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ISIN
US00142C8477
CUSIP
00142C847
Issuer
Invesco
Inception Date
Apr 27, 1987
Min. Investment
$1,000
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart


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Performance

AGOVX Performance Chart

Invesco Income Fund (AGOVX) is up 0.6% since the beginning of the year. AGOVX is currently trading at $7 per share. Investors who bought $1,000 worth of AGOVX shares 5 years ago would now be looking at an investment worth $1,085.


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S&P 500 Index

Returns By Period

Invesco Income Fund (AGOVX) has returned 0.62% so far this year and 4.25% over the past 12 months. Over the last ten years, AGOVX has returned 1.12% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Invesco Income Fund

1D
0.14%
1M
0.84%
YTD
0.62%
6M
1.04%
1Y
4.25%
3Y*
5.55%
5Y*
1.65%
10Y*
1.12%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AGOVX Monthly Returns History

Based on dividend-adjusted daily data since Jan 2, 1990, AGOVX's average daily return is +0.01%, while the average monthly return is +0.29%. At this rate, an investment would double in approximately 19.9 years.

Historically, 64% of months were positive and 36% were negative. The best month was Jun 2020 with a return of +6.1%, while the worst month was Mar 2020 at -24.9%. The longest winning streak lasted 18 consecutive months, and the longest losing streak was 10 months.

On a daily basis, AGOVX closed higher 39% of trading days. The best single day was Mar 26, 2020 with a return of +4.3%, while the worst single day was Mar 24, 2020 at -5.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.42%1.41%-1.56%0.27%0.11%-0.00%0.62%
20250.72%1.15%0.29%0.58%0.14%1.00%-0.14%1.43%0.15%0.43%0.70%-0.01%6.61%
20241.52%-0.52%0.73%-0.81%0.93%0.78%1.51%0.91%0.76%-0.28%0.87%0.43%7.01%
20234.07%-1.14%-0.12%0.31%-0.40%-0.40%0.18%-0.29%-1.44%-1.20%2.19%2.90%4.57%
2022-0.40%-1.29%-1.44%-0.94%-1.48%-1.92%-0.02%1.10%-3.20%-1.86%1.49%-0.49%-10.05%
20211.68%0.52%0.39%0.64%0.36%0.23%0.36%0.11%0.11%-0.14%-0.39%-0.01%3.90%

Benchmark Metrics

Invesco Income Fund has an annualized alpha of 3.61%, beta of -0.01, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since January 02, 1990.

  • This fund captured 10.79% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -1.71%) - a profile typical of hedging or uncorrelated assets.
  • Beta of -0.01 may look defensive, but with R2 of 0.00 this fund is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
  • R2 of 0.00 means this fund moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
3.61%
Beta
-0.01
0.00
Upside Capture
10.79%
Downside Capture
-1.71%

Expense Ratio

AGOVX has a high expense ratio of 0.96%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

AGOVX ranks 28 for risk / return — below 28% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


AGOVX Risk / Return Rank: 2828
Overall Rank
AGOVX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
AGOVX Sortino Ratio Rank: 3434
Sortino Ratio Rank
AGOVX Omega Ratio Rank: 3737
Omega Ratio Rank
AGOVX Calmar Ratio Rank: 2222
Calmar Ratio Rank
AGOVX Martin Ratio Rank: 2121
Martin Ratio Rank
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Invesco Income Fund (AGOVX) and compare them to S&P 500 Index.

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.


AGOVXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.62

Sortino ratioReturn per unit of downside risk

-0.52

Omega ratioGain probability vs. loss probability

1.30

1.37

-0.07

Calmar ratioReturn relative to maximum drawdown

1.61

2.78

-1.18

Martin ratioReturn relative to average drawdown

4.81

12.44

-7.63

Dividends

Dividend History

Invesco Income Fund provided a 5.07% dividend yield over the last twelve months, with an annual payout of $0.35 per share. The fund has been increasing its distributions for 4 consecutive years.


2.00%3.00%4.00%5.00%$0.00$0.10$0.20$0.30$0.4020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.35$0.36$0.36$0.32$0.24$0.23$0.32$0.41$0.23$0.17$0.15$0.14

Dividend yield

5.07%5.09%5.12%4.61%3.45%2.96%4.14%4.69%2.76%1.89%1.72%1.55%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.03$0.03$0.03$0.03$0.03$0.00$0.14
2025$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.36
2024$0.03$0.03$0.00$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.36
2023$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.00$0.03$0.00$0.03$0.03$0.32
2022$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.03$0.24
2021$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.23

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Invesco Income 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 Income Fund was 33.41%, occurring on Mar 25, 2020. Recovery took 1322 trading sessions.

The current Invesco Income Fund drawdown is 1.19%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-33.41%Mar 2020
1mo 3d5y 3mo
5y 4moFeb 2020 - Jun 2025
1994 pullback1994
-6.38%May 1994
3mo 7d11mo 16d
1y 2moFeb 1994 - Apr 1995
Rate-hike selloffLate 2018
-5.43%Dec 2018
2y 5mo4mo 10d
2y 9moJul 2016 - Apr 2019
2003 pullback2003
-4.54%Aug 2003
2mo 12d6mo 11d
8mo 23dJun 2003 - Mar 2004
2013 pullback2013
-4.52%Sep 2013
1y 1mo1y 1mo
2y 2moAug 2012 - Oct 2014

Drawdown Indicators


AGOVXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-33.41%

-56.78%

+23.37%

Max Drawdown (1Y)

Largest decline over 1 year

-2.67%

-9.10%

+6.43%

Max Drawdown (3Y)

Largest decline over 3 years

-3.60%

-18.90%

+15.30%

Max Drawdown (5Y)

Largest decline over 5 years

-11.79%

-25.43%

+13.64%

Max Drawdown (10Y)

Largest decline over 10 years

-33.41%

-33.92%

+0.51%

Current Drawdown

Current decline from peak

-1.19%

-1.80%

+0.61%

Average Drawdown

Average peak-to-trough decline

-2.39%

-10.71%

+8.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.89%

2.03%

-1.14%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with AGOVX

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