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ACCBX vs. IEI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ACCBX vs. IEI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Corporate Bond Fund (ACCBX) and iShares 3-7 Year Treasury Bond ETF (IEI). 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 0.13% return, which is significantly higher than IEI's -0.42% return. Over the past 10 years, ACCBX has outperformed IEI with an annualized return of 2.88%, while IEI has yielded a comparatively lower 1.20% annualized return.


ACCBX

1D
-0.48%
1M
0.58%
YTD
0.13%
6M
0.55%
1Y
5.09%
3Y*
5.12%
5Y*
-0.21%
10Y*
2.88%

IEI

1D
0.13%
1M
0.25%
YTD
-0.42%
6M
-0.24%
1Y
2.48%
3Y*
3.67%
5Y*
0.31%
10Y*
1.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ACCBX vs. IEI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ACCBX
Invesco Corporate Bond Fund
0.13%7.34%2.87%7.01%-16.72%0.31%11.43%15.78%-4.13%7.27%
IEI
iShares 3-7 Year Treasury Bond ETF
-0.42%6.96%1.81%4.42%-9.51%-2.54%6.95%5.71%1.36%1.22%

Correlation

The correlation between ACCBX and IEI is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.80

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

0.84

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

0.82

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

0.76

Correlation (All Time)
Calculated using the full available price history since Jan 11, 2007

0.75

The correlation between ACCBX and IEI has been stable across timeframes, ranging from 0.75 to 0.84 - a consistent structural relationship.

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Return for Risk

ACCBX vs. IEI — Risk / Return Rank

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

ACCBX
ACCBX Risk / Return Rank: 2323
Overall Rank
ACCBX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
ACCBX Sortino Ratio Rank: 2525
Sortino Ratio Rank
ACCBX Omega Ratio Rank: 2525
Omega Ratio Rank
ACCBX Calmar Ratio Rank: 2020
Calmar Ratio Rank
ACCBX Martin Ratio Rank: 2323
Martin Ratio Rank

IEI
IEI Risk / Return Rank: 2323
Overall Rank
IEI Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
IEI Sortino Ratio Rank: 2323
Sortino Ratio Rank
IEI Omega Ratio Rank: 2121
Omega Ratio Rank
IEI Calmar Ratio Rank: 2222
Calmar Ratio Rank
IEI Martin Ratio Rank: 2222
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. IEI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Corporate Bond Fund (ACCBX) and iShares 3-7 Year Treasury Bond ETF (IEI). 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.


ACCBXIEIDifference
Sharpe ratioReturn per unit of total volatility

+0.48

Sortino ratioReturn per unit of downside risk

+0.68

Omega ratioGain probability vs. loss probability

1.24

1.14

+0.10

Calmar ratioReturn relative to maximum drawdown

1.53

1.00

+0.53

Martin ratioReturn relative to average drawdown

5.12

2.67

+2.45

ACCBX vs. IEI - Sharpe Ratio Comparison

The current ACCBX Sharpe Ratio is 1.30, which is higher than the IEI Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of ACCBX and IEI, 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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Drawdowns

ACCBX vs. IEI - Drawdown Comparison

The maximum ACCBX drawdown since its inception was -45.26%, which is greater than IEI's maximum drawdown of -14.60%. Use the drawdown chart below to compare losses from any high point for ACCBX and IEI.


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Drawdown Indicators


ACCBXIEIDifference

Max Drawdown

Largest peak-to-trough decline

-45.26%

-14.60%

-30.66%

Max Drawdown (1Y)

Largest decline over 1 year

-3.46%

-2.50%

-0.96%

Max Drawdown (3Y)

Largest decline over 3 years

-6.72%

-3.66%

-3.06%

Max Drawdown (5Y)

Largest decline over 5 years

-23.59%

-13.88%

-9.71%

Max Drawdown (10Y)

Largest decline over 10 years

-23.59%

-14.60%

-8.99%

Current Drawdown

Current decline from peak

-3.19%

-1.85%

-1.34%

Average Drawdown

Average peak-to-trough decline

-10.85%

-2.67%

-8.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.03%

0.93%

+0.10%

Volatility

ACCBX vs. IEI - Volatility Comparison

Invesco Corporate Bond Fund (ACCBX) has a higher volatility of 1.29% compared to iShares 3-7 Year Treasury Bond ETF (IEI) at 0.98%. This indicates that ACCBX's price experiences larger fluctuations and is considered to be riskier than IEI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ACCBXIEIDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.29%

0.98%

+0.31%

Volatility (6M)

Calculated over the trailing 6-month period

3.11%

2.25%

+0.86%

Volatility (1Y)

Calculated over the trailing 1-year period

4.07%

3.03%

+1.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.28%

4.78%

+1.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.73%

3.93%

+1.80%

ACCBX vs. IEI - Expense Ratio Comparison

ACCBX has a 0.72% expense ratio, which is higher than IEI's 0.15% expense ratio.


Dividends

ACCBX vs. IEI - Dividend Comparison

ACCBX's dividend yield for the trailing twelve months is around 5.02%, more than IEI's 3.64% yield.


PositionTTM20252024202320222021202020192018201720162015
ACCBX
Invesco Corporate Bond Fund
5.02%4.95%4.63%3.78%3.84%4.91%5.98%3.67%4.22%4.13%3.64%3.88%
IEI
iShares 3-7 Year Treasury Bond ETF
3.64%3.48%3.18%2.36%1.37%0.73%1.12%2.01%1.95%1.51%1.33%1.39%

Frequently Asked Questions


ACCBX and IEI have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ACCBX has higher volatility (1.29%) compared to IEI (0.98%). In terms of maximum drawdown, ACCBX dropped -45.26% vs IEI's -14.60%.

ACCBX currently has the higher Sharpe Ratio (1.30 vs 0.82), 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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