ABRZX vs. CRAZX
Compare and contrast key facts about Invesco Balanced-Risk Allocation Fund Class A (ABRZX) and Columbia Adaptive Risk Allocation Fund (CRAZX).
ABRZX is an actively managed fund by Invesco. It was launched on Jun 2, 2009. CRAZX is managed by Columbia. It was launched on Jun 18, 2012.
Performance
ABRZX vs. CRAZX - Performance Comparison
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ABRZX vs. CRAZX - 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% |
CRAZX Columbia Adaptive Risk Allocation Fund | 0.94% | 14.35% | 7.85% | 8.84% | -15.03% | 11.20% | 9.44% | 18.93% | -4.52% | 13.26% |
Returns By Period
In the year-to-date period, ABRZX achieves a 11.64% return, which is significantly higher than CRAZX's 0.94% return. Over the past 10 years, ABRZX has underperformed CRAZX with an annualized return of 4.68%, while CRAZX has yielded a comparatively higher 6.51% 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%
CRAZX
- 1D
- 0.38%
- 1M
- -4.64%
- YTD
- 0.94%
- 6M
- 3.19%
- 1Y
- 14.35%
- 3Y*
- 9.57%
- 5Y*
- 5.05%
- 10Y*
- 6.51%
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ABRZX vs. CRAZX - Expense Ratio Comparison
ABRZX has a 1.41% expense ratio, which is higher than CRAZX's 0.74% expense ratio.
Return for Risk
ABRZX vs. CRAZX — Risk / Return Rank
ABRZX
CRAZX
ABRZX vs. CRAZX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Balanced-Risk Allocation Fund Class A (ABRZX) and Columbia Adaptive Risk Allocation Fund (CRAZX). 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 | CRAZX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.03 | 1.55 | +0.48 |
Sortino ratioReturn per unit of downside risk | 2.63 | 2.19 | +0.44 |
Omega ratioGain probability vs. loss probability | 1.40 | 1.32 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 2.66 | 2.03 | +0.64 |
Martin ratioReturn relative to average drawdown | 10.66 | 9.65 | +1.01 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ABRZX | CRAZX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.03 | 1.55 | +0.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | 0.59 | -0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.79 | -0.36 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.64 | -0.05 |
Correlation
The correlation between ABRZX and CRAZX is 0.71, 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. CRAZX - Dividend Comparison
ABRZX's dividend yield for the trailing twelve months is around 3.03%, more than CRAZX's 2.85% 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% |
CRAZX Columbia Adaptive Risk Allocation Fund | 2.85% | 2.87% | 2.52% | 0.55% | 8.14% | 20.39% | 2.12% | 7.51% | 6.22% | 7.14% | 0.94% | 1.03% |
Drawdowns
ABRZX vs. CRAZX - Drawdown Comparison
The maximum ABRZX drawdown since its inception was -26.62%, which is greater than CRAZX's maximum drawdown of -18.21%. Use the drawdown chart below to compare losses from any high point for ABRZX and CRAZX.
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Drawdown Indicators
| ABRZX | CRAZX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.62% | -18.21% | -8.41% |
Max Drawdown (1Y)Largest decline over 1 year | -6.90% | -7.02% | +0.12% |
Max Drawdown (5Y)Largest decline over 5 years | -19.33% | -18.21% | -1.12% |
Max Drawdown (10Y)Largest decline over 10 years | -26.62% | -18.21% | -8.41% |
Current DrawdownCurrent decline from peak | -2.36% | -4.81% | +2.45% |
Average DrawdownAverage peak-to-trough decline | -4.79% | -4.25% | -0.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.72% | 1.47% | +0.25% |
Volatility
ABRZX vs. CRAZX - Volatility Comparison
Invesco Balanced-Risk Allocation Fund Class A (ABRZX) has a higher volatility of 3.98% compared to Columbia Adaptive Risk Allocation Fund (CRAZX) at 2.91%. This indicates that ABRZX's price experiences larger fluctuations and is considered to be riskier than CRAZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ABRZX | CRAZX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.98% | 2.91% | +1.07% |
Volatility (6M)Calculated over the trailing 6-month period | 7.55% | 5.74% | +1.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.36% | 9.52% | -0.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.17% | 8.60% | +3.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.88% | 8.27% | +2.61% |