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ACCBX vs. FIIFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ACCBX vs. FIIFX - Performance Comparison

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

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ACCBX vs. FIIFX - 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%
FIIFX
Federated Hermes Intermediate Corporate Bond Fund
-1.02%7.62%3.20%5.66%-10.03%-1.61%7.58%9.72%-0.48%4.32%

Returns By Period

In the year-to-date period, ACCBX achieves a -1.58% return, which is significantly lower than FIIFX's -1.02% return. Over the past 10 years, ACCBX has outperformed FIIFX with an annualized return of 2.99%, while FIIFX has yielded a comparatively lower 2.47% 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%

FIIFX

1D
0.35%
1M
-1.94%
YTD
-1.02%
6M
0.24%
1Y
4.17%
3Y*
4.24%
5Y*
1.00%
10Y*
2.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ACCBX vs. FIIFX - Expense Ratio Comparison

ACCBX has a 0.72% expense ratio, which is higher than FIIFX's 0.58% expense ratio.


Return for Risk

ACCBX vs. FIIFX — 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

FIIFX
FIIFX Risk / Return Rank: 8484
Overall Rank
FIIFX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
FIIFX Sortino Ratio Rank: 8585
Sortino Ratio Rank
FIIFX Omega Ratio Rank: 8282
Omega Ratio Rank
FIIFX Calmar Ratio Rank: 8686
Calmar Ratio Rank
FIIFX Martin Ratio Rank: 8585
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. FIIFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Corporate Bond Fund (ACCBX) and Federated Hermes Intermediate Corporate Bond Fund (FIIFX). 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.


ACCBXFIIFXDifference

Sharpe ratio

Return per unit of total volatility

0.95

1.49

-0.54

Sortino ratio

Return per unit of downside risk

1.34

2.25

-0.91

Omega ratio

Gain probability vs. loss probability

1.18

1.33

-0.15

Calmar ratio

Return relative to maximum drawdown

1.28

2.21

-0.93

Martin ratio

Return relative to average drawdown

4.20

8.69

-4.50

ACCBX vs. FIIFX - Sharpe Ratio Comparison

The current ACCBX Sharpe Ratio is 0.95, which is lower than the FIIFX Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of ACCBX and FIIFX, 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


ACCBXFIIFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.95

1.49

-0.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.00

0.24

-0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.65

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

1.07

-0.56

Correlation

The correlation between ACCBX and FIIFX is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

ACCBX vs. FIIFX - Dividend Comparison

ACCBX's dividend yield for the trailing twelve months is around 4.64%, more than FIIFX's 3.89% 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%
FIIFX
Federated Hermes Intermediate Corporate Bond Fund
3.89%4.15%3.39%2.95%1.97%2.69%2.64%2.92%4.02%4.27%3.30%3.79%

Drawdowns

ACCBX vs. FIIFX - Drawdown Comparison

The maximum ACCBX drawdown since its inception was -45.26%, which is greater than FIIFX's maximum drawdown of -14.85%. Use the drawdown chart below to compare losses from any high point for ACCBX and FIIFX.


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Drawdown Indicators


ACCBXFIIFXDifference

Max Drawdown

Largest peak-to-trough decline

-45.26%

-14.85%

-30.41%

Max Drawdown (1Y)

Largest decline over 1 year

-3.46%

-2.28%

-1.18%

Max Drawdown (5Y)

Largest decline over 5 years

-23.59%

-14.85%

-8.74%

Max Drawdown (10Y)

Largest decline over 10 years

-23.59%

-14.85%

-8.74%

Current Drawdown

Current decline from peak

-4.85%

-1.94%

-2.91%

Average Drawdown

Average peak-to-trough decline

-10.88%

-1.93%

-8.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.05%

0.58%

+0.47%

Volatility

ACCBX vs. FIIFX - Volatility Comparison

Invesco Corporate Bond Fund (ACCBX) has a higher volatility of 1.73% compared to Federated Hermes Intermediate Corporate Bond Fund (FIIFX) at 1.02%. This indicates that ACCBX's price experiences larger fluctuations and is considered to be riskier than FIIFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ACCBXFIIFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.73%

1.02%

+0.71%

Volatility (6M)

Calculated over the trailing 6-month period

2.69%

1.97%

+0.72%

Volatility (1Y)

Calculated over the trailing 1-year period

4.53%

3.38%

+1.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.25%

4.26%

+1.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.71%

3.80%

+1.91%