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ACCBX vs. EEM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ACCBX vs. EEM - Performance Comparison

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

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Returns By Period

In the year-to-date period, ACCBX achieves a 0.62% return, which is significantly lower than EEM's 27.80% return. Over the past 10 years, ACCBX has underperformed EEM with an annualized return of 2.96%, while EEM has yielded a comparatively higher 9.93% annualized return.


ACCBX

1D
0.00%
1M
0.90%
YTD
0.62%
6M
0.56%
1Y
6.46%
3Y*
5.28%
5Y*
0.07%
10Y*
2.96%

EEM

1D
-1.24%
1M
9.08%
YTD
27.80%
6M
30.51%
1Y
55.80%
3Y*
23.95%
5Y*
7.01%
10Y*
9.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ACCBX vs. EEM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
EEM
iShares MSCI Emerging Markets ETF
27.80%33.98%6.49%8.95%-20.56%-3.63%17.02%18.22%-15.31%37.26%

Correlation

The correlation between ACCBX and EEM is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.35

Correlation (3Y)
Calculated over the trailing 3-year period

0.23

Correlation (5Y)
Calculated over the trailing 5-year period

0.20

Correlation (10Y)
Calculated over the trailing 10-year period

0.14

Correlation (All Time)
Calculated using the full available price history since Apr 15, 2003

-0.03

The correlation between ACCBX and EEM shifts across timeframes, from -0.03 (all time) to 0.35 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

ACCBX vs. EEM — Risk / Return Rank

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

ACCBX
ACCBX Risk / Return Rank: 3131
Overall Rank
ACCBX Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
ACCBX Sortino Ratio Rank: 3434
Sortino Ratio Rank
ACCBX Omega Ratio Rank: 3535
Omega Ratio Rank
ACCBX Calmar Ratio Rank: 2727
Calmar Ratio Rank
ACCBX Martin Ratio Rank: 2828
Martin Ratio Rank

EEM
EEM Risk / Return Rank: 8181
Overall Rank
EEM Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
EEM Sortino Ratio Rank: 7979
Sortino Ratio Rank
EEM Omega Ratio Rank: 8383
Omega Ratio Rank
EEM Calmar Ratio Rank: 7979
Calmar Ratio Rank
EEM Martin Ratio Rank: 8080
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. EEM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Corporate Bond Fund (ACCBX) and iShares MSCI Emerging Markets ETF (EEM). 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.


ACCBXEEMDifference
Sharpe ratioReturn per unit of total volatility

-1.16

Sortino ratioReturn per unit of downside risk

-1.19

Omega ratioGain probability vs. loss probability

1.31

1.51

-0.20

Calmar ratioReturn relative to maximum drawdown

1.93

4.15

-2.22

Martin ratioReturn relative to average drawdown

6.65

15.99

-9.34

ACCBX vs. EEM - Sharpe Ratio Comparison

The current ACCBX Sharpe Ratio is 1.64, which is lower than the EEM Sharpe Ratio of 2.81. The chart below compares the historical Sharpe Ratios of ACCBX and EEM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


ACCBXEEMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.64

2.81

-1.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

0.37

-0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.49

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.38

+0.13

Drawdowns

ACCBX vs. EEM - Drawdown Comparison

The maximum ACCBX drawdown since its inception was -45.26%, smaller than the maximum EEM drawdown of -66.43%. Use the drawdown chart below to compare losses from any high point for ACCBX and EEM.


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Drawdown Indicators


ACCBXEEMDifference

Max Drawdown

Largest peak-to-trough decline

-45.26%

-66.43%

+21.17%

Max Drawdown (1Y)

Largest decline over 1 year

-3.46%

-13.52%

+10.06%

Max Drawdown (3Y)

Largest decline over 3 years

-6.72%

-17.29%

+10.57%

Max Drawdown (5Y)

Largest decline over 5 years

-23.59%

-37.71%

+14.12%

Max Drawdown (10Y)

Largest decline over 10 years

-23.59%

-39.82%

+16.23%

Current Drawdown

Current decline from peak

-2.72%

-1.24%

-1.48%

Average Drawdown

Average peak-to-trough decline

-10.86%

-16.02%

+5.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.00%

3.50%

-2.50%

Volatility

ACCBX vs. EEM - Volatility Comparison

The current volatility for Invesco Corporate Bond Fund (ACCBX) is 1.43%, while iShares MSCI Emerging Markets ETF (EEM) has a volatility of 8.52%. This indicates that ACCBX experiences smaller price fluctuations and is considered to be less risky than EEM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ACCBXEEMDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.43%

8.52%

-7.09%

Volatility (6M)

Calculated over the trailing 6-month period

3.03%

17.42%

-14.39%

Volatility (1Y)

Calculated over the trailing 1-year period

4.08%

19.97%

-15.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.28%

18.91%

-12.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.73%

20.50%

-14.77%

ACCBX vs. EEM - Expense Ratio Comparison

Both ACCBX and EEM have an expense ratio of 0.72%.


Dividends

ACCBX vs. EEM - Dividend Comparison

ACCBX's dividend yield for the trailing twelve months is around 5.00%, more than EEM's 1.74% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
EEM
iShares MSCI Emerging Markets ETF
1.74%2.22%2.43%2.63%2.50%1.99%1.45%2.76%2.24%1.89%1.89%2.49%

Frequently Asked Questions


ACCBX and EEM have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EEM has higher volatility (8.52%) compared to ACCBX (1.43%). In terms of maximum drawdown, ACCBX dropped -45.26% vs EEM's -66.43%.

EEM currently has the higher Sharpe Ratio (2.81 vs 1.64), 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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