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ACCBX vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ACCBX and VOO is -0.05. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0-0.0

Performance

ACCBX vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Corporate Bond Fund (ACCBX) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
59.33%
602.93%
ACCBX
VOO

Key characteristics

Sharpe Ratio

ACCBX:

0.62

VOO:

2.25

Sortino Ratio

ACCBX:

0.91

VOO:

2.98

Omega Ratio

ACCBX:

1.11

VOO:

1.42

Calmar Ratio

ACCBX:

0.22

VOO:

3.31

Martin Ratio

ACCBX:

2.25

VOO:

14.77

Ulcer Index

ACCBX:

1.54%

VOO:

1.90%

Daily Std Dev

ACCBX:

5.56%

VOO:

12.46%

Max Drawdown

ACCBX:

-28.65%

VOO:

-33.99%

Current Drawdown

ACCBX:

-10.89%

VOO:

-2.47%

Returns By Period

In the year-to-date period, ACCBX achieves a 3.03% return, which is significantly lower than VOO's 26.02% return. Over the past 10 years, ACCBX has underperformed VOO with an annualized return of 2.29%, while VOO has yielded a comparatively higher 13.08% annualized return.


ACCBX

YTD

3.03%

1M

-0.39%

6M

2.35%

1Y

3.79%

5Y*

-0.27%

10Y*

2.29%

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


ACCBX vs. VOO - Expense Ratio Comparison

ACCBX has a 0.72% expense ratio, which is higher than VOO's 0.03% expense ratio.


ACCBX
Invesco Corporate Bond Fund
Expense ratio chart for ACCBX: current value at 0.72% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.72%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

ACCBX vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Corporate Bond Fund (ACCBX) and Vanguard S&P 500 ETF (VOO). 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.


Sharpe ratio
The chart of Sharpe ratio for ACCBX, currently valued at 0.62, compared to the broader market-1.000.001.002.003.004.000.622.25
The chart of Sortino ratio for ACCBX, currently valued at 0.91, compared to the broader market-2.000.002.004.006.008.0010.000.912.98
The chart of Omega ratio for ACCBX, currently valued at 1.11, compared to the broader market0.501.001.502.002.503.003.501.111.42
The chart of Calmar ratio for ACCBX, currently valued at 0.22, compared to the broader market0.002.004.006.008.0010.0012.0014.000.223.31
The chart of Martin ratio for ACCBX, currently valued at 2.25, compared to the broader market0.0020.0040.0060.002.2514.77
ACCBX
VOO

The current ACCBX Sharpe Ratio is 0.62, which is lower than the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of ACCBX and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.003.504.00JulyAugustSeptemberOctoberNovemberDecember
0.62
2.25
ACCBX
VOO

Dividends

ACCBX vs. VOO - Dividend Comparison

ACCBX's dividend yield for the trailing twelve months is around 5.04%, more than VOO's 0.91% yield.


TTM20232022202120202019201820172016201520142013
ACCBX
Invesco Corporate Bond Fund
5.04%4.53%3.88%2.84%3.08%3.66%4.16%3.57%3.67%3.91%3.96%3.94%
VOO
Vanguard S&P 500 ETF
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

ACCBX vs. VOO - Drawdown Comparison

The maximum ACCBX drawdown since its inception was -28.65%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ACCBX and VOO. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.89%
-2.47%
ACCBX
VOO

Volatility

ACCBX vs. VOO - Volatility Comparison

The current volatility for Invesco Corporate Bond Fund (ACCBX) is 1.80%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.75%. This indicates that ACCBX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
1.80%
3.75%
ACCBX
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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