XPRTX vs. CFOIX

Last updated Aug 1, 2026

XPRTX (Invesco Senior Loan Fund) and CFOIX (Calvert Floating-Rate Advantage Fund) are both Bank Loan funds. Their 0.58 correlation means they have sometimes moved together and sometimes differently. XPRTX charges 1.45%/yr vs 0.78%/yr for CFOIX.

Performance

XPRTX vs. CFOIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Senior Loan Fund (XPRTX) and Calvert Floating-Rate Advantage Fund (CFOIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

XPRTX

• 1D: 0.18%
• 1M: 0.00%
• 6M: -0.33%
• YTD: -0.68%
• 1Y: -0.47%
• 3Y*: 5.34%
• 5Y*: 4.54%
• 10Y*: —
• ALL TIME*: 4.22%

CFOIX

• 1D: —
• 1M: —
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
XPRTX Invesco Senior Loan Fund	$0.00	$0.00	$0.00

XPRTX vs. CFOIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
XPRTX Invesco Senior Loan Fund	-0.68%	4.67%	7.90%	12.08%	-2.92%	8.46%	1.15%	7.89%	-1.03%
CFOIX Calvert Floating-Rate Advantage Fund	0.15%	3.48%	8.92%	12.09%	-4.21%	4.37%	0.62%	9.36%	-2.14%

Correlation

The correlation between XPRTX and CFOIX is 0.31, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.31
Correlation (3Y) Balances recent behavior with more history.	0.41
Correlation (5Y) Shows whether the relationship held over a longer period.	0.55
Correlation (All Time) Calculated using the full available price history since Feb 28, 2018	0.58

Over the past year, the correlation between XPRTX and CFOIX has dropped to 0.31 - well below their long-term average of 0.58, suggesting their price drivers have been diverging.

Return for Risk

XPRTX vs. CFOIX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

XPRTX

XPRTX Risk / Return Rank: 9
XPRTX Sharpe Ratio Rank: 8
XPRTX Sortino Ratio Rank: 10
XPRTX Omega Ratio Rank: 12
XPRTX Calmar Ratio Rank: 8
XPRTX Martin Ratio Rank: 7

CFOIX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

XPRTX vs. CFOIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Senior Loan Fund (XPRTX) and Calvert Floating-Rate Advantage Fund (CFOIX). 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	CFOIX	Difference
Sharpe ratio: Return per unit of total volatility	0.30	—	—
Sortino ratio: Return per unit of downside risk	0.66	—	—
Omega ratio: Gain probability vs. loss probability	1.09	—	—
Calmar ratio: Return relative to maximum drawdown	0.30	—	—
Martin ratio: Return relative to average drawdown	0.57	—	—

Drawdowns

Drawdown Indicators

	XPRTX	CFOIX	Difference
Max Drawdown Largest peak-to-trough decline	-23.63%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-3.39%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-3.81%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-8.58%	—	—
Current Drawdown Current decline from peak	-1.59%	—	—
Average Drawdown Average peak-to-trough decline	-1.61%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	1.66%	—	—

Volatility

Volatility by Period

	XPRTX	CFOIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.27%	—	—
Volatility (6M) Calculated over the trailing 6-month period	2.26%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	3.31%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	4.22%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	4.91%	—	—

XPRTX vs. CFOIX - Expense Ratio Comparison

XPRTX has a 1.45% expense ratio, which is higher than CFOIX's 0.78% expense ratio.

Dividends

XPRTX vs. CFOIX - Dividend Comparison

XPRTX's dividend yield for the trailing twelve months is around 4.64%, less than CFOIX's 4.88% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
CFOIX Calvert Floating-Rate Advantage Fund	4.88%	6.88%	8.62%	7.42%	5.02%	3.96%	4.23%	5.05%	4.20%	0.00%
XPRTX Invesco Senior Loan Fund	4.64%	6.88%	9.56%	9.78%	9.05%	4.98%	4.46%	4.94%	5.21%	2.26%

Frequently Asked Questions

Can I hold both XPRTX and CFOIX in my portfolio?

XPRTX and CFOIX have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.