VVR vs. FALN
VVR (Invesco Senior Income Trust) is a stock, while FALN (iShares Fallen Angels USD Bond ETF) is High Yield Bonds fund tracking the Bloomberg US High Yield Fallen Angel 3% Capped Index. Over the past 5 years, VVR returned 4.79%/yr vs 3.82%/yr for FALN. At a 0.28 correlation, their price movements are largely independent.
Performance
VVR vs. FALN - Performance Comparison
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Returns By Period
In the year-to-date period, VVR achieves a -2.51% return, which is significantly lower than FALN's 1.75% return.
VVR
- 1D
- -1.95%
- 1M
- -1.33%
- YTD
- -2.51%
- 6M
- -1.97%
- 1Y
- -8.03%
- 3Y*
- 5.60%
- 5Y*
- 4.79%
- 10Y*
- 5.98%
FALN
- 1D
- 0.19%
- 1M
- 0.57%
- YTD
- 1.75%
- 6M
- 1.59%
- 1Y
- 8.49%
- 3Y*
- 9.24%
- 5Y*
- 3.82%
- 10Y*
- —
VVR vs. FALN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VVR Invesco Senior Income Trust | -2.51% | -6.18% | 8.97% | 20.86% | -1.11% | 17.00% | -0.22% | 16.97% | -5.36% | 0.19% |
FALN iShares Fallen Angels USD Bond ETF | 1.75% | 8.92% | 7.68% | 13.47% | -13.79% | 5.40% | 14.85% | 17.42% | -4.97% | 8.70% |
Correlation
The correlation between VVR and FALN is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Jun 20, 2016 | 0.28 |
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Return for Risk
VVR vs. FALN — Risk / Return Rank
VVR
FALN
VVR vs. FALN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Senior Income Trust (VVR) and iShares Fallen Angels USD Bond ETF (FALN). 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.
| VVR | FALN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.42 | ||
| Sortino ratioReturn per unit of downside risk | -3.41 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.36 | -0.45 |
| Calmar ratioReturn relative to maximum drawdown | -0.64 | 2.15 | -2.79 |
| Martin ratioReturn relative to average drawdown | -1.00 | 8.99 | -9.99 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VVR | FALN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.54 | 1.88 | -2.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.30 | 0.53 | -0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.25 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.19 | 0.74 | -0.55 |
Drawdowns
VVR vs. FALN - Drawdown Comparison
The maximum VVR drawdown since its inception was -73.79%, which is greater than FALN's maximum drawdown of -29.22%. Use the drawdown chart below to compare losses from any high point for VVR and FALN.
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Drawdown Indicators
| VVR | FALN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.79% | -29.22% | -44.57% |
Max Drawdown (1Y)Largest decline over 1 year | -12.65% | -3.96% | -8.69% |
Max Drawdown (3Y)Largest decline over 3 years | -19.50% | -5.92% | -13.58% |
Max Drawdown (5Y)Largest decline over 5 years | -19.50% | -18.78% | -0.72% |
Max Drawdown (10Y)Largest decline over 10 years | -55.92% | — | — |
Current DrawdownCurrent decline from peak | -14.56% | -0.08% | -14.48% |
Average DrawdownAverage peak-to-trough decline | -10.90% | -3.32% | -7.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.05% | 0.95% | +7.10% |
Volatility
VVR vs. FALN - Volatility Comparison
Invesco Senior Income Trust (VVR) has a higher volatility of 4.34% compared to iShares Fallen Angels USD Bond ETF (FALN) at 1.36%. This indicates that VVR's price experiences larger fluctuations and is considered to be riskier than FALN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VVR | FALN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.34% | 1.36% | +2.98% |
Volatility (6M)Calculated over the trailing 6-month period | 11.83% | 3.63% | +8.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.05% | 4.54% | +10.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.04% | 7.31% | +8.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.59% | 8.95% | +14.64% |
Dividends
VVR vs. FALN - Dividend Comparison
VVR's dividend yield for the trailing twelve months is around 14.85%, more than FALN's 6.45% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FALN iShares Fallen Angels USD Bond ETF | 6.45% | 6.31% | 6.24% | 5.37% | 5.08% | 3.40% | 5.14% | 5.35% | 5.97% | 6.98% | 3.55% | 0.00% |
VVR Invesco Senior Income Trust | 14.85% | 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 FALN have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VVR has higher volatility (4.34%) compared to FALN (1.36%). In terms of maximum drawdown, VVR dropped -73.79% vs FALN's -29.22%.
FALN currently has the higher Sharpe Ratio (1.88 vs -0.54), 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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