VVR vs. FCBYX
VVR (Invesco Senior Income Trust) is a stock, while FCBYX (Nuveen Strategic Income Fund) is Multisector Bonds fund managed by Nuveen. Over the past 10 years, VVR returned 5.55%/yr vs 3.92%/yr for FCBYX. Their 0.09 correlation means their historical movements had little consistent relationship.
Performance
VVR vs. FCBYX - 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 FCBYX's 0.60% return. Over the past 10 years, VVR has outperformed FCBYX with an annualized return of 5.55%, while FCBYX has yielded a comparatively lower 3.92% 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%
FCBYX
- 1D
- 0.00%
- 1M
- -0.81%
- 6M
- 0.13%
- YTD
- 0.60%
- 1Y
- 4.01%
- 3Y*
- 6.70%
- 5Y*
- 2.62%
- 10Y*
- 3.92%
- ALL TIME*
- 4.95%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $1.40M | $2.19M | $2.41M |
VVR vs. FCBYX - 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% |
FCBYX Nuveen Strategic Income Fund | 0.60% | 8.55% | 6.86% | 9.14% | -10.36% | 1.47% | 8.45% | 13.18% | -3.07% | 5.54% |
Correlation
The correlation between VVR and FCBYX is 0.17, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.17 |
Correlation (3Y) Balances recent behavior with more history. | 0.15 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.16 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.12 |
Correlation (All Time) Calculated using the full available price history since Jan 31, 2000 | 0.09 |
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Return for Risk
VVR vs. FCBYX — Risk / Return Rank
VVR
FCBYX
VVR vs. FCBYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Senior Income Trust (VVR) and Nuveen Strategic Income Fund (FCBYX). 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 | FCBYX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.53 | ||
| Sortino ratioReturn per unit of downside risk | -4.05 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 1.39 | -0.50 |
| Calmar ratioReturn relative to maximum drawdown | -0.79 | 2.11 | -2.91 |
| Martin ratioReturn relative to average drawdown | -1.11 | 6.86 | -7.97 |
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Drawdowns
VVR vs. FCBYX - Drawdown Comparison
The maximum VVR drawdown since its inception was -73.79%, which is greater than FCBYX's maximum drawdown of -24.49%. Use the drawdown chart below to compare losses from any high point for VVR and FCBYX.
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Drawdown Indicators
| VVR | FCBYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.79% | -24.49% | -49.30% |
Max Drawdown (1Y)Largest decline over 1 year | -12.38% | -2.39% | -9.99% |
Max Drawdown (3Y)Largest decline over 3 years | -19.50% | -4.16% | -15.34% |
Max Drawdown (5Y)Largest decline over 5 years | -19.50% | -15.74% | -3.76% |
Max Drawdown (10Y)Largest decline over 10 years | -55.92% | -15.93% | -39.99% |
Current DrawdownCurrent decline from peak | -14.03% | -0.93% | -13.10% |
Average DrawdownAverage peak-to-trough decline | -10.92% | -2.39% | -8.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.84% | 0.73% | +8.11% |
Volatility
VVR vs. FCBYX - Volatility Comparison
Invesco Senior Income Trust (VVR) has a higher volatility of 2.76% compared to Nuveen Strategic Income Fund (FCBYX) at 0.54%. This indicates that VVR's price experiences larger fluctuations and is considered to be riskier than FCBYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VVR | FCBYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.76% | 0.54% | +2.22% |
Volatility (6M)Calculated over the trailing 6-month period | 11.86% | 2.10% | +9.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.50% | 2.73% | +11.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.04% | 4.14% | +11.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.55% | 4.19% | +19.36% |
Dividends
VVR vs. FCBYX - Dividend Comparison
VVR's dividend yield for the trailing twelve months is around 14.44%, more than FCBYX's 4.81% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FCBYX Nuveen Strategic Income Fund | 4.81% | 6.22% | 6.44% | 5.59% | 4.71% | 3.08% | 3.58% | 3.69% | 3.91% | 4.92% | 5.28% | 5.53% |
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 FCBYX have a correlation of 0.17, 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 FCBYX (0.54%). In terms of maximum drawdown, VVR dropped -73.79% vs FCBYX's -24.49%.
FCBYX currently has the higher Sharpe Ratio (1.85 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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