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XPRTX vs. VWNAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between XPRTX and VWNAX 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.


-0.50.00.51.00.2

Performance

XPRTX vs. VWNAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Senior Loan Fund (XPRTX) and Vanguard Windsor II Fund Admiral Shares (VWNAX). The values are adjusted to include any dividend payments, if applicable.

200.00%300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
164.55%
505.39%
XPRTX
VWNAX

Key characteristics

Sharpe Ratio

XPRTX:

2.17

VWNAX:

0.42

Sortino Ratio

XPRTX:

4.94

VWNAX:

0.57

Omega Ratio

XPRTX:

1.82

VWNAX:

1.12

Calmar Ratio

XPRTX:

7.92

VWNAX:

0.50

Martin Ratio

XPRTX:

25.76

VWNAX:

3.05

Ulcer Index

XPRTX:

0.26%

VWNAX:

2.15%

Daily Std Dev

XPRTX:

3.14%

VWNAX:

15.55%

Max Drawdown

XPRTX:

-49.06%

VWNAX:

-57.51%

Current Drawdown

XPRTX:

-0.69%

VWNAX:

-12.35%

Returns By Period

In the year-to-date period, XPRTX achieves a 5.65% return, which is significantly higher than VWNAX's 4.46% return. Over the past 10 years, XPRTX has underperformed VWNAX with an annualized return of 4.74%, while VWNAX has yielded a comparatively higher 9.33% annualized return.


XPRTX

YTD

5.65%

1M

-0.35%

6M

1.91%

1Y

6.81%

5Y*

4.91%

10Y*

4.74%

VWNAX

YTD

4.46%

1M

-10.94%

6M

-4.99%

1Y

4.95%

5Y*

10.20%

10Y*

9.33%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


XPRTX vs. VWNAX - Expense Ratio Comparison

XPRTX has a 1.45% expense ratio, which is higher than VWNAX's 0.26% expense ratio.


XPRTX
Invesco Senior Loan Fund
Expense ratio chart for XPRTX: current value at 1.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.45%
Expense ratio chart for VWNAX: current value at 0.26% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.26%

Risk-Adjusted Performance

XPRTX vs. VWNAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Senior Loan Fund (XPRTX) and Vanguard Windsor II Fund Admiral Shares (VWNAX). 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.


Sharpe ratio
The chart of Sharpe ratio for XPRTX, currently valued at 2.17, compared to the broader market-1.000.001.002.003.004.002.170.42
The chart of Sortino ratio for XPRTX, currently valued at 4.94, compared to the broader market-2.000.002.004.006.008.0010.004.940.57
The chart of Omega ratio for XPRTX, currently valued at 1.82, compared to the broader market0.501.001.502.002.503.003.501.821.12
The chart of Calmar ratio for XPRTX, currently valued at 7.92, compared to the broader market0.002.004.006.008.0010.0012.0014.007.920.50
The chart of Martin ratio for XPRTX, currently valued at 25.76, compared to the broader market0.0020.0040.0060.0025.763.05
XPRTX
VWNAX

The current XPRTX Sharpe Ratio is 2.17, which is higher than the VWNAX Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of XPRTX and VWNAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
2.17
0.42
XPRTX
VWNAX

Dividends

XPRTX vs. VWNAX - Dividend Comparison

XPRTX's dividend yield for the trailing twelve months is around 8.99%, more than VWNAX's 0.92% yield.


TTM20232022202120202019201820172016201520142013
XPRTX
Invesco Senior Loan Fund
8.99%9.78%9.08%4.99%4.40%4.91%5.31%4.46%5.45%5.86%5.40%6.40%
VWNAX
Vanguard Windsor II Fund Admiral Shares
0.92%1.72%1.70%1.26%1.38%2.20%2.70%2.09%2.57%2.49%2.42%2.08%

Drawdowns

XPRTX vs. VWNAX - Drawdown Comparison

The maximum XPRTX drawdown since its inception was -49.06%, smaller than the maximum VWNAX drawdown of -57.51%. Use the drawdown chart below to compare losses from any high point for XPRTX and VWNAX. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-0.69%
-12.35%
XPRTX
VWNAX

Volatility

XPRTX vs. VWNAX - Volatility Comparison

The current volatility for Invesco Senior Loan Fund (XPRTX) is 0.61%, while Vanguard Windsor II Fund Admiral Shares (VWNAX) has a volatility of 12.22%. This indicates that XPRTX experiences smaller price fluctuations and is considered to be less risky than VWNAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
0.61%
12.22%
XPRTX
VWNAX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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