ACCBX vs. BRK-B
ACCBX (Invesco Corporate Bond Fund) is Corporate Bonds fund managed by Invesco, while BRK-B (Berkshire Hathaway Inc.) is a stock. Over the past 10 years, ACCBX returned 2.50%/yr vs 13.51%/yr for BRK-B. Their -0.04 correlation means they have often moved in opposite directions in the past.
Performance
ACCBX vs. BRK-B - Performance Comparison
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Returns By Period
In the year-to-date period, ACCBX achieves a -1.08% return, which is significantly lower than BRK-B's 2.90% return. Over the past 10 years, ACCBX has underperformed BRK-B with an annualized return of 2.50%, while BRK-B has yielded a comparatively higher 13.51% annualized return.
ACCBX
- 1D
- 0.33%
- 1M
- -1.77%
- 6M
- -1.32%
- YTD
- -1.08%
- 1Y
- 1.63%
- 3Y*
- 4.66%
- 5Y*
- -0.87%
- 10Y*
- 2.50%
- ALL TIME*
- 2.85%
BRK-B
- 1D
- 0.80%
- 1M
- 1.86%
- 6M
- 4.76%
- YTD
- 2.90%
- 1Y
- 12.66%
- 3Y*
- 13.90%
- 5Y*
- 13.04%
- 10Y*
- 13.51%
- ALL TIME*
- 10.75%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $2.12B | $2.06B | $2.40B |
ACCBX vs. BRK-B - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ACCBX Invesco Corporate Bond Fund | -1.08% | 7.34% | 2.87% | 7.01% | -16.72% | 0.31% | 11.43% | 15.78% | -4.13% | 7.27% |
BRK-B Berkshire Hathaway Inc. | 2.90% | 10.89% | 27.09% | 15.46% | 3.31% | 28.95% | 2.37% | 10.93% | 3.01% | 21.62% |
Correlation
The correlation between ACCBX and BRK-B is 0.10, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.10 |
Correlation (3Y) Balances recent behavior with more history. | 0.13 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.11 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.01 |
Correlation (All Time) Calculated using the full available price history since May 9, 1996 | -0.04 |
The correlation between ACCBX and BRK-B shifts across timeframes, from -0.04 (all time) to 0.13 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
ACCBX vs. BRK-B — Risk / Return Rank
ACCBX
BRK-B
ACCBX vs. BRK-B - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Corporate Bond Fund (ACCBX) and Berkshire Hathaway Inc. (BRK-B). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ACCBX | BRK-B | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.42 | ||
| Sortino ratioReturn per unit of downside risk | -0.65 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.16 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 0.52 | 1.35 | -0.82 |
| Martin ratioReturn relative to average drawdown | 1.52 | 2.83 | -1.31 |
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Drawdowns
ACCBX vs. BRK-B - Drawdown Comparison
The maximum ACCBX drawdown since its inception was -45.26%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for ACCBX and BRK-B.
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Drawdown Indicators
| ACCBX | BRK-B | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.26% | -53.86% | +8.60% |
Max Drawdown (1Y)Largest decline over 1 year | -3.46% | -9.42% | +5.96% |
Max Drawdown (3Y)Largest decline over 3 years | -5.69% | -14.95% | +9.26% |
Max Drawdown (5Y)Largest decline over 5 years | -23.59% | -26.58% | +2.99% |
Max Drawdown (10Y)Largest decline over 10 years | -23.59% | -29.57% | +5.98% |
Current DrawdownCurrent decline from peak | -4.36% | -4.18% | -0.18% |
Average DrawdownAverage peak-to-trough decline | -10.84% | -11.06% | +0.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.19% | 4.48% | -3.29% |
Volatility
ACCBX vs. BRK-B - Volatility Comparison
The current volatility for Invesco Corporate Bond Fund (ACCBX) is 1.15%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 4.38%. This indicates that ACCBX experiences smaller price fluctuations and is considered to be less risky than BRK-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ACCBX | BRK-B | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.15% | 4.38% | -3.23% |
Volatility (6M)Calculated over the trailing 6-month period | 3.24% | 11.05% | -7.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.00% | 14.78% | -10.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.29% | 17.11% | -10.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.73% | 19.42% | -13.69% |
Dividends
ACCBX vs. BRK-B - Dividend Comparison
ACCBX's dividend yield for the trailing twelve months is around 4.67%, while BRK-B has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ACCBX Invesco Corporate Bond Fund | 4.67% | 4.95% | 4.63% | 3.78% | 3.84% | 4.91% | 5.98% | 3.67% | 4.22% | 4.13% | 3.64% | 3.88% |
BRK-B Berkshire Hathaway Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ACCBX and BRK-B have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BRK-B has higher volatility (4.38%) compared to ACCBX (1.15%). In terms of maximum drawdown, ACCBX dropped -45.26% vs BRK-B's -53.86%.
BRK-B currently has the higher Sharpe Ratio (0.88 vs 0.46), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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