XPRTX vs. VTV
Compare and contrast key facts about Invesco Senior Loan Fund (XPRTX) and Vanguard Value ETF (VTV).
XPRTX is managed by Invesco. It was launched on Oct 3, 1989. VTV is a passively managed fund by Vanguard that tracks the performance of the MSCI US Prime Market Value Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XPRTX or VTV.
Key characteristics
| XPRTX | VTV | |
|---|---|---|
| YTD Return | 6.39% | 21.71% |
| 1Y Return | 9.13% | 34.54% |
| 3Y Return (Ann) | 5.10% | 9.98% |
| 5Y Return (Ann) | 5.53% | 11.80% |
| 10Y Return (Ann) | 4.60% | 10.70% |
| Sharpe Ratio | 2.82 | 3.24 |
| Sortino Ratio | 7.03 | 4.56 |
| Omega Ratio | 2.25 | 1.60 |
| Calmar Ratio | 10.61 | 4.86 |
| Martin Ratio | 37.64 | 21.19 |
| Ulcer Index | 0.24% | 1.58% |
| Daily Std Dev | 3.23% | 10.32% |
| Max Drawdown | -49.06% | -59.27% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between XPRTX and VTV 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
XPRTX vs. VTV - Performance Comparison
In the year-to-date period, XPRTX achieves a 6.39% return, which is significantly lower than VTV's 21.71% return. Over the past 10 years, XPRTX has underperformed VTV with an annualized return of 4.60%, while VTV has yielded a comparatively higher 10.70% 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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XPRTX vs. VTV - Expense Ratio Comparison
XPRTX has a 1.45% expense ratio, which is higher than VTV's 0.04% expense ratio.
Risk-Adjusted Performance
XPRTX vs. VTV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Senior Loan Fund (XPRTX) and Vanguard Value ETF (VTV). 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
XPRTX vs. VTV - Dividend Comparison
XPRTX's dividend yield for the trailing twelve months is around 9.85%, more than VTV's 2.22% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XPRTX Invesco Senior Loan Fund | 9.85% | 9.78% | 9.08% | 4.99% | 4.40% | 4.91% | 5.31% | 4.46% | 5.45% | 5.86% | 5.40% | 6.40% |
VTV Vanguard Value ETF | 2.22% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% | 2.22% | 2.21% |
Drawdowns
XPRTX vs. VTV - Drawdown Comparison
The maximum XPRTX drawdown since its inception was -49.06%, smaller than the maximum VTV drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for XPRTX and VTV. For additional features, visit the drawdowns tool.
Volatility
XPRTX vs. VTV - Volatility Comparison
The current volatility for Invesco Senior Loan Fund (XPRTX) is 0.87%, while Vanguard Value ETF (VTV) has a volatility of 3.76%. This indicates that XPRTX experiences smaller price fluctuations and is considered to be less risky than VTV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.