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XSLCX vs. CAPIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XSLCX vs. CAPIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Senior Loan Fund Class IC (XSLCX) and Calamos Aksia Alternative Credit and Income Fund Class I (CAPIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XSLCX achieves a -1.19% return, which is significantly lower than CAPIX's 2.38% return.


XSLCX

1D
0.00%
1M
0.45%
YTD
-1.19%
6M
-0.54%
1Y
1.17%
3Y*
4.94%
5Y*
3.89%
10Y*

CAPIX

1D
0.00%
1M
0.38%
YTD
2.38%
6M
2.67%
1Y
7.19%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XSLCX vs. CAPIX - Yearly Performance Comparison


2026 (YTD)202520242023
XSLCX
Invesco Senior Loan Fund Class IC
-1.19%4.54%6.88%2.25%
CAPIX
Calamos Aksia Alternative Credit and Income Fund Class I
2.38%7.43%8.60%3.02%

Correlation

The correlation between XSLCX and CAPIX is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.02

Correlation (All Time)
Calculated using the full available price history since Aug 14, 2023

0.01

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Return for Risk

XSLCX vs. CAPIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XSLCX
XSLCX Risk / Return Rank: 66
Overall Rank
XSLCX Sharpe Ratio Rank: 66
Sharpe Ratio Rank
XSLCX Sortino Ratio Rank: 77
Sortino Ratio Rank
XSLCX Omega Ratio Rank: 88
Omega Ratio Rank
XSLCX Calmar Ratio Rank: 55
Calmar Ratio Rank
XSLCX Martin Ratio Rank: 55
Martin Ratio Rank

CAPIX
CAPIX Risk / Return Rank: 9898
Overall Rank
CAPIX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
CAPIX Sortino Ratio Rank: 9898
Sortino Ratio Rank
CAPIX Omega Ratio Rank: 9999
Omega Ratio Rank
CAPIX Calmar Ratio Rank: 9898
Calmar Ratio Rank
CAPIX Martin Ratio Rank: 9898
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

XSLCX vs. CAPIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Senior Loan Fund Class IC (XSLCX) and Calamos Aksia Alternative Credit and Income Fund Class I (CAPIX). 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.


XSLCXCAPIXDifference
Sharpe ratioReturn per unit of total volatility

-4.01

Sortino ratioReturn per unit of downside risk

-5.83

Omega ratioGain probability vs. loss probability

1.11

2.92

-1.81

Calmar ratioReturn relative to maximum drawdown

0.38

7.99

-7.61

Martin ratioReturn relative to average drawdown

0.78

31.62

-30.84

XSLCX vs. CAPIX - Sharpe Ratio Comparison

The current XSLCX Sharpe Ratio is 0.41, which is lower than the CAPIX Sharpe Ratio of 4.41. The chart below compares the historical Sharpe Ratios of XSLCX and CAPIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

XSLCX vs. CAPIX - Drawdown Comparison

The maximum XSLCX drawdown since its inception was -23.53%, which is greater than CAPIX's maximum drawdown of -1.96%. Use the drawdown chart below to compare losses from any high point for XSLCX and CAPIX.


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Drawdown Indicators


XSLCXCAPIXDifference

Max Drawdown

Largest peak-to-trough decline

-23.53%

-1.96%

-21.57%

Max Drawdown (1Y)

Largest decline over 1 year

-3.40%

-0.94%

-2.46%

Max Drawdown (3Y)

Largest decline over 3 years

-3.84%

Max Drawdown (5Y)

Largest decline over 5 years

-8.64%

Current Drawdown

Current decline from peak

-2.10%

-0.47%

-1.63%

Average Drawdown

Average peak-to-trough decline

-1.63%

-0.26%

-1.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.58%

0.23%

+1.35%

Volatility

XSLCX vs. CAPIX - Volatility Comparison

Invesco Senior Loan Fund Class IC (XSLCX) has a higher volatility of 0.93% compared to Calamos Aksia Alternative Credit and Income Fund Class I (CAPIX) at 0.37%. This indicates that XSLCX's price experiences larger fluctuations and is considered to be riskier than CAPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XSLCXCAPIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.93%

0.37%

+0.56%

Volatility (6M)

Calculated over the trailing 6-month period

2.16%

1.54%

+0.62%

Volatility (1Y)

Calculated over the trailing 1-year period

3.20%

1.70%

+1.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.16%

2.55%

+1.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.90%

2.55%

+2.35%

XSLCX vs. CAPIX - Expense Ratio Comparison

XSLCX has a 1.60% expense ratio, which is higher than CAPIX's 1.25% expense ratio.


Dividends

XSLCX vs. CAPIX - Dividend Comparison

XSLCX's dividend yield for the trailing twelve months is around 5.25%, less than CAPIX's 8.66% yield.


PositionTTM202520242023202220212020201920182017
CAPIX
Calamos Aksia Alternative Credit and Income Fund Class I
8.66%7.18%4.42%1.81%0.00%0.00%0.00%0.00%0.00%0.00%
XSLCX
Invesco Senior Loan Fund Class IC
5.25%6.75%8.60%7.87%8.89%4.85%4.32%4.82%5.06%2.19%

Frequently Asked Questions


XSLCX and CAPIX have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XSLCX has higher volatility (0.93%) compared to CAPIX (0.37%). In terms of maximum drawdown, XSLCX dropped -23.53% vs CAPIX's -1.96%.

CAPIX currently has the higher Sharpe Ratio (4.41 vs 0.41), 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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