ABRZX vs. PWDIX
Compare and contrast key facts about Invesco Balanced-Risk Allocation Fund Class A (ABRZX) and Donoghue Forlines Dividend Fund (PWDIX).
ABRZX is an actively managed fund by Invesco. It was launched on Jun 2, 2009. PWDIX is managed by Donoghue Forlines LLC. It was launched on Nov 6, 2013.
Performance
ABRZX vs. PWDIX - Performance Comparison
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ABRZX vs. PWDIX - 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% |
PWDIX Donoghue Forlines Dividend Fund | 5.35% | 17.73% | 12.33% | -0.18% | -9.83% | 31.54% | -6.54% | -2.84% | -7.97% | 11.41% |
Returns By Period
In the year-to-date period, ABRZX achieves a 11.64% return, which is significantly higher than PWDIX's 5.35% return. Over the past 10 years, ABRZX has underperformed PWDIX with an annualized return of 4.68%, while PWDIX has yielded a comparatively higher 5.42% 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%
PWDIX
- 1D
- 0.19%
- 1M
- -3.75%
- YTD
- 5.35%
- 6M
- 7.26%
- 1Y
- 19.74%
- 3Y*
- 13.51%
- 5Y*
- 7.36%
- 10Y*
- 5.42%
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ABRZX vs. PWDIX - Expense Ratio Comparison
ABRZX has a 1.41% expense ratio, which is lower than PWDIX's 1.56% expense ratio.
Return for Risk
ABRZX vs. PWDIX — Risk / Return Rank
ABRZX
PWDIX
ABRZX vs. PWDIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Balanced-Risk Allocation Fund Class A (ABRZX) and Donoghue Forlines Dividend Fund (PWDIX). 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 | PWDIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.03 | 1.26 | +0.77 |
Sortino ratioReturn per unit of downside risk | 2.63 | 1.75 | +0.88 |
Omega ratioGain probability vs. loss probability | 1.40 | 1.27 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 2.66 | 1.47 | +1.19 |
Martin ratioReturn relative to average drawdown | 10.66 | 6.45 | +4.21 |
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 | PWDIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.03 | 1.26 | +0.77 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | 0.52 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.37 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.39 | +0.19 |
Correlation
The correlation between ABRZX and PWDIX is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
ABRZX vs. PWDIX - Dividend Comparison
ABRZX's dividend yield for the trailing twelve months is around 3.03%, more than PWDIX's 1.91% 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% |
PWDIX Donoghue Forlines Dividend Fund | 1.91% | 1.22% | 2.16% | 1.75% | 1.29% | 2.31% | 3.66% | 3.10% | 30.58% | 3.25% | 1.45% | 3.55% |
Drawdowns
ABRZX vs. PWDIX - Drawdown Comparison
The maximum ABRZX drawdown since its inception was -26.62%, smaller than the maximum PWDIX drawdown of -40.86%. Use the drawdown chart below to compare losses from any high point for ABRZX and PWDIX.
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Drawdown Indicators
| ABRZX | PWDIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.62% | -40.86% | +14.24% |
Max Drawdown (1Y)Largest decline over 1 year | -6.90% | -13.30% | +6.40% |
Max Drawdown (5Y)Largest decline over 5 years | -19.33% | -21.29% | +1.96% |
Max Drawdown (10Y)Largest decline over 10 years | -26.62% | -40.86% | +14.24% |
Current DrawdownCurrent decline from peak | -2.36% | -4.24% | +1.88% |
Average DrawdownAverage peak-to-trough decline | -4.79% | -8.63% | +3.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.72% | 3.04% | -1.32% |
Volatility
ABRZX vs. PWDIX - Volatility Comparison
Invesco Balanced-Risk Allocation Fund Class A (ABRZX) has a higher volatility of 3.98% compared to Donoghue Forlines Dividend Fund (PWDIX) at 2.85%. This indicates that ABRZX's price experiences larger fluctuations and is considered to be riskier than PWDIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ABRZX | PWDIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.98% | 2.85% | +1.13% |
Volatility (6M)Calculated over the trailing 6-month period | 7.55% | 8.15% | -0.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.36% | 16.76% | -7.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.17% | 14.18% | -2.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.88% | 14.55% | -3.67% |