ACCBX vs. BRK-B

Last updated Jun 3, 2026

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 2.96%/yr vs 12.82%/yr for BRK-B. At a correlation of -0.04, they often move in opposite directions.

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.

Returns By Period

In the year-to-date period, ACCBX achieves a 0.62% return, which is significantly higher than BRK-B's -6.20% return. Over the past 10 years, ACCBX has underperformed BRK-B with an annualized return of 2.96%, while BRK-B has yielded a comparatively higher 12.82% annualized return.

ACCBX

• 1D: -0.16%
• 1M: 0.57%
• YTD: 0.62%
• 6M: 0.72%
• 1Y: 6.63%
• 3Y*: 5.28%
• 5Y*: 0.04%
• 10Y*: 2.96%

BRK-B

• 1D: 0.26%
• 1M: -0.32%
• YTD: -6.20%
• 6M: -6.94%
• 1Y: -6.23%
• 3Y*: 12.69%
• 5Y*: 10.06%
• 10Y*: 12.82%

*Multi-year figures are annualized to reflect compound growth (CAGR)

ACCBX vs. BRK-B - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ACCBX Invesco Corporate Bond Fund	0.62%	7.34%	2.87%	7.01%	-16.72%	0.31%	11.43%	15.78%	-4.13%	7.27%
BRK-B Berkshire Hathaway Inc.	-6.20%	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 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.05
Correlation (3Y) Calculated over the trailing 3-year period	0.11
Correlation (5Y) Calculated over the trailing 5-year period	0.09
Correlation (10Y) Calculated over the trailing 10-year period	-0.00
Correlation (All Time) Calculated using the full available price history since May 10, 1996	-0.04

The correlation between ACCBX and BRK-B shifts across timeframes, from -0.04 (all time) to 0.11 (3 years), reflecting how their relationship changes across market environments.

Return for Risk

ACCBX vs. BRK-B — Risk / Return Rank

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

ACCBX

ACCBX Risk / Return Rank: 30
ACCBX Sharpe Ratio Rank: 28
ACCBX Sortino Ratio Rank: 30
ACCBX Omega Ratio Rank: 31
ACCBX Calmar Ratio Rank: 30
ACCBX Martin Ratio Rank: 31

BRK-B

BRK-B Risk / Return Rank: 17
BRK-B Sharpe Ratio Rank: 21
BRK-B Sortino Ratio Rank: 19
BRK-B Omega Ratio Rank: 19
BRK-B Calmar Ratio Rank: 15
BRK-B Martin Ratio Rank: 8

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. 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.

	ACCBX	BRK-B	Difference
Sharpe ratio Return per unit of total volatility	1.55	-0.44	+1.99
Sortino ratio Return per unit of downside risk	2.29	-0.51	+2.80
Omega ratio Gain probability vs. loss probability	1.29	0.94	+0.35
Calmar ratio Return relative to maximum drawdown	2.09	-0.68	+2.78
Martin ratio Return relative to average drawdown	7.25	-1.36	+8.61
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ACCBX vs. BRK-B - Sharpe Ratio Comparison

The current ACCBX Sharpe Ratio is 1.55, which is higher than the BRK-B Sharpe Ratio of -0.44. The chart below compares the historical Sharpe Ratios of ACCBX and BRK-B, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	ACCBX	BRK-B	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.55	-0.44	+1.99
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.01	0.59	-0.58
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.52	0.66	-0.14
Sharpe Ratio (All Time) Calculated using the full available price history	0.51	0.48	+0.04

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.

Drawdown Indicators

	ACCBX	BRK-B	Difference
Max Drawdown Largest 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	-6.72%	-14.95%	+8.23%
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 Drawdown Current decline from peak	-2.72%	-12.65%	+9.93%
Average Drawdown Average peak-to-trough decline	-10.86%	-11.07%	+0.21%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.00%	4.73%	-3.73%

Volatility

ACCBX vs. BRK-B - Volatility Comparison

The current volatility for Invesco Corporate Bond Fund (ACCBX) is 1.43%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 3.79%. 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.

Volatility by Period

	ACCBX	BRK-B	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.43%	3.79%	-2.36%
Volatility (6M) Calculated over the trailing 6-month period	3.04%	10.68%	-7.64%
Volatility (1Y) Calculated over the trailing 1-year period	4.09%	14.31%	-10.22%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	6.28%	17.11%	-10.83%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	5.73%	19.43%	-13.70%

Dividends

ACCBX vs. BRK-B - Dividend Comparison

ACCBX's dividend yield for the trailing twelve months is around 5.00%, 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	5.00%	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

Can I hold both ACCBX and BRK-B in my portfolio?

ACCBX and BRK-B have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ACCBX or BRK-B?

BRK-B has higher volatility (3.79%) compared to ACCBX (1.43%). In terms of maximum drawdown, ACCBX dropped -45.26% vs BRK-B's -53.86%.

Which has better risk-adjusted returns?

ACCBX currently has the higher Sharpe Ratio (1.55 vs -0.44), 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.