FEP vs VVR

Comparison between FIRST TRUST EUROPE ALPHADEX FUND (FEP, ETF) and Invesco Senior Income Trust (VVR, ETF).

5-Year PerformanceFEP has outperformed VVR, delivering a return of +9.5% compared to +4.4%

FEP vs VVR - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	FEP(ETF)	VVR(ETF)
Net Assets	$523M	$520M
Expense Ratio	0.80%	N/A
Max Drawdown	48.63%	79.46%
Sharpe Ratio	1.43	-0.70
5Y Beta	0.73	0.42
5Y Dividends CAGR	13.01%	11.94%

Net Assets

Winner

FEP

$523M

VVR

$520M

Expense Ratio

FEP

0.80%

VVR

N/A

Max Drawdown

Winner

FEP

48.63%

VVR

79.46%

Sharpe Ratio

Winner

FEP

1.43

VVR

-0.70

5Y Beta

FEP

0.73

Winner

VVR

0.42

5Y Dividends CAGR

Winner

FEP

13.01%

VVR

11.94%

FEP vs VVR - Historical Returns

Returns include dividend reinvestment.

Period	FEP	VVR
1 month	+1.34%	-1.02%
3 months	+9.32%	+1.42%
6 months	+13.49%	-1.72%
1 year	+29.49%	-8.34%
5 years(CAGR)	+9.48%	+4.39%
10 years(CAGR)	+10.88%	+5.90%
Max(CAGR)	+7.17%	+4.01%

Winner

FEP

+1.34%

VVR

-1.02%

Winner

FEP

+9.32%

VVR

+1.42%

Winner

FEP

+13.49%

VVR

-1.72%

Winner

FEP

+29.49%

VVR

-8.34%

5Y(CAGR)

Winner

FEP

+9.48%

VVR

+4.39%

10Y(CAGR)

Winner

FEP

+10.88%

VVR

+5.90%

Max(CAGR)

Winner

FEP

+7.17%

VVR

+4.01%

FEP vs VVR - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	FEP	VVR
2026	+9.50%	-2.26%
2025	+56.41%	-6.86%
2024	+4.29%	+8.01%
2023	+15.39%	+20.83%
2022	-23.82%	-1.32%
2021	+14.42%	+17.85%
2020	+2.99%	-0.61%
2019	+25.41%	+14.90%
2018	-19.85%	-6.85%
2017	+35.74%	-0.24%
2016	+2.35%	+24.32%
2015	+3.13%	-4.52%
2014	-8.86%	-2.92%
2013	+29.74%	+3.58%
2012	+23.47%	+27.58%
2011	-29.10%	-3.18%
2010	N/A	+15.92%
2009	N/A	+67.32%
2008	N/A	-58.92%
2007	N/A	-13.25%
2006	N/A	+22.63%
2005	N/A	-1.38%
2004	N/A	+1.63%
2003	N/A	+33.74%
2002	N/A	+1.60%
2001	N/A	+5.87%
2000	N/A	+3.10%
1999	N/A	-10.09%

FEP vs VVR Drawdown Comparison

The maximum drawdown for FEP was -46.03%, occurring on Mar 18, 2020. Recovery took 741 trading sessions.

The maximum drawdown for VVR was -73.76%, occurring on Dec 15, 2008. Recovery took 1440 trading sessions.

The current FEP drawdown is -0.75%. The current VVR drawdown is -14.84%.

Rank	FEP	VVR
#1	-46.03% Jan 26, 2018 - Jan 6, 2021	-73.76% Jun 19, 2007 - Mar 8, 2013
#2	-39.01% Sep 2, 2021 - Feb 18, 2025	-55.89% Feb 19, 2020 - Jan 14, 2021
#3	-34.70% May 3, 2011 - Aug 2, 2013	-23.07% May 10, 2013 - Dec 9, 2016
#4	-26.29% Jun 6, 2014 - May 2, 2017	-19.49% Feb 28, 2025 - Apr 7, 2025
#5	-15.83% Mar 19, 2025 - Apr 29, 2025	-18.97% Sep 21, 2000 - Apr 2, 2003
#6	-12.13% Feb 25, 2026 - May 6, 2026	-14.53% Jan 18, 2022 - Feb 15, 2023
#7	-7.79% Jun 7, 2021 - Aug 13, 2021	-12.46% May 10, 2017 - Feb 28, 2019
#8	-7.41% Jan 15, 2014 - Feb 13, 2014	-12.22% Mar 6, 2023 - Aug 11, 2023
#9	-6.01% Apr 2, 2014 - Jun 6, 2014	-12.03% Nov 16, 1999 - Jul 27, 2000
#10	-5.42% Aug 9, 2013 - Sep 10, 2013	-10.75% Sep 12, 2024 - Feb 18, 2025
#11	-4.99% Oct 3, 2025 - Dec 4, 2025	-10.69% Mar 8, 2005 - May 26, 2006
#12	-4.38% Aug 22, 2025 - Sep 30, 2025	-9.01% Apr 7, 2004 - Feb 4, 2005
#13	-4.36% Jan 8, 2021 - Feb 11, 2021	-7.29% Oct 10, 2023 - Dec 1, 2023
#14	-4.14% Mar 6, 2014 - Apr 2, 2014	-6.35% May 21, 2024 - Jul 12, 2024
#15	-4.10% Jul 23, 2025 - Aug 8, 2025	-5.36% Jun 29, 2021 - Sep 15, 2021

Correlation

Correlation between FEP and VVR is 0.85 which considered as a strong positive correlation - the stocks tend to move together.

0.85

-101

Dividend Comparison (1999 - 2026)

FEP vs VVR dividend yield comparison.

Year	FEP	VVR
2026	0.13%	6.03%
2025	3.33%	13.94%
2024	4.94%	13.06%
2023	3.27%	11.54%
2022	3.00%	11.46%
2021	3.49%	7.22%
2020	2.32%	6.71%
2019	2.63%	6.22%
2018	2.62%	6.68%
2017	1.65%	5.95%
2016	2.14%	6.41%
2015	2.20%	7.97%
2014	2.46%	7.11%
2013	1.55%	7.26%
2012	2.15%	6.25%
2011	2.23%	6.73%
2010	0.00%	6.52%
2009	0.00%	7.46%
2008	0.00%	21.18%
2007	0.00%	10.55%
2006	0.00%	7.89%
2005	0.00%	6.89%
2004	0.00%	5.07%
2003	0.00%	4.42%
2002	0.00%	6.88%
2001	0.00%	9.57%
2000	0.00%	11.27%
1999	0.00%	1.76%