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Invesco Floating Rate ESG Fund (AFRAX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISINUS00141A8678
CUSIP00141A867
IssuerInvesco
Inception DateApr 30, 1997
CategoryBank Loan
Min. Investment$1,000
Asset ClassBond

Expense Ratio

AFRAX has a high expense ratio of 1.04%, indicating higher-than-average management fees.


Expense ratio chart for AFRAX: current value at 1.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.04%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons: AFRAX vs. EIFAX, AFRAX vs. IUSG, AFRAX vs. FFRHX

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Invesco Floating Rate ESG Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%MayJuneJulyAugustSeptemberOctober
3.51%
9.56%
AFRAX (Invesco Floating Rate ESG Fund)
Benchmark (^GSPC)

Returns By Period

Invesco Floating Rate ESG Fund had a return of 5.67% year-to-date (YTD) and 8.20% in the last 12 months. Over the past 10 years, Invesco Floating Rate ESG Fund had an annualized return of 4.03%, while the S&P 500 had an annualized return of 11.26%, indicating that Invesco Floating Rate ESG Fund did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date5.67%19.70%
1 month0.57%1.08%
6 months3.52%9.56%
1 year8.20%34.99%
5 years (annualized)4.83%14.15%
10 years (annualized)4.03%11.26%

Monthly Returns

The table below presents the monthly returns of AFRAX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.49%1.08%0.64%0.18%0.92%0.48%0.60%0.57%0.57%5.67%
20232.18%0.67%-0.37%0.98%0.67%1.72%1.08%1.23%0.94%-0.39%0.94%1.53%11.75%
20220.15%-0.40%0.01%-0.13%-2.77%-2.56%1.85%1.62%-2.26%0.88%1.02%0.29%-2.41%
20211.73%0.69%0.40%0.51%0.79%0.42%-0.24%0.75%0.57%-0.01%-0.26%0.74%6.24%
20200.40%-1.55%-10.99%2.58%3.10%1.22%1.95%1.19%0.31%0.17%2.60%1.40%1.55%
20192.37%1.61%-0.12%1.48%-0.52%0.39%0.54%-0.14%0.25%-0.68%0.39%1.49%7.25%
20181.02%0.07%0.24%0.37%0.24%-0.04%0.64%0.36%0.76%-0.29%-1.09%-2.41%-0.17%
20170.79%0.46%-0.05%0.40%0.28%-0.24%0.89%-0.28%0.47%0.60%0.07%0.53%3.97%
2016-1.40%-0.74%3.59%2.35%0.80%-0.02%1.73%0.75%1.05%0.78%0.36%1.48%11.17%
20150.02%1.53%0.39%0.77%0.24%-0.78%-0.13%-1.03%-1.44%0.03%-0.94%-1.47%-2.82%
20140.61%-0.06%0.35%0.08%0.45%0.59%-0.14%0.38%-0.76%0.38%0.37%-1.37%0.86%
20131.30%0.37%0.91%0.74%0.24%-0.80%1.09%-0.04%0.10%0.84%0.44%0.58%5.91%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of AFRAX is 92, placing it in the top 8% of mutual funds on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of AFRAX is 9292
AFRAX (Invesco Floating Rate ESG Fund)
The Sharpe Ratio Rank of AFRAX is 7272Sharpe Ratio Rank
The Sortino Ratio Rank of AFRAX is 9696Sortino Ratio Rank
The Omega Ratio Rank of AFRAX is 9797Omega Ratio Rank
The Calmar Ratio Rank of AFRAX is 9797Calmar Ratio Rank
The Martin Ratio Rank of AFRAX is 9797Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Invesco Floating Rate ESG Fund (AFRAX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


AFRAX
Sharpe ratio
The chart of Sharpe ratio for AFRAX, currently valued at 2.68, compared to the broader market0.002.004.002.68
Sortino ratio
The chart of Sortino ratio for AFRAX, currently valued at 7.39, compared to the broader market0.005.0010.007.39
Omega ratio
The chart of Omega ratio for AFRAX, currently valued at 2.33, compared to the broader market1.002.003.004.002.33
Calmar ratio
The chart of Calmar ratio for AFRAX, currently valued at 6.73, compared to the broader market0.005.0010.0015.0020.006.73
Martin ratio
The chart of Martin ratio for AFRAX, currently valued at 39.77, compared to the broader market0.0020.0040.0060.0080.00100.0039.77
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.64, compared to the broader market0.002.004.002.64
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.52, compared to the broader market0.005.0010.003.52
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.48, compared to the broader market1.002.003.004.001.48
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.34, compared to the broader market0.005.0010.0015.0020.002.34
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 16.17, compared to the broader market0.0020.0040.0060.0080.00100.0016.17

Sharpe Ratio

The current Invesco Floating Rate ESG Fund Sharpe ratio is 2.68. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Invesco Floating Rate ESG Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50MayJuneJulyAugustSeptemberOctober
2.68
2.64
AFRAX (Invesco Floating Rate ESG Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Invesco Floating Rate ESG Fund granted a 9.24% dividend yield in the last twelve months. The annual payout for that period amounted to $0.62 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.62$0.59$0.46$0.28$0.30$0.41$0.33$0.30$0.34$0.37$0.34$0.34

Dividend yield

9.24%8.63%6.88%3.84%4.14%5.52%4.60%4.02%4.43%5.24%4.40%4.21%

Monthly Dividends

The table displays the monthly dividend distributions for Invesco Floating Rate ESG Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.00$0.46
2023$0.05$0.05$0.05$0.05$0.04$0.04$0.05$0.05$0.05$0.05$0.05$0.05$0.59
2022$0.02$0.02$0.02$0.02$0.02$0.02$0.03$0.03$0.03$0.04$0.04$0.17$0.46
2021$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.05$0.28
2020$0.03$0.03$0.03$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.04$0.30
2019$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.08$0.41
2018$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.33
2017$0.03$0.03$0.03$0.02$0.02$0.02$0.03$0.03$0.03$0.03$0.03$0.03$0.30
2016$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.34
2015$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.04$0.03$0.37
2014$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.34
2013$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.34

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-8.00%-6.00%-4.00%-2.00%0.00%MayJuneJulyAugustSeptemberOctober0
-0.92%
AFRAX (Invesco Floating Rate ESG Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Invesco Floating Rate ESG Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Invesco Floating Rate ESG Fund was 36.01%, occurring on Dec 17, 2008. Recovery took 322 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-36.01%Jul 2, 2007369Dec 17, 2008322Mar 31, 2010691
-18.9%Jan 23, 202042Mar 23, 2020179Dec 4, 2020221
-8.68%Jun 1, 2015179Feb 12, 2016110Jul 21, 2016289
-6.3%Feb 4, 2022104Jul 6, 2022163Feb 28, 2023267
-6.18%May 5, 201179Aug 25, 2011104Jan 25, 2012183

Volatility

Volatility Chart

The current Invesco Floating Rate ESG Fund volatility is 0.75%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%MayJuneJulyAugustSeptemberOctober
0.75%
3.33%
AFRAX (Invesco Floating Rate ESG Fund)
Benchmark (^GSPC)