XPRTX vs. FFRSX
Compare and contrast key facts about Invesco Senior Loan Fund (XPRTX) and Federated Hermes Floating Rate Strat Inc Fund (FFRSX).
XPRTX is managed by Invesco. It was launched on Oct 3, 1989. FFRSX is managed by Federated. It was launched on Dec 2, 2010.
Performance
XPRTX vs. FFRSX - Performance Comparison
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XPRTX vs. FFRSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XPRTX Invesco Senior Loan Fund | -2.31% | 4.67% | 7.90% | 12.08% | -2.92% | 8.46% | 1.15% | 7.89% | -0.09% | 2.60% |
FFRSX Federated Hermes Floating Rate Strat Inc Fund | -0.72% | 5.61% | 6.71% | 8.04% | -5.85% | 3.73% | 0.45% | 6.71% | 0.38% | 3.14% |
Returns By Period
In the year-to-date period, XPRTX achieves a -2.31% return, which is significantly lower than FFRSX's -0.72% return.
XPRTX
- 1D
- 0.18%
- 1M
- -0.36%
- YTD
- -2.31%
- 6M
- -3.21%
- 1Y
- 2.88%
- 3Y*
- 6.48%
- 5Y*
- 4.74%
- 10Y*
- —
FFRSX
- 1D
- 0.00%
- 1M
- -0.12%
- YTD
- -0.72%
- 6M
- 0.69%
- 1Y
- 3.97%
- 3Y*
- 5.64%
- 5Y*
- 3.17%
- 10Y*
- 3.41%
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XPRTX vs. FFRSX - Expense Ratio Comparison
XPRTX has a 1.45% expense ratio, which is higher than FFRSX's 0.68% expense ratio.
Return for Risk
XPRTX vs. FFRSX — Risk / Return Rank
XPRTX
FFRSX
XPRTX vs. FFRSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Senior Loan Fund (XPRTX) and Federated Hermes Floating Rate Strat Inc Fund (FFRSX). 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.
| XPRTX | FFRSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.96 | 1.76 | -0.80 |
Sortino ratioReturn per unit of downside risk | 1.77 | 3.04 | -1.27 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.66 | -0.36 |
Calmar ratioReturn relative to maximum drawdown | 0.63 | 3.06 | -2.43 |
Martin ratioReturn relative to average drawdown | 1.55 | 11.21 | -9.66 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XPRTX | FFRSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.96 | 1.76 | -0.80 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.17 | 1.31 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.06 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.86 | 1.19 | -0.32 |
Correlation
The correlation between XPRTX and FFRSX is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
XPRTX vs. FFRSX - Dividend Comparison
XPRTX's dividend yield for the trailing twelve months is around 4.77%, less than FFRSX's 5.61% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XPRTX Invesco Senior Loan Fund | 4.77% | 6.88% | 9.56% | 9.78% | 9.05% | 4.98% | 4.46% | 4.94% | 5.21% | 2.26% | 0.00% | 0.00% |
FFRSX Federated Hermes Floating Rate Strat Inc Fund | 5.61% | 6.38% | 6.95% | 6.88% | 4.15% | 2.92% | 3.37% | 4.62% | 4.41% | 3.68% | 3.76% | 3.71% |
Drawdowns
XPRTX vs. FFRSX - Drawdown Comparison
The maximum XPRTX drawdown since its inception was -23.63%, which is greater than FFRSX's maximum drawdown of -17.13%. Use the drawdown chart below to compare losses from any high point for XPRTX and FFRSX.
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Drawdown Indicators
| XPRTX | FFRSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.63% | -17.13% | -6.50% |
Max Drawdown (1Y)Largest decline over 1 year | -3.39% | -1.40% | -1.99% |
Max Drawdown (5Y)Largest decline over 5 years | -8.58% | -7.54% | -1.04% |
Max Drawdown (10Y)Largest decline over 10 years | — | -17.13% | — |
Current DrawdownCurrent decline from peak | -3.21% | -0.83% | -2.38% |
Average DrawdownAverage peak-to-trough decline | -1.60% | -0.92% | -0.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.43% | 0.38% | +1.05% |
Volatility
XPRTX vs. FFRSX - Volatility Comparison
Invesco Senior Loan Fund (XPRTX) has a higher volatility of 0.85% compared to Federated Hermes Floating Rate Strat Inc Fund (FFRSX) at 0.63%. This indicates that XPRTX's price experiences larger fluctuations and is considered to be riskier than FFRSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XPRTX | FFRSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.85% | 0.63% | +0.22% |
Volatility (6M)Calculated over the trailing 6-month period | 1.88% | 1.62% | +0.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.04% | 2.45% | +1.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.16% | 2.43% | +1.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.96% | 3.24% | +1.72% |