XPRTX vs. ARCC
XPRTX (Invesco Senior Loan Fund) is Bank Loan fund managed by Invesco, while ARCC (Ares Capital Corporation) is a stock. Over the past 5 years, XPRTX returned 4.57%/yr vs 8.45%/yr for ARCC. At a 0.24 correlation, their price movements are largely independent.
Performance
XPRTX vs. ARCC - Performance Comparison
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Returns By Period
In the year-to-date period, XPRTX achieves a -0.68% return, which is significantly higher than ARCC's -2.93% return.
XPRTX
- 1D
- 0.00%
- 1M
- 0.47%
- 6M
- -0.86%
- YTD
- -0.68%
- 1Y
- 0.54%
- 3Y*
- 5.85%
- 5Y*
- 4.57%
- 10Y*
- —
ARCC
- 1D
- -0.75%
- 1M
- -0.75%
- 6M
- -4.30%
- YTD
- -2.93%
- 1Y
- -10.06%
- 3Y*
- 8.79%
- 5Y*
- 8.45%
- 10Y*
- 12.89%
XPRTX vs. ARCC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XPRTX Invesco Senior Loan Fund | -0.68% | 4.67% | 7.90% | 12.08% | -2.92% | 8.46% | 1.15% | 7.89% | -0.09% | 2.60% |
ARCC Ares Capital Corporation | -2.93% | 1.07% | 19.78% | 20.03% | -3.84% | 36.14% | 0.86% | 31.30% | 8.81% | 1.96% |
Correlation
The correlation between XPRTX and ARCC is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2017 | 0.24 |
The correlation between XPRTX and ARCC shifts across timeframes, from 0.14 (1 year) to 0.24 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XPRTX vs. ARCC — Risk / Return Rank
XPRTX
ARCC
XPRTX vs. ARCC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Senior Loan Fund (XPRTX) and Ares Capital Corporation (ARCC). 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.
| XPRTX | ARCC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.78 | ||
| Sortino ratioReturn per unit of downside risk | +1.17 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 0.92 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 0.24 | -0.52 | +0.76 |
| Martin ratioReturn relative to average drawdown | 0.47 | -0.89 | +1.37 |
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Drawdowns
XPRTX vs. ARCC - Drawdown Comparison
The maximum XPRTX drawdown since its inception was -23.63%, smaller than the maximum ARCC drawdown of -79.36%. Use the drawdown chart below to compare losses from any high point for XPRTX and ARCC.
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Drawdown Indicators
| XPRTX | ARCC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.63% | -79.36% | +55.73% |
Max Drawdown (1Y)Largest decline over 1 year | -3.39% | -19.35% | +15.96% |
Max Drawdown (3Y)Largest decline over 3 years | -3.81% | -19.35% | +15.54% |
Max Drawdown (5Y)Largest decline over 5 years | -8.58% | -21.76% | +13.18% |
Max Drawdown (10Y)Largest decline over 10 years | — | -56.77% | — |
Current DrawdownCurrent decline from peak | -1.59% | -11.64% | +10.05% |
Average DrawdownAverage peak-to-trough decline | -1.61% | -9.12% | +7.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.62% | 11.26% | -9.64% |
Volatility
XPRTX vs. ARCC - Volatility Comparison
The current volatility for Invesco Senior Loan Fund (XPRTX) is 1.09%, while Ares Capital Corporation (ARCC) has a volatility of 4.86%. This indicates that XPRTX experiences smaller price fluctuations and is considered to be less risky than ARCC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XPRTX | ARCC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.09% | 4.86% | -3.77% |
Volatility (6M)Calculated over the trailing 6-month period | 2.36% | 14.87% | -12.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.32% | 18.85% | -15.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.22% | 19.99% | -15.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.92% | 25.58% | -20.66% |
Dividends
XPRTX vs. ARCC - Dividend Comparison
XPRTX's dividend yield for the trailing twelve months is around 5.32%, less than ARCC's 10.30% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ARCC Ares Capital Corporation | 10.30% | 9.49% | 8.77% | 9.59% | 10.12% | 7.65% | 9.47% | 9.01% | 9.88% | 9.67% | 9.22% | 11.02% |
XPRTX Invesco Senior Loan Fund | 5.32% | 6.88% | 9.56% | 9.78% | 9.05% | 4.98% | 4.46% | 4.94% | 5.21% | 2.26% | 0.00% | 0.00% |
Frequently Asked Questions
XPRTX and ARCC have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ARCC has higher volatility (4.86%) compared to XPRTX (1.09%). In terms of maximum drawdown, XPRTX dropped -23.63% vs ARCC's -79.36%.
XPRTX currently has the higher Sharpe Ratio (0.24 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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