XSLCX vs. TFLIX
XSLCX (Invesco Senior Loan Fund Class IC) and TFLIX (Transamerica Floating Rate Fund) are both Bank Loan funds. Over the past 5 years, XSLCX returned 3.87%/yr vs 4.34%/yr for TFLIX. Their 0.57 correlation means they have sometimes moved together and sometimes differently. XSLCX charges 1.60%/yr vs 0.80%/yr for TFLIX.
Performance
XSLCX vs. TFLIX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, XSLCX achieves a -0.74% return, which is significantly lower than TFLIX's 1.77% return.
XSLCX
- 1D
- 0.00%
- 1M
- 0.00%
- 6M
- -0.03%
- YTD
- -0.74%
- 1Y
- -0.56%
- 3Y*
- 4.28%
- 5Y*
- 3.87%
- 10Y*
- —
- ALL TIME*
- 3.80%
TFLIX
- 1D
- 0.00%
- 1M
- 0.00%
- 6M
- 1.67%
- YTD
- 1.77%
- 1Y
- 3.53%
- 3Y*
- 5.93%
- 5Y*
- 4.34%
- 10Y*
- 3.92%
- ALL TIME*
- 3.80%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
XSLCX vs. TFLIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XSLCX Invesco Senior Loan Fund Class IC | -0.74% | 4.54% | 6.88% | 9.95% | -3.06% | 8.31% | 1.15% | 7.58% | -0.23% | 2.53% |
TFLIX Transamerica Floating Rate Fund | 1.77% | 5.34% | 8.07% | 8.15% | -2.55% | 3.88% | 1.18% | 7.09% | 0.30% | 3.23% |
Correlation
The correlation between XSLCX and TFLIX is 0.48, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.48 |
Correlation (3Y) Balances recent behavior with more history. | 0.46 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.57 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2017 | 0.57 |
The correlation between XSLCX and TFLIX shifts across timeframes, from 0.46 (3 years) to 0.57 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
XSLCX vs. TFLIX — Risk / Return Rank
XSLCX
TFLIX
XSLCX vs. TFLIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Senior Loan Fund Class IC (XSLCX) and Transamerica Floating Rate Fund (TFLIX). 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 | TFLIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.72 | ||
| Sortino ratioReturn per unit of downside risk | -3.67 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.48 | -0.54 |
| Calmar ratioReturn relative to maximum drawdown | -0.24 | 3.69 | -3.93 |
| Martin ratioReturn relative to average drawdown | -0.46 | 10.84 | -11.29 |
Loading charts...
Drawdowns
XSLCX vs. TFLIX - Drawdown Comparison
The maximum XSLCX drawdown since its inception was -23.53%, which is greater than TFLIX's maximum drawdown of -17.79%. Use the drawdown chart below to compare losses from any high point for XSLCX and TFLIX.
Loading charts...
Drawdown Indicators
| XSLCX | TFLIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.53% | -17.79% | -5.74% |
Max Drawdown (1Y)Largest decline over 1 year | -3.40% | -0.93% | -2.47% |
Max Drawdown (3Y)Largest decline over 3 years | -3.84% | -2.57% | -1.27% |
Max Drawdown (5Y)Largest decline over 5 years | -8.64% | -6.26% | -2.38% |
Max Drawdown (10Y)Largest decline over 10 years | — | -17.79% | — |
Current DrawdownCurrent decline from peak | -1.66% | -0.12% | -1.54% |
Average DrawdownAverage peak-to-trough decline | -1.63% | -0.79% | -0.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.70% | 0.32% | +1.38% |
Volatility
XSLCX vs. TFLIX - Volatility Comparison
Invesco Senior Loan Fund Class IC (XSLCX) has a higher volatility of 0.38% compared to Transamerica Floating Rate Fund (TFLIX) at 0.26%. This indicates that XSLCX's price experiences larger fluctuations and is considered to be riskier than TFLIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| XSLCX | TFLIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.38% | 0.26% | +0.12% |
Volatility (6M)Calculated over the trailing 6-month period | 2.28% | 1.71% | +0.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.31% | 2.46% | +0.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.18% | 2.71% | +1.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.88% | 3.33% | +1.55% |
XSLCX vs. TFLIX - Expense Ratio Comparison
XSLCX has a 1.60% expense ratio, which is higher than TFLIX's 0.80% expense ratio.
Dividends
XSLCX vs. TFLIX - Dividend Comparison
XSLCX's dividend yield for the trailing twelve months is around 4.54%, less than TFLIX's 6.84% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TFLIX Transamerica Floating Rate Fund | 6.84% | 7.86% | 7.84% | 6.21% | 3.58% | 3.06% | 3.78% | 5.20% | 4.91% | 4.06% | 4.42% | 3.92% |
XSLCX Invesco Senior Loan Fund Class IC | 4.54% | 6.75% | 8.60% | 7.87% | 8.89% | 4.85% | 4.32% | 4.82% | 5.06% | 2.19% | 0.00% | 0.00% |
Frequently Asked Questions
XSLCX and TFLIX have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XSLCX has higher volatility (0.38%) compared to TFLIX (0.26%). In terms of maximum drawdown, XSLCX dropped -23.53% vs TFLIX's -17.79%.
TFLIX currently has the higher Sharpe Ratio (1.44 vs -0.28), 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.
Find the right allocation for XSLCX and TFLIX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer