VVR vs. VLT
Compare and contrast key facts about Invesco Senior Income Trust (VVR) and Invesco High Income Trust II (VLT).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VVR or VLT.
Key characteristics
| VVR | VLT | |
|---|---|---|
| YTD Return | 6.08% | 19.26% |
| 1Y Return | 9.97% | 28.17% |
| 3Y Return (Ann) | 7.55% | 1.40% |
| 5Y Return (Ann) | 8.93% | 5.26% |
| 10Y Return (Ann) | 6.76% | 5.93% |
| Sharpe Ratio | 0.77 | 3.19 |
| Sortino Ratio | 1.12 | 4.45 |
| Omega Ratio | 1.15 | 1.63 |
| Calmar Ratio | 0.95 | 1.46 |
| Martin Ratio | 2.86 | 25.58 |
| Ulcer Index | 3.58% | 1.09% |
| Daily Std Dev | 13.24% | 8.73% |
| Max Drawdown | -73.80% | -69.60% |
| Current Drawdown | -8.38% | -1.41% |
Fundamentals
| VVR | VLT |
|---|
Correlation
The correlation between VVR and VLT is 0.23, 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.
Performance
VVR vs. VLT - Performance Comparison
In the year-to-date period, VVR achieves a 6.08% return, which is significantly lower than VLT's 19.26% return. Over the past 10 years, VVR has outperformed VLT with an annualized return of 6.76%, while VLT has yielded a comparatively lower 5.93% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
VVR vs. VLT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Senior Income Trust (VVR) and Invesco High Income Trust II (VLT). 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.
Dividends
VVR vs. VLT - Dividend Comparison
VVR's dividend yield for the trailing twelve months is around 13.13%, more than VLT's 10.17% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VVR Invesco Senior Income Trust | 13.13% | 11.54% | 11.46% | 7.23% | 6.71% | 6.22% | 6.83% | 6.08% | 6.49% | 7.97% | 7.11% | 7.18% |
VLT Invesco High Income Trust II | 10.17% | 11.09% | 11.23% | 8.02% | 8.48% | 8.07% | 8.43% | 7.00% | 8.08% | 9.74% | 8.69% | 8.62% |
Drawdowns
VVR vs. VLT - Drawdown Comparison
The maximum VVR drawdown since its inception was -73.80%, which is greater than VLT's maximum drawdown of -69.60%. Use the drawdown chart below to compare losses from any high point for VVR and VLT. For additional features, visit the drawdowns tool.
Volatility
VVR vs. VLT - Volatility Comparison
Invesco Senior Income Trust (VVR) has a higher volatility of 3.58% compared to Invesco High Income Trust II (VLT) at 1.93%. This indicates that VVR's price experiences larger fluctuations and is considered to be riskier than VLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
VVR vs. VLT - Financials Comparison
This section allows you to compare key financial metrics between Invesco Senior Income Trust and Invesco High Income Trust II. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities