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ACCBX vs. ACSTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ACCBX vs. ACSTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Corporate Bond Fund (ACCBX) and Invesco Comstock Fund (ACSTX). The values are adjusted to include any dividend payments, if applicable.

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ACCBX vs. ACSTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ACCBX
Invesco Corporate Bond Fund
-1.58%7.34%2.87%7.01%-16.72%0.31%11.43%15.78%-4.13%7.27%
ACSTX
Invesco Comstock Fund
-2.22%17.22%15.00%12.37%0.74%33.33%-0.78%24.35%-12.34%17.75%

Returns By Period

In the year-to-date period, ACCBX achieves a -1.58% return, which is significantly higher than ACSTX's -2.22% return. Over the past 10 years, ACCBX has underperformed ACSTX with an annualized return of 2.99%, while ACSTX has yielded a comparatively higher 11.67% annualized return.


ACCBX

1D
0.49%
1M
-2.99%
YTD
-1.58%
6M
-0.83%
1Y
3.65%
3Y*
4.26%
5Y*
-0.03%
10Y*
2.99%

ACSTX

1D
-0.37%
1M
-7.08%
YTD
-2.22%
6M
2.18%
1Y
11.55%
3Y*
14.03%
5Y*
11.23%
10Y*
11.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ACCBX vs. ACSTX - Expense Ratio Comparison

ACCBX has a 0.72% expense ratio, which is lower than ACSTX's 0.80% expense ratio.


Return for Risk

ACCBX vs. ACSTX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ACCBX
ACCBX Risk / Return Rank: 4646
Overall Rank
ACCBX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
ACCBX Sortino Ratio Rank: 4646
Sortino Ratio Rank
ACCBX Omega Ratio Rank: 4040
Omega Ratio Rank
ACCBX Calmar Ratio Rank: 5353
Calmar Ratio Rank
ACCBX Martin Ratio Rank: 4141
Martin Ratio Rank

ACSTX
ACSTX Risk / Return Rank: 3636
Overall Rank
ACSTX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
ACSTX Sortino Ratio Rank: 3737
Sortino Ratio Rank
ACSTX Omega Ratio Rank: 4141
Omega Ratio Rank
ACSTX Calmar Ratio Rank: 3030
Calmar Ratio Rank
ACSTX Martin Ratio Rank: 3333
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.

ACCBX vs. ACSTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Corporate Bond Fund (ACCBX) and Invesco Comstock Fund (ACSTX). 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.


ACCBXACSTXDifference

Sharpe ratio

Return per unit of total volatility

0.95

0.80

+0.15

Sortino ratio

Return per unit of downside risk

1.34

1.17

+0.17

Omega ratio

Gain probability vs. loss probability

1.18

1.18

0.00

Calmar ratio

Return relative to maximum drawdown

1.28

0.85

+0.43

Martin ratio

Return relative to average drawdown

4.20

3.47

+0.73

ACCBX vs. ACSTX - Sharpe Ratio Comparison

The current ACCBX Sharpe Ratio is 0.95, which is comparable to the ACSTX Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of ACCBX and ACSTX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ACCBXACSTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.95

0.80

+0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.00

0.73

-0.73

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.60

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.50

+0.01

Correlation

The correlation between ACCBX and ACSTX is 0.06, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

ACCBX vs. ACSTX - Dividend Comparison

ACCBX's dividend yield for the trailing twelve months is around 4.64%, less than ACSTX's 9.04% yield.


TTM20252024202320222021202020192018201720162015
ACCBX
Invesco Corporate Bond Fund
4.64%4.95%4.63%3.78%3.84%4.91%5.98%3.67%4.22%4.13%3.64%3.88%
ACSTX
Invesco Comstock Fund
9.04%8.79%10.17%8.44%13.00%8.66%2.05%6.66%10.03%3.60%6.98%1.10%

Drawdowns

ACCBX vs. ACSTX - Drawdown Comparison

The maximum ACCBX drawdown since its inception was -45.26%, smaller than the maximum ACSTX drawdown of -58.61%. Use the drawdown chart below to compare losses from any high point for ACCBX and ACSTX.


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Drawdown Indicators


ACCBXACSTXDifference

Max Drawdown

Largest peak-to-trough decline

-45.26%

-58.61%

+13.35%

Max Drawdown (1Y)

Largest decline over 1 year

-3.46%

-12.22%

+8.76%

Max Drawdown (5Y)

Largest decline over 5 years

-23.59%

-17.25%

-6.34%

Max Drawdown (10Y)

Largest decline over 10 years

-23.59%

-44.80%

+21.21%

Current Drawdown

Current decline from peak

-4.85%

-8.02%

+3.17%

Average Drawdown

Average peak-to-trough decline

-10.88%

-9.37%

-1.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.05%

3.03%

-1.98%

Volatility

ACCBX vs. ACSTX - Volatility Comparison

The current volatility for Invesco Corporate Bond Fund (ACCBX) is 1.73%, while Invesco Comstock Fund (ACSTX) has a volatility of 3.34%. This indicates that ACCBX experiences smaller price fluctuations and is considered to be less risky than ACSTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ACCBXACSTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.73%

3.34%

-1.61%

Volatility (6M)

Calculated over the trailing 6-month period

2.69%

8.16%

-5.47%

Volatility (1Y)

Calculated over the trailing 1-year period

4.53%

15.99%

-11.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.25%

15.47%

-9.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.71%

19.48%

-13.77%