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ACCBX vs. BRK-B
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ACCBX and BRK-B is -0.05. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0
Correlation: -0.1

Performance

ACCBX vs. BRK-B - Performance Comparison

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

500.00%1,000.00%1,500.00%2,000.00%NovemberDecember2025FebruaryMarchApril
276.05%
2,191.55%
ACCBX
BRK-B

Key characteristics

Sharpe Ratio

ACCBX:

1.16

BRK-B:

1.59

Sortino Ratio

ACCBX:

1.72

BRK-B:

2.23

Omega Ratio

ACCBX:

1.21

BRK-B:

1.32

Calmar Ratio

ACCBX:

0.45

BRK-B:

3.41

Martin Ratio

ACCBX:

3.31

BRK-B:

8.75

Ulcer Index

ACCBX:

1.92%

BRK-B:

3.44%

Daily Std Dev

ACCBX:

5.50%

BRK-B:

18.94%

Max Drawdown

ACCBX:

-23.59%

BRK-B:

-53.86%

Current Drawdown

ACCBX:

-8.42%

BRK-B:

-1.13%

Returns By Period

In the year-to-date period, ACCBX achieves a 0.45% return, which is significantly lower than BRK-B's 17.29% return. Over the past 10 years, ACCBX has underperformed BRK-B with an annualized return of 2.54%, while BRK-B has yielded a comparatively higher 14.22% annualized return.


ACCBX

YTD

0.45%

1M

-1.03%

6M

-0.06%

1Y

6.35%

5Y*

1.20%

10Y*

2.54%

BRK-B

YTD

17.29%

1M

0.52%

6M

16.14%

1Y

30.96%

5Y*

23.39%

10Y*

14.22%

*Annualized

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Risk-Adjusted Performance

ACCBX vs. BRK-B — Risk-Adjusted Performance Rank

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

ACCBX
The Risk-Adjusted Performance Rank of ACCBX is 7676
Overall Rank
The Sharpe Ratio Rank of ACCBX is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of ACCBX is 8282
Sortino Ratio Rank
The Omega Ratio Rank of ACCBX is 8080
Omega Ratio Rank
The Calmar Ratio Rank of ACCBX is 6262
Calmar Ratio Rank
The Martin Ratio Rank of ACCBX is 7575
Martin Ratio Rank

BRK-B
The Risk-Adjusted Performance Rank of BRK-B is 9292
Overall Rank
The Sharpe Ratio Rank of BRK-B is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of BRK-B is 8989
Sortino Ratio Rank
The Omega Ratio Rank of BRK-B is 8989
Omega Ratio Rank
The Calmar Ratio Rank of BRK-B is 9898
Calmar Ratio Rank
The Martin Ratio Rank of BRK-B is 9494
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ACCBX vs. BRK-B - Risk-Adjusted Performance 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.


The chart of Sharpe ratio for ACCBX, currently valued at 1.16, compared to the broader market-1.000.001.002.003.00
ACCBX: 1.16
BRK-B: 1.59
The chart of Sortino ratio for ACCBX, currently valued at 1.72, compared to the broader market-2.000.002.004.006.008.00
ACCBX: 1.72
BRK-B: 2.23
The chart of Omega ratio for ACCBX, currently valued at 1.21, compared to the broader market0.501.001.502.002.503.00
ACCBX: 1.21
BRK-B: 1.32
The chart of Calmar ratio for ACCBX, currently valued at 0.45, compared to the broader market0.002.004.006.008.0010.00
ACCBX: 0.45
BRK-B: 3.41
The chart of Martin ratio for ACCBX, currently valued at 3.31, compared to the broader market0.0010.0020.0030.0040.0050.00
ACCBX: 3.31
BRK-B: 8.75

The current ACCBX Sharpe Ratio is 1.16, which is comparable to the BRK-B Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of ACCBX and BRK-B, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
1.16
1.59
ACCBX
BRK-B

Dividends

ACCBX vs. BRK-B - Dividend Comparison

ACCBX's dividend yield for the trailing twelve months is around 5.09%, while BRK-B has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
ACCBX
Invesco Corporate Bond Fund
5.09%5.02%4.56%3.83%4.90%5.98%3.67%4.22%4.16%3.67%3.91%3.96%
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%

Drawdowns

ACCBX vs. BRK-B - Drawdown Comparison

The maximum ACCBX drawdown since its inception was -23.59%, 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. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-8.42%
-1.13%
ACCBX
BRK-B

Volatility

ACCBX vs. BRK-B - Volatility Comparison

The current volatility for Invesco Corporate Bond Fund (ACCBX) is 2.35%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 11.02%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
2.35%
11.02%
ACCBX
BRK-B