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Issuer
Invesco
Inception Date
Jan 1, 1997
Min. Investment
$0
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Mid-Cap
Asset Class Style
Value

Share Price Chart


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Performance

UMCVX Performance Chart

Invesco V.I. American Value Fund (UMCVX) is up 22.8% since the beginning of the year. UMCVX is currently trading at $22 per share. Investors who bought $1,000 worth of UMCVX shares 5 years ago would now be looking at an investment worth $2,399.


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S&P 500 Index

Returns By Period

Invesco V.I. American Value Fund (UMCVX) has returned 22.81% so far this year and 48.23% over the past 12 months. Over the last decade, UMCVX has posted an annualized return of 14.18%, slightly higher than the S&P 500 Index benchmark’s 13.88%.


Invesco V.I. American Value Fund

1D
1.87%
1M
3.87%
YTD
22.81%
6M
21.01%
1Y
48.23%
3Y*
30.70%
5Y*
19.13%
10Y*
14.18%

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)

UMCVX Monthly Returns History

Based on dividend-adjusted daily data since Jan 2, 1997, UMCVX's average daily return is +0.05%, while the average monthly return is +0.92%. At this rate, an investment would double in approximately 6.3 years.

Historically, 61% of months were positive and 39% were negative. The best month was Nov 2020 with a return of +15.1%, while the worst month was Mar 2020 at -23.3%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 6 months.

On a daily basis, UMCVX closed higher 46% of trading days. The best single day was Oct 26, 2023 with a return of +29.9%, while the worst single day was Oct 27, 2023 at -23.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20267.00%5.82%-6.23%9.76%1.56%3.77%22.81%
20255.32%-5.00%-5.72%-3.54%7.34%6.09%0.93%3.79%5.06%-0.36%4.23%2.31%21.17%
2024-0.50%4.96%8.77%-3.15%4.88%-2.73%4.78%1.34%3.12%1.08%10.58%-5.05%30.42%
20236.31%-3.65%-6.03%0.79%-4.20%10.14%6.53%-0.93%-3.48%-4.51%7.90%7.70%15.70%
2022-1.34%1.16%-0.10%-7.13%4.18%-11.48%7.80%-0.81%-10.45%14.88%7.67%-3.62%-2.53%
2021-0.13%8.37%5.32%5.72%2.15%-2.98%-0.42%1.65%-2.20%5.06%-3.28%6.51%27.96%

Benchmark Metrics

Invesco V.I. American Value Fund has an annualized alpha of 3.47%, beta of 0.88, and R2 of 0.57 versus S&P 500 Index. Calculated based on daily prices since January 02, 1997.

  • This fund captured 110.78% of S&P 500 Index gains and 102.74% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • This fund generated an annualized alpha of 3.47% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • With beta of 0.88 and R2 of 0.57, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
3.47%
Beta
0.88
0.57
Upside Capture
110.78%
Downside Capture
102.74%

Expense Ratio

UMCVX has an expense ratio of 0.89%, placing it in the medium range.


Return for Risk

Risk / Return Rank

UMCVX ranks 81 for risk / return — in the top 81% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


UMCVX Risk / Return Rank: 8181
Overall Rank
UMCVX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
UMCVX Sortino Ratio Rank: 6969
Sortino Ratio Rank
UMCVX Omega Ratio Rank: 7070
Omega Ratio Rank
UMCVX Calmar Ratio Rank: 9494
Calmar Ratio Rank
UMCVX Martin Ratio Rank: 9292
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 V.I. American Value Fund (UMCVX) 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.


UMCVXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.44

Sortino ratioReturn per unit of downside risk

+0.39

Omega ratioGain probability vs. loss probability

1.42

1.37

+0.06

Calmar ratioReturn relative to maximum drawdown

4.94

2.78

+2.16

Martin ratioReturn relative to average drawdown

17.35

12.44

+4.91

Dividends

Dividend History

Invesco V.I. American Value Fund provided a 13.65% dividend yield over the last twelve months, with an annual payout of $3.04 per share.


0.00%5.00%10.00%15.00%20.00%25.00%$0.00$1.00$2.00$3.00$4.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$3.04$3.04$0.55$3.58$3.72$0.08$0.26$1.30$2.75$0.35$0.99$2.48

Dividend yield

13.65%16.76%3.11%25.58%23.66%0.42%1.65%8.19%19.87%1.91%5.79%15.77%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$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$3.04$0.00$0.00$3.04
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.55$0.00$0.00$0.55
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.58$0.00$0.00$3.58
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.72$0.00$0.00$3.72
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.08$0.00$0.00$0.08

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 V.I. American Value 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 V.I. American Value Fund was 59.30%, occurring on Mar 9, 2009. Recovery took 492 trading sessions.

The current Invesco V.I. American Value Fund drawdown is 1.98%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-59.30%Mar 2009
1y 7mo1y 11mo
3y 7moJul 2007 - Feb 2011
Dot-com crash2000–2002
-49.77%Oct 2002
2y 10d2y 9mo
4y 9moSep 2000 - Jul 2005
COVID crash2020
-45.77%Mar 2020
2mo 2d9mo 13d
11mo 15dJan 2020 - Dec 2020
2016 bear market2016
-29.52%Feb 2016
7mo 22d1y
1y 7moJun 2015 - Feb 2017
2025 selloff2025
-25.10%Apr 2025
2mo 14d4mo 21d
7mo 5dJan 2025 - Aug 2025

Drawdown Indicators


UMCVXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-59.30%

-56.78%

-2.52%

Max Drawdown (1Y)

Largest decline over 1 year

-9.69%

-9.10%

-0.59%

Max Drawdown (3Y)

Largest decline over 3 years

-25.10%

-18.90%

-6.20%

Max Drawdown (5Y)

Largest decline over 5 years

-25.10%

-25.43%

+0.33%

Max Drawdown (10Y)

Largest decline over 10 years

-45.77%

-33.92%

-11.85%

Current Drawdown

Current decline from peak

-1.98%

-1.80%

-0.18%

Average Drawdown

Average peak-to-trough decline

-10.04%

-10.71%

+0.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.75%

2.03%

+0.72%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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