ABRZX vs. ABRYX
Compare and contrast key facts about Invesco Balanced-Risk Allocation Fund Class A (ABRZX) and Invesco Balanced-Risk Allocation Fund (ABRYX).
ABRZX is an actively managed fund by Invesco. It was launched on Jun 2, 2009. ABRYX is managed by Invesco. It was launched on Jun 1, 2009.
Performance
ABRZX vs. ABRYX - Performance Comparison
Loading graphics...
ABRZX vs. ABRYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ABRZX Invesco Balanced-Risk Allocation Fund Class A | 11.64% | 8.20% | 3.14% | 5.97% | -14.96% | 9.36% | 9.20% | 9.43% | -7.01% | 9.80% |
ABRYX Invesco Balanced-Risk Allocation Fund | 11.77% | 8.50% | 3.34% | 6.34% | -14.82% | 9.65% | 9.50% | 9.76% | -6.73% | 9.97% |
Returns By Period
The year-to-date returns for both investments are quite close, with ABRZX having a 11.64% return and ABRYX slightly higher at 11.77%. Over the past 10 years, ABRZX has underperformed ABRYX with an annualized return of 4.68%, while ABRYX has yielded a comparatively higher 4.93% annualized return.
ABRZX
- 1D
- 0.89%
- 1M
- -1.09%
- YTD
- 11.64%
- 6M
- 13.79%
- 1Y
- 19.11%
- 3Y*
- 8.79%
- 5Y*
- 3.99%
- 10Y*
- 4.68%
ABRYX
- 1D
- 0.97%
- 1M
- -0.95%
- YTD
- 11.77%
- 6M
- 13.89%
- 1Y
- 19.48%
- 3Y*
- 9.06%
- 5Y*
- 4.26%
- 10Y*
- 4.93%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
ABRZX vs. ABRYX - Expense Ratio Comparison
ABRZX has a 1.41% expense ratio, which is higher than ABRYX's 1.06% expense ratio.
Return for Risk
ABRZX vs. ABRYX — Risk / Return Rank
ABRZX
ABRYX
ABRZX vs. ABRYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Balanced-Risk Allocation Fund Class A (ABRZX) and Invesco Balanced-Risk Allocation Fund (ABRYX). 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.
| ABRZX | ABRYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.03 | 2.05 | -0.02 |
Sortino ratioReturn per unit of downside risk | 2.63 | 2.65 | -0.02 |
Omega ratioGain probability vs. loss probability | 1.40 | 1.40 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 2.66 | 2.70 | -0.04 |
Martin ratioReturn relative to average drawdown | 10.66 | 10.71 | -0.05 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| ABRZX | ABRYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.03 | 2.05 | -0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | 0.35 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.46 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.61 | -0.03 |
Correlation
The correlation between ABRZX and ABRYX is 0.99, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
ABRZX vs. ABRYX - Dividend Comparison
ABRZX's dividend yield for the trailing twelve months is around 3.03%, less than ABRYX's 3.17% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ABRZX Invesco Balanced-Risk Allocation Fund Class A | 3.03% | 3.38% | 13.28% | 2.21% | 0.00% | 26.02% | 1.18% | 6.49% | 0.00% | 6.43% | 4.41% | 6.91% |
ABRYX Invesco Balanced-Risk Allocation Fund | 3.17% | 3.55% | 13.21% | 2.43% | 0.00% | 25.72% | 1.40% | 6.66% | 0.00% | 6.34% | 4.36% | 7.17% |
Drawdowns
ABRZX vs. ABRYX - Drawdown Comparison
The maximum ABRZX drawdown since its inception was -26.62%, roughly equal to the maximum ABRYX drawdown of -26.63%. Use the drawdown chart below to compare losses from any high point for ABRZX and ABRYX.
Loading graphics...
Drawdown Indicators
| ABRZX | ABRYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.62% | -26.63% | +0.01% |
Max Drawdown (1Y)Largest decline over 1 year | -6.90% | -6.93% | +0.03% |
Max Drawdown (5Y)Largest decline over 5 years | -19.33% | -19.17% | -0.16% |
Max Drawdown (10Y)Largest decline over 10 years | -26.62% | -26.63% | +0.01% |
Current DrawdownCurrent decline from peak | -2.36% | -2.39% | +0.03% |
Average DrawdownAverage peak-to-trough decline | -4.79% | -4.68% | -0.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.72% | 1.75% | -0.03% |
Volatility
ABRZX vs. ABRYX - Volatility Comparison
Invesco Balanced-Risk Allocation Fund Class A (ABRZX) and Invesco Balanced-Risk Allocation Fund (ABRYX) have volatilities of 3.98% and 4.01%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| ABRZX | ABRYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.98% | 4.01% | -0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 7.55% | 7.55% | 0.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.36% | 9.37% | -0.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.17% | 12.13% | +0.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.88% | 10.88% | 0.00% |