FTSL vs RVT

Comparison between FIRST TRUST SENIOR LOAN FUND (FTSL, ETF) and Royce Value Trust Inc (RVT, ETF).

5-Year PerformanceRVT has outperformed FTSL, delivering a return of +8.6% compared to +5.1%

FTSL vs RVT - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	FTSL(ETF)	RVT(ETF)
Net Assets	$2.20B	$2.20B
Expense Ratio	0.70%	N/A
Max Drawdown	26.38%	79.08%
Sharpe Ratio	0.86	1.90
5Y Beta	0.10	1.00
5Y Dividends CAGR	13.76%	11.02%

Net Assets

FTSL

$2.20B

RVT

$2.20B

Expense Ratio

FTSL

0.70%

RVT

N/A

Max Drawdown

Winner

FTSL

26.38%

RVT

79.08%

Sharpe Ratio

FTSL

0.86

Winner

RVT

1.90

5Y Beta

Winner

FTSL

0.10

RVT

1.00

5Y Dividends CAGR

Winner

FTSL

13.76%

RVT

11.02%

FTSL vs RVT - Historical Returns

Returns include dividend reinvestment.

Period	FTSL	RVT
1 month	+0.99%	+6.93%
3 months	+1.15%	+4.94%
6 months	+1.73%	+24.47%
1 year	+5.52%	+42.15%
5 years(CAGR)	+5.14%	+8.63%
10 years(CAGR)	+4.50%	+13.72%
Max(CAGR)	+4.02%	+10.27%

FTSL

+0.99%

Winner

RVT

+6.93%

FTSL

+1.15%

Winner

RVT

+4.94%

FTSL

+1.73%

Winner

RVT

+24.47%

FTSL

+5.52%

Winner

RVT

+42.15%

5Y(CAGR)

FTSL

+5.14%

Winner

RVT

+8.63%

10Y(CAGR)

FTSL

+4.50%

Winner

RVT

+13.72%

Max(CAGR)

FTSL

+4.02%

Winner

RVT

+10.27%

FTSL vs RVT - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	FTSL	RVT
2026	+0.59%	+17.96%
2025	+6.00%	+11.92%
2024	+8.32%	+18.41%
2023	+10.96%	+18.08%
2022	-2.44%	-26.09%
2021	+4.05%	+34.95%
2020	+2.82%	+18.13%
2019	+10.16%	+33.02%
2018	-1.40%	-20.88%
2017	+2.64%	+30.93%
2016	+7.28%	+23.90%
2015	+0.16%	-9.38%
2014	+1.32%	+3.09%
2013	+1.79%	+22.06%
2012	N/A	+14.47%
2011	N/A	-11.90%
2010	N/A	+32.59%
2009	N/A	+29.44%
2008	N/A	-47.25%
2007	N/A	-7.18%
2006	N/A	+17.77%
2005	N/A	+8.78%
2004	N/A	+31.02%
2003	N/A	+35.56%
2002	N/A	-6.88%
2001	N/A	+20.00%
2000	N/A	+19.43%
1999	N/A	+11.14%

FTSL vs RVT Drawdown Comparison

The maximum drawdown for FTSL was -22.67%, occurring on Mar 23, 2020. Recovery took 198 trading sessions.

The maximum drawdown for RVT was -72.45%, occurring on Mar 9, 2009. Recovery took 1568 trading sessions.

The current RVT drawdown is -0.11%.

Rank	FTSL	RVT
#1	-22.67% Jan 29, 2020 - Nov 9, 2020	-72.45% Feb 26, 2007 - May 17, 2013
#2	-6.96% Jan 24, 2022 - Feb 1, 2023	-47.07% Feb 20, 2020 - Nov 11, 2020
#3	-4.61% Oct 22, 2018 - Feb 20, 2019	-35.17% Apr 19, 2002 - Sep 18, 2003
#4	-4.29% Jul 21, 2015 - Apr 21, 2016	-32.83% Dec 31, 2021 - Jul 31, 2024
#5	-2.66% Mar 25, 2025 - Apr 28, 2025	-31.74% Sep 20, 2018 - Jan 16, 2020
#6	-2.54% Dec 2, 2014 - Feb 5, 2015	-27.77% Jul 3, 2014 - Nov 14, 2016
#7	-2.33% Jan 16, 2026 - May 5, 2026	-23.46% Jan 23, 2025 - Aug 26, 2025
#8	-2.06% Jul 28, 2014 - Nov 24, 2014	-21.99% Jun 7, 2001 - Dec 6, 2001
#9	-1.83% May 31, 2013 - Oct 22, 2013	-15.36% Feb 18, 2004 - Sep 7, 2004
#10	-1.54% Feb 7, 2023 - Apr 3, 2023	-14.97% Feb 15, 2001 - May 18, 2001
#11	-1.21% Sep 17, 2019 - Nov 11, 2019	-14.23% May 5, 2006 - Oct 30, 2006
#12	-1.09% Jul 31, 2024 - Aug 19, 2024	-12.58% Dec 23, 2004 - Jul 11, 2005
#13	-0.98% Jun 9, 2016 - Jul 8, 2016	-12.18% Feb 26, 2026 - Apr 24, 2026
#14	-0.97% Jul 30, 2019 - Sep 10, 2019	-10.53% Sep 1, 2000 - Dec 28, 2000
#15	-0.93% Oct 24, 2016 - Dec 7, 2016	-10.37% Jul 31, 2024 - Oct 14, 2024

Correlation

Correlation between FTSL and RVT is 0.96 which considered as a very strong positive correlation - the stocks move almost identically together.

0.96

-101

Dividend Comparison (1999 - 2026)

FTSL vs RVT dividend yield comparison.

Year	FTSL	RVT
2026	2.10%	1.61%
2025	6.59%	8.82%
2024	7.56%	8.04%
2023	7.59%	7.35%
2022	4.77%	9.95%
2021	3.17%	8.52%
2020	3.48%	6.44%
2019	4.44%	7.45%
2018	4.29%	10.68%
2017	3.64%	7.17%
2016	3.70%	7.62%
2015	3.95%	10.54%
2014	3.75%	12.70%
2013	2.64%	5.37%
2012	0.00%	5.96%
2011	0.00%	6.36%
2010	0.00%	0.21%
2009	0.00%	2.97%
2008	0.00%	20.50%
2007	0.00%	9.96%
2006	0.00%	6.30%
2005	0.00%	8.02%
2004	0.00%	7.58%
2003	0.00%	7.52%
2002	0.00%	11.40%
2001	0.00%	9.48%
2000	0.00%	10.25%
1999	0.00%	2.53%