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ABRYX vs. GAL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ABRYX vs. GAL

Last updated May 12, 2025

Compare and contrast key facts about Invesco Balanced-Risk Allocation Fund (ABRYX) and SPDR SSgA Global Allocation ETF (GAL).

ABRYX is managed by Invesco. It was launched on Jun 1, 2009. GAL is an actively managed fund by State Street. It was launched on Apr 25, 2012.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ABRYX or GAL.

Correlation

The correlation between ABRYX and GAL is -0.80. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Performance

ABRYX vs. GAL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Balanced-Risk Allocation Fund (ABRYX) and SPDR SSgA Global Allocation ETF (GAL). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

ABRYX:

2.96%

GAL:

2.76%

Max Drawdown

ABRYX:

-0.25%

GAL:

-0.24%

Current Drawdown

ABRYX:

-0.12%

GAL:

0.00%

Returns By Period

ABRYX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

GAL

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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ABRYX vs. GAL - Expense Ratio Comparison

ABRYX has a 1.06% expense ratio, which is higher than GAL's 0.35% expense ratio.

ABRYX
Invesco Balanced-Risk Allocation Fund
GAL
SPDR SSgA Global Allocation ETF

Risk-Adjusted Performance

ABRYX vs. GAL — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ABRYX
The Risk-Adjusted Performance Rank of ABRYX is 1414
Overall Rank
The Sharpe Ratio Rank of ABRYX is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of ABRYX is 1212
Sortino Ratio Rank
The Omega Ratio Rank of ABRYX is 1313
Omega Ratio Rank
The Calmar Ratio Rank of ABRYX is 1616
Calmar Ratio Rank
The Martin Ratio Rank of ABRYX is 1414
Martin Ratio Rank
GAL
The Risk-Adjusted Performance Rank of GAL is 7777
Overall Rank
The Sharpe Ratio Rank of GAL is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of GAL is 7373
Sortino Ratio Rank
The Omega Ratio Rank of GAL is 7474
Omega Ratio Rank
The Calmar Ratio Rank of GAL is 8181
Calmar Ratio Rank
The Martin Ratio Rank of GAL is 8383
Martin 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.

ABRYX vs. GAL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Balanced-Risk Allocation Fund (ABRYX) and SPDR SSgA Global Allocation ETF (GAL). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

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Dividends

ABRYX vs. GAL - Dividend Comparison

ABRYX's dividend yield for the trailing twelve months is around 13.18%, more than GAL's 3.00% yield.

TTM20242023202220212020201920182017201620152014
ABRYX
Invesco Balanced-Risk Allocation Fund		13.18%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GAL
SPDR SSgA Global Allocation ETF		3.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ABRYX vs. GAL - Drawdown Comparison

The maximum ABRYX drawdown since its inception was -0.25%, roughly equal to the maximum GAL drawdown of -0.24%. Use the drawdown chart below to compare losses from any high point for ABRYX and GAL. For additional features, visit the drawdowns tool.

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Volatility

ABRYX vs. GAL - Volatility Comparison

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