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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Invesco Global Allocation Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
Invesco Global Allocation Fund (QVGIX) has returned -1.71% so far this year and 9.96% over the past 12 months. Over the last ten years, QVGIX has returned 5.94% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.
Invesco Global Allocation Fund
- 1D
- -0.30%
- 1M
- -6.64%
- YTD
- -1.71%
- 6M
- 0.74%
- 1Y
- 9.96%
- 3Y*
- 8.26%
- 5Y*
- 3.77%
- 10Y*
- 5.94%
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Aug 3, 2012, QVGIX's average daily return is +0.03%, while the average monthly return is +0.54%. At this rate, your investment would double in approximately 10.7 years.
Historically, 65% of months were positive and 35% were negative. The best month was Nov 2020 with a return of +10.5%, while the worst month was Jun 2022 at -8.4%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 4 months.
On a daily basis, QVGIX closed higher 51% of trading days. The best single day was Mar 24, 2020 with a return of +5.0%, while the worst single day was Mar 16, 2020 at -6.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.42% | 1.80% | -6.64% | -1.71% | |||||||||
| 2025 | 2.03% | 1.17% | -1.56% | 1.07% | 2.23% | 2.77% | -0.72% | 1.84% | 1.67% | 0.94% | 0.56% | 0.98% | 13.68% |
| 2024 | -0.98% | 1.76% | 3.19% | -3.09% | 3.24% | -0.10% | 0.94% | 2.02% | 1.27% | -2.61% | 2.68% | -2.54% | 5.63% |
| 2023 | 7.13% | -2.99% | 3.49% | 2.00% | -2.02% | 2.69% | 2.51% | -2.66% | -3.96% | -2.73% | 7.11% | 4.92% | 15.63% |
| 2022 | -4.11% | -2.59% | 0.20% | -6.13% | 2.56% | -8.44% | 4.47% | -3.66% | -6.11% | 3.06% | 6.51% | -3.69% | -17.60% |
| 2021 | 0.14% | 2.54% | 0.54% | 2.55% | 1.40% | 0.69% | -0.00% | 1.71% | -2.65% | 2.63% | -2.02% | 2.64% | 10.45% |
Benchmark Metrics
Invesco Global Allocation Fund has an annualized alpha of -0.25%, beta of 0.54, and R² of 0.82 versus S&P 500 Index. Calculated based on daily prices since August 06, 2012.
- This fund participated in 69.26% of S&P 500 Index downside but only 55.57% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.54 indicates this fund moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- -0.25%
- Beta
- 0.54
- R²
- 0.82
- Upside Capture
- 55.57%
- Downside Capture
- 69.26%
Expense Ratio
QVGIX has a high expense ratio of 1.15%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
QVGIX ranks 54 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Invesco Global Allocation Fund (QVGIX) and compare them to a chosen benchmark (S&P 500 Index).
| QVGIX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.12 | 0.90 | +0.22 |
Sortino ratioReturn per unit of downside risk | 1.67 | 1.39 | +0.28 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.21 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.14 | 1.40 | -0.26 |
Martin ratioReturn relative to average drawdown | 4.62 | 6.61 | -1.99 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore QVGIX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Invesco Global Allocation Fund provided a 6.91% dividend yield over the last twelve months, with an annual payout of $1.39 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.39 | $1.39 | $0.18 | $0.42 | $0.99 | $2.96 | $0.00 | $0.00 | $1.55 | $0.02 | $0.58 | $0.30 |
Dividend yield | 6.91% | 6.79% | 0.93% | 2.27% | 6.10% | 14.15% | 0.00% | 0.00% | 9.56% | 0.13% | 3.34% | 1.77% |
Monthly Dividends
The table displays the monthly dividend distributions for Invesco Global Allocation Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | |||||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.39 | $1.39 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.18 | $0.18 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.42 | $0.42 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.05 | $0.00 | $0.94 | $0.99 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $2.96 | $2.96 |
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 Global Allocation 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 Global Allocation Fund was 22.91%, occurring on Sep 30, 2022. Recovery took 470 trading sessions.
The current Invesco Global Allocation Fund drawdown is 6.94%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -22.91% | Nov 10, 2021 | 224 | Sep 30, 2022 | 470 | Aug 15, 2024 | 694 |
| -22.06% | Jan 21, 2020 | 44 | Mar 23, 2020 | 99 | Aug 12, 2020 | 143 |
| -16.79% | Jan 29, 2018 | 229 | Dec 24, 2018 | 252 | Dec 24, 2019 | 481 |
| -11.84% | May 22, 2015 | 183 | Feb 11, 2016 | 131 | Aug 18, 2016 | 314 |
| -7.95% | Feb 18, 2025 | 35 | Apr 8, 2025 | 26 | May 15, 2025 | 61 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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