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ACCBX vs. PIMIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ACCBX vs. PIMIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Corporate Bond Fund (ACCBX) and PIMCO Income Fund Institutional Class (PIMIX). The values are adjusted to include any dividend payments, if applicable.

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ACCBX vs. PIMIX - 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%
PIMIX
PIMCO Income Fund Institutional Class
-1.36%11.08%5.45%9.36%-9.07%2.62%5.84%8.10%0.63%8.63%

Returns By Period

In the year-to-date period, ACCBX achieves a -1.58% return, which is significantly lower than PIMIX's -1.36% return. Over the past 10 years, ACCBX has underperformed PIMIX with an annualized return of 2.99%, while PIMIX has yielded a comparatively higher 4.66% 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%

PIMIX

1D
0.47%
1M
-3.24%
YTD
-1.36%
6M
1.15%
1Y
6.07%
3Y*
7.20%
5Y*
3.38%
10Y*
4.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ACCBX vs. PIMIX - Expense Ratio Comparison

ACCBX has a 0.72% expense ratio, which is higher than PIMIX's 0.62% expense ratio.


Return for Risk

ACCBX vs. PIMIX — 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

PIMIX
PIMIX Risk / Return Rank: 8181
Overall Rank
PIMIX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
PIMIX Sortino Ratio Rank: 8686
Sortino Ratio Rank
PIMIX Omega Ratio Rank: 7878
Omega Ratio Rank
PIMIX Calmar Ratio Rank: 8080
Calmar Ratio Rank
PIMIX Martin Ratio Rank: 7878
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. PIMIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Corporate Bond Fund (ACCBX) and PIMCO Income Fund Institutional Class (PIMIX). 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.


ACCBXPIMIXDifference

Sharpe ratio

Return per unit of total volatility

0.95

1.56

-0.61

Sortino ratio

Return per unit of downside risk

1.34

2.25

-0.91

Omega ratio

Gain probability vs. loss probability

1.18

1.29

-0.11

Calmar ratio

Return relative to maximum drawdown

1.28

1.87

-0.60

Martin ratio

Return relative to average drawdown

4.20

7.56

-3.36

ACCBX vs. PIMIX - Sharpe Ratio Comparison

The current ACCBX Sharpe Ratio is 0.95, which is lower than the PIMIX Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of ACCBX and PIMIX, 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


ACCBXPIMIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.95

1.56

-0.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.00

0.72

-0.72

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

1.11

-0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

1.56

-1.05

Correlation

The correlation between ACCBX and PIMIX is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

ACCBX vs. PIMIX - Dividend Comparison

ACCBX's dividend yield for the trailing twelve months is around 4.64%, less than PIMIX's 5.57% 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%
PIMIX
PIMCO Income Fund Institutional Class
5.57%6.01%6.27%6.21%4.98%4.02%4.88%5.83%5.66%5.37%5.52%7.88%

Drawdowns

ACCBX vs. PIMIX - Drawdown Comparison

The maximum ACCBX drawdown since its inception was -45.26%, which is greater than PIMIX's maximum drawdown of -13.39%. Use the drawdown chart below to compare losses from any high point for ACCBX and PIMIX.


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Drawdown Indicators


ACCBXPIMIXDifference

Max Drawdown

Largest peak-to-trough decline

-45.26%

-13.39%

-31.87%

Max Drawdown (1Y)

Largest decline over 1 year

-3.46%

-3.69%

+0.23%

Max Drawdown (5Y)

Largest decline over 5 years

-23.59%

-13.34%

-10.25%

Max Drawdown (10Y)

Largest decline over 10 years

-23.59%

-13.39%

-10.20%

Current Drawdown

Current decline from peak

-4.85%

-3.24%

-1.61%

Average Drawdown

Average peak-to-trough decline

-10.88%

-1.69%

-9.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.05%

0.92%

+0.13%

Volatility

ACCBX vs. PIMIX - Volatility Comparison

The current volatility for Invesco Corporate Bond Fund (ACCBX) is 1.73%, while PIMCO Income Fund Institutional Class (PIMIX) has a volatility of 1.88%. This indicates that ACCBX experiences smaller price fluctuations and is considered to be less risky than PIMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ACCBXPIMIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.73%

1.88%

-0.15%

Volatility (6M)

Calculated over the trailing 6-month period

2.69%

2.64%

+0.05%

Volatility (1Y)

Calculated over the trailing 1-year period

4.53%

4.28%

+0.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.25%

4.75%

+1.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.71%

4.20%

+1.51%