XPRTX vs. BGT
XPRTX (Invesco Senior Loan Fund) and BGT (BlackRock Floating Rate Income Trust) are both Bank Loan funds. Over the past 5 years, XPRTX returned 4.54%/yr vs 6.46%/yr for BGT. At a 0.25 correlation, their price movements are largely independent. XPRTX charges 1.45%/yr vs 1.74%/yr for BGT.
Performance
XPRTX vs. BGT - Performance Comparison
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Returns By Period
In the year-to-date period, XPRTX achieves a -1.14% return, which is significantly lower than BGT's 0.07% return.
XPRTX
- 1D
- 0.00%
- 1M
- 0.46%
- YTD
- -1.14%
- 6M
- -0.30%
- 1Y
- 1.27%
- 3Y*
- 6.07%
- 5Y*
- 4.54%
- 10Y*
- —
BGT
- 1D
- -0.19%
- 1M
- -0.92%
- YTD
- 0.07%
- 6M
- 0.07%
- 1Y
- -1.63%
- 3Y*
- 10.17%
- 5Y*
- 6.46%
- 10Y*
- 6.39%
XPRTX vs. BGT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XPRTX Invesco Senior Loan Fund | -1.14% | 4.67% | 7.90% | 12.08% | -2.92% | 8.46% | 1.15% | 7.89% | -0.09% | 2.60% |
BGT BlackRock Floating Rate Income Trust | 0.07% | -0.84% | 16.12% | 26.29% | -16.57% | 25.89% | -0.81% | 18.97% | -11.95% | 0.62% |
Correlation
The correlation between XPRTX and BGT is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2017 | 0.25 |
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Return for Risk
XPRTX vs. BGT — Risk / Return Rank
XPRTX
BGT
XPRTX vs. BGT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Senior Loan Fund (XPRTX) and BlackRock Floating Rate Income Trust (BGT). 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 | BGT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.61 | ||
| Sortino ratioReturn per unit of downside risk | +1.08 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 0.98 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 0.42 | -0.15 | +0.57 |
| Martin ratioReturn relative to average drawdown | 0.86 | -0.32 | +1.18 |
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Drawdowns
XPRTX vs. BGT - Drawdown Comparison
The maximum XPRTX drawdown since its inception was -23.63%, smaller than the maximum BGT drawdown of -58.06%. Use the drawdown chart below to compare losses from any high point for XPRTX and BGT.
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Drawdown Indicators
| XPRTX | BGT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.63% | -58.06% | +34.43% |
Max Drawdown (1Y)Largest decline over 1 year | -3.39% | -11.06% | +7.67% |
Max Drawdown (3Y)Largest decline over 3 years | -3.81% | -15.91% | +12.10% |
Max Drawdown (5Y)Largest decline over 5 years | -8.58% | -23.19% | +14.61% |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.90% | — |
Current DrawdownCurrent decline from peak | -2.05% | -6.03% | +3.98% |
Average DrawdownAverage peak-to-trough decline | -1.61% | -8.11% | +6.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.56% | 5.16% | -3.60% |
Volatility
XPRTX vs. BGT - Volatility Comparison
The current volatility for Invesco Senior Loan Fund (XPRTX) is 0.88%, while BlackRock Floating Rate Income Trust (BGT) has a volatility of 1.40%. This indicates that XPRTX experiences smaller price fluctuations and is considered to be less risky than BGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XPRTX | BGT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.88% | 1.40% | -0.52% |
Volatility (6M)Calculated over the trailing 6-month period | 2.13% | 7.03% | -4.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.22% | 9.94% | -6.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.20% | 13.56% | -9.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.92% | 15.34% | -10.42% |
XPRTX vs. BGT - Expense Ratio Comparison
XPRTX has a 1.45% expense ratio, which is lower than BGT's 1.74% expense ratio.
Dividends
XPRTX vs. BGT - Dividend Comparison
XPRTX's dividend yield for the trailing twelve months is around 5.36%, less than BGT's 13.59% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BGT BlackRock Floating Rate Income Trust | 13.59% | 12.74% | 11.22% | 10.36% | 6.87% | 5.55% | 7.58% | 6.33% | 6.64% | 5.03% | 5.03% | 6.04% |
XPRTX Invesco Senior Loan Fund | 5.36% | 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 BGT 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.
BGT has higher volatility (1.40%) compared to XPRTX (0.88%). In terms of maximum drawdown, XPRTX dropped -23.63% vs BGT's -58.06%.
XPRTX currently has the higher Sharpe Ratio (0.44 vs -0.16), 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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