XSLCX vs. RCRIX

Last updated Jun 23, 2026

XSLCX (Invesco Senior Loan Fund Class IC) and RCRIX (RiverPark Floating Rate CMBS Fund) are both Bank Loan funds. Over the past 5 years, XSLCX returned 3.89%/yr vs 5.37%/yr for RCRIX. At a 0.14 correlation, their price movements are largely independent. XSLCX charges 1.60%/yr vs 0.85%/yr for RCRIX.

Performance

XSLCX vs. RCRIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Senior Loan Fund Class IC (XSLCX) and RiverPark Floating Rate CMBS Fund (RCRIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, XSLCX achieves a -1.19% return, which is significantly lower than RCRIX's 2.14% return.

XSLCX

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

RCRIX

• 1D: 0.00%
• 1M: 0.35%
• YTD: 2.14%
• 6M: 2.20%
• 1Y: 5.06%
• 3Y*: 7.41%
• 5Y*: 5.37%
• 10Y*: —

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

XSLCX vs. RCRIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
XSLCX Invesco Senior Loan Fund Class IC	-1.19%	4.54%	6.88%	9.95%	-3.06%	8.31%	1.15%	7.58%	-0.23%	0.99%
RCRIX RiverPark Floating Rate CMBS Fund	2.14%	5.56%	10.01%	9.85%	-0.72%	2.81%	-8.51%	4.46%	59.17%	3.09%

Correlation

The correlation between XSLCX and RCRIX is 0.08, 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	0.08
Correlation (3Y) Calculated over the trailing 3-year period	0.10
Correlation (5Y) Calculated over the trailing 5-year period	0.16
Correlation (All Time) Calculated using the full available price history since Jun 12, 2017	0.14

Return for Risk

XSLCX vs. RCRIX — Risk / Return Rank

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

XSLCX

XSLCX Risk / Return Rank: 6
XSLCX Sharpe Ratio Rank: 6
XSLCX Sortino Ratio Rank: 7
XSLCX Omega Ratio Rank: 8
XSLCX Calmar Ratio Rank: 5
XSLCX Martin Ratio Rank: 5

RCRIX

RCRIX Risk / Return Rank: 100
RCRIX Sharpe Ratio Rank: 100
RCRIX Sortino Ratio Rank: 100
RCRIX Omega Ratio Rank: 100
RCRIX Calmar Ratio Rank: 100
RCRIX Martin Ratio Rank: 100

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. RCRIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Senior Loan Fund Class IC (XSLCX) and RiverPark Floating Rate CMBS Fund (RCRIX). 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.

	XSLCX	RCRIX	Difference
Sharpe ratio: Return per unit of total volatility	0.41	6.62	-6.22
Sortino ratio: Return per unit of downside risk	0.83	19.45	-18.63
Omega ratio: Gain probability vs. loss probability	1.11	8.21	-7.10
Calmar ratio: Return relative to maximum drawdown	0.38	26.83	-26.44
Martin ratio: Return relative to average drawdown	0.78	167.21	-166.43

XSLCX vs. RCRIX - Sharpe Ratio Comparison

The current XSLCX Sharpe Ratio is 0.41, which is lower than the RCRIX Sharpe Ratio of 6.62. The chart below compares the historical Sharpe Ratios of XSLCX and RCRIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

XSLCX vs. RCRIX - Drawdown Comparison

The maximum XSLCX drawdown since its inception was -23.53%, smaller than the maximum RCRIX drawdown of -30.00%. Use the drawdown chart below to compare losses from any high point for XSLCX and RCRIX.

Drawdown Indicators

	XSLCX	RCRIX	Difference
Max Drawdown Largest peak-to-trough decline	-23.53%	-30.00%	+6.47%
Max Drawdown (1Y) Largest decline over 1 year	-3.40%	-0.19%	-3.21%
Max Drawdown (3Y) Largest decline over 3 years	-3.84%	-1.93%	-1.91%
Max Drawdown (5Y) Largest decline over 5 years	-8.64%	-3.75%	-4.89%
Current Drawdown Current decline from peak	-2.10%	0.00%	-2.10%
Average Drawdown Average peak-to-trough decline	-1.63%	-2.99%	+1.36%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.58%	0.03%	+1.55%

Volatility

XSLCX vs. RCRIX - Volatility Comparison

Invesco Senior Loan Fund Class IC (XSLCX) has a higher volatility of 0.93% compared to RiverPark Floating Rate CMBS Fund (RCRIX) at 0.21%. This indicates that XSLCX's price experiences larger fluctuations and is considered to be riskier than RCRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XSLCX	RCRIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.93%	0.21%	+0.72%
Volatility (6M) Calculated over the trailing 6-month period	2.16%	0.60%	+1.56%
Volatility (1Y) Calculated over the trailing 1-year period	3.20%	0.77%	+2.43%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	4.16%	1.60%	+2.56%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	4.90%	7.91%	-3.01%

XSLCX vs. RCRIX - Expense Ratio Comparison

XSLCX has a 1.60% expense ratio, which is higher than RCRIX's 0.85% expense ratio.

Dividends

XSLCX vs. RCRIX - Dividend Comparison

XSLCX's dividend yield for the trailing twelve months is around 5.25%, more than RCRIX's 4.94% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
RCRIX RiverPark Floating Rate CMBS Fund	4.94%	5.30%	6.85%	7.90%	3.80%	2.34%	3.16%	3.36%	49.16%	3.64%
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

Can I hold both XSLCX and RCRIX in my portfolio?

XSLCX and RCRIX have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, XSLCX or RCRIX?

XSLCX has higher volatility (0.93%) compared to RCRIX (0.21%). In terms of maximum drawdown, XSLCX dropped -23.53% vs RCRIX's -30.00%.

Which has better risk-adjusted returns?

RCRIX currently has the higher Sharpe Ratio (6.62 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.