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

Correlation

The correlation between ACCBX and VOO is -0.04. 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.


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%December2025FebruaryMarchAprilMay
69.29%
574.26%
ACCBX
VOO

Key characteristics

Sharpe Ratio

ACCBX:

0.80

VOO:

0.56

Sortino Ratio

ACCBX:

1.19

VOO:

0.92

Omega Ratio

ACCBX:

1.14

VOO:

1.13

Calmar Ratio

ACCBX:

0.33

VOO:

0.58

Martin Ratio

ACCBX:

2.20

VOO:

2.25

Ulcer Index

ACCBX:

1.98%

VOO:

4.83%

Daily Std Dev

ACCBX:

5.47%

VOO:

19.11%

Max Drawdown

ACCBX:

-23.59%

VOO:

-33.99%

Current Drawdown

ACCBX:

-8.57%

VOO:

-7.55%

Returns By Period

In the year-to-date period, ACCBX achieves a 0.28% return, which is significantly higher than VOO's -3.28% return. Over the past 10 years, ACCBX has underperformed VOO with an annualized return of 2.72%, while VOO has yielded a comparatively higher 12.40% annualized return.


ACCBX

YTD

0.28%

1M

0.49%

6M

-0.48%

1Y

4.35%

5Y*

1.30%

10Y*

2.72%

VOO

YTD

-3.28%

1M

13.71%

6M

-4.52%

1Y

10.70%

5Y*

15.89%

10Y*

12.40%

*Annualized

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ACCBX vs. VOO - Expense Ratio Comparison

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


Risk-Adjusted Performance

ACCBX vs. VOO — Risk-Adjusted Performance Rank

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

ACCBX
The Risk-Adjusted Performance Rank of ACCBX is 6363
Overall Rank
The Sharpe Ratio Rank of ACCBX is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of ACCBX is 7272
Sortino Ratio Rank
The Omega Ratio Rank of ACCBX is 6565
Omega Ratio Rank
The Calmar Ratio Rank of ACCBX is 4848
Calmar Ratio Rank
The Martin Ratio Rank of ACCBX is 6161
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6464
Overall Rank
The Sharpe Ratio Rank of VOO is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6464
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6767
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6464
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current ACCBX Sharpe Ratio is 0.80, which is higher than the VOO Sharpe Ratio of 0.56. 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 Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.80
0.56
ACCBX
VOO

Dividends

ACCBX vs. VOO - Dividend Comparison

ACCBX's dividend yield for the trailing twelve months is around 4.67%, more than VOO's 1.34% yield.


TTM20242023202220212020201920182017201620152014
ACCBX
Invesco Corporate Bond Fund
4.67%5.05%4.53%3.88%2.84%3.08%3.66%4.16%3.57%3.67%3.91%3.96%
VOO
Vanguard S&P 500 ETF
1.34%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

ACCBX vs. VOO - Drawdown Comparison

The maximum ACCBX drawdown since its inception was -23.59%, 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.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-8.57%
-7.55%
ACCBX
VOO

Volatility

ACCBX vs. VOO - Volatility Comparison

The current volatility for Invesco Corporate Bond Fund (ACCBX) is 1.77%, while Vanguard S&P 500 ETF (VOO) has a volatility of 11.03%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
1.77%
11.03%
ACCBX
VOO