max Drawdown (3Y)Largest decline over 3 years | -19.50% | -3.55% | -15.95% |
Max Drawdown (5Y)Largest decline over 5 years | -19.50% | -7.31% | -12.19% |
Max Drawdown (10Y)Largest decline over 10 years | -55.92% | -24.17% | -31.75% |
Current DrawdownCurrent decline from peak | -14.03% | -0.05% | -13.98% |
Average DrawdownAverage peak-to-trough decline | -10.92% | -1.08% | -9.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.84% | 0.79% | +8.05% |
Volatility
VVR vs. BKLN - Volatility Comparison
Invesco Senior Income Trust (VVR) has a higher volatility of 2.76% compared to Invesco Senior Loan ETF (BKLN) at 0.34%. This indicates that VVR's price experiences larger fluctuations and is considered to be riskier than BKLN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VVR | BKLN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.76% | 0.34% | +2.42% |
Volatility (6M)Calculated over the trailing 6-month period | 11.86% | 2.53% | +9.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.50% | 2.77% | +11.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.04% | 4.47% | +11.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.55% | 6.41% | +17.14% |
Dividends
VVR vs. BKLN - Dividend Comparison
VVR's dividend yield for the trailing twelve months is around 14.44%, more than BKLN's 6.53% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BKLN Invesco Senior Loan ETF | 6.53% | 6.95% | 8.41% | 8.59% | 4.93% | 3.11% | 3.56% | 4.86% | 4.52% | 3.50% | 4.54% | 4.12% |
VVR Invesco Senior Income Trust | 14.44% | 13.94% | 13.06% | 11.54% | 11.46% | 7.22% | 6.71% | 6.22% | 6.68% | 5.95% | 6.41% | 7.97% |
Frequently Asked Questions
VVR and BKLN have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VVR has higher volatility (2.76%) compared to BKLN (0.34%). In terms of maximum drawdown, VVR dropped -73.79% vs BKLN's -24.17%.
BKLN currently has the higher Sharpe Ratio (1.41 vs -0.68), 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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