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 6.00%/yr vs 4.31%/yr for FCBYX. At a 0.09 correlation, their price movements are largely independent.
Performance
VVR vs. FCBYX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, VVR achieves a -2.54% return, which is significantly lower than FCBYX's 0.96% return. Over the past 10 years, VVR has outperformed FCBYX with an annualized return of 6.00%, while FCBYX has yielded a comparatively lower 4.31% annualized return.
VVR
- 1D
- 0.00%
- 1M
- 1.66%
- YTD
- -2.54%
- 6M
- -1.64%
- 1Y
- -6.22%
- 3Y*
- 4.95%
- 5Y*
- 3.92%
- 10Y*
- 6.00%
FCBYX
- 1D
- -0.10%
- 1M
- 0.86%
- YTD
- 0.96%
- 6M
- 1.44%
- 1Y
- 6.27%
- 3Y*
- 7.29%
- 5Y*
- 2.91%
- 10Y*
- 4.31%
VVR vs. FCBYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VVR Invesco Senior Income Trust | -2.54% | -6.18% | 8.97% | 20.86% | -1.11% | 17.00% | -0.22% | 16.97% | -5.36% | 0.19% |
FCBYX Nuveen Strategic Income Fund | 0.96% | 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 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Jan 31, 2000 | 0.09 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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 | -2.72 | ||
| Sortino ratioReturn per unit of downside risk | -4.56 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.51 | -0.58 |
| Calmar ratioReturn relative to maximum drawdown | -0.49 | 2.70 | -3.19 |
| Martin ratioReturn relative to average drawdown | -0.74 | 8.90 | -9.64 |
Loading charts...
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.
Loading charts...
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 | -12.65% | -2.39% | -10.26% |
Max Drawdown (3Y)Largest decline over 3 years | -19.50% | -4.75% | -14.75% |
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 | -14.58% | -0.58% | -14.00% |
Average DrawdownAverage peak-to-trough decline | -10.91% | -2.40% | -8.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.43% | 0.72% | +7.71% |
Volatility
VVR vs. FCBYX - Volatility Comparison
Invesco Senior Income Trust (VVR) has a higher volatility of 4.02% compared to Nuveen Strategic Income Fund (FCBYX) at 0.83%. 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.
Loading charts...
Volatility by Period
| VVR | FCBYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.02% | 0.83% | +3.19% |
Volatility (6M)Calculated over the trailing 6-month period | 11.84% | 2.08% | +9.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.75% | 2.81% | +11.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.05% | 4.13% | +11.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.57% | 4.21% | +19.36% |
Dividends
VVR vs. FCBYX - Dividend Comparison
VVR's dividend yield for the trailing twelve months is around 14.70%, more than FCBYX's 5.39% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FCBYX Nuveen Strategic Income Fund | 5.39% | 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 | 14.70% | 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 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VVR has higher volatility (4.02%) compared to FCBYX (0.83%). In terms of maximum drawdown, VVR dropped -73.79% vs FCBYX's -24.49%.
FCBYX currently has the higher Sharpe Ratio (2.29 vs -0.42), 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.
Find the right allocation for VVR and FCBYX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer