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ACEIX vs. GGHCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ACEIX vs. GGHCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Equity and Income Fund (ACEIX) and Invesco Health Care Fund (GGHCX). The values are adjusted to include any dividend payments, if applicable.

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ACEIX vs. GGHCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ACEIX
Invesco Equity and Income Fund
-1.20%12.85%11.77%10.08%-7.75%18.02%9.96%19.17%-9.74%10.86%
GGHCX
Invesco Health Care Fund
-8.65%15.48%3.96%3.05%-13.53%12.05%14.52%32.01%0.27%15.51%

Returns By Period

In the year-to-date period, ACEIX achieves a -1.20% return, which is significantly higher than GGHCX's -8.65% return. Over the past 10 years, ACEIX has outperformed GGHCX with an annualized return of 8.47%, while GGHCX has yielded a comparatively lower 6.75% annualized return.


ACEIX

1D
-0.37%
1M
-5.34%
YTD
-1.20%
6M
2.41%
1Y
11.40%
3Y*
11.00%
5Y*
6.63%
10Y*
8.47%

GGHCX

1D
0.65%
1M
-8.58%
YTD
-8.65%
6M
-1.69%
1Y
1.85%
3Y*
5.07%
5Y*
2.41%
10Y*
6.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ACEIX vs. GGHCX - Expense Ratio Comparison

ACEIX has a 0.78% expense ratio, which is lower than GGHCX's 1.04% expense ratio.


Return for Risk

ACEIX vs. GGHCX — Risk / Return Rank

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

ACEIX
ACEIX Risk / Return Rank: 5656
Overall Rank
ACEIX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
ACEIX Sortino Ratio Rank: 5656
Sortino Ratio Rank
ACEIX Omega Ratio Rank: 6161
Omega Ratio Rank
ACEIX Calmar Ratio Rank: 5050
Calmar Ratio Rank
ACEIX Martin Ratio Rank: 5454
Martin Ratio Rank

GGHCX
GGHCX Risk / Return Rank: 77
Overall Rank
GGHCX Sharpe Ratio Rank: 77
Sharpe Ratio Rank
GGHCX Sortino Ratio Rank: 77
Sortino Ratio Rank
GGHCX Omega Ratio Rank: 66
Omega Ratio Rank
GGHCX Calmar Ratio Rank: 88
Calmar Ratio Rank
GGHCX Martin Ratio Rank: 88
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.

ACEIX vs. GGHCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Equity and Income Fund (ACEIX) and Invesco Health Care Fund (GGHCX). 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.


ACEIXGGHCXDifference

Sharpe ratio

Return per unit of total volatility

1.05

0.12

+0.92

Sortino ratio

Return per unit of downside risk

1.47

0.28

+1.19

Omega ratio

Gain probability vs. loss probability

1.23

1.04

+0.19

Calmar ratio

Return relative to maximum drawdown

1.21

0.10

+1.10

Martin ratio

Return relative to average drawdown

5.18

0.32

+4.86

ACEIX vs. GGHCX - Sharpe Ratio Comparison

The current ACEIX Sharpe Ratio is 1.05, which is higher than the GGHCX Sharpe Ratio of 0.12. The chart below compares the historical Sharpe Ratios of ACEIX and GGHCX, 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


ACEIXGGHCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.05

0.12

+0.92

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.16

+0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.39

+0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.57

+0.15

Correlation

The correlation between ACEIX and GGHCX is 0.70, 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

ACEIX vs. GGHCX - Dividend Comparison

ACEIX's dividend yield for the trailing twelve months is around 6.98%, more than GGHCX's 6.22% yield.


TTM20252024202320222021202020192018201720162015
ACEIX
Invesco Equity and Income Fund
6.98%6.87%8.28%6.91%6.65%13.74%2.94%5.53%8.91%6.73%3.94%5.17%
GGHCX
Invesco Health Care Fund
6.22%5.69%5.17%0.00%0.00%24.69%6.44%3.51%8.81%6.88%2.24%15.07%

Drawdowns

ACEIX vs. GGHCX - Drawdown Comparison

The maximum ACEIX drawdown since its inception was -40.08%, roughly equal to the maximum GGHCX drawdown of -40.23%. Use the drawdown chart below to compare losses from any high point for ACEIX and GGHCX.


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Drawdown Indicators


ACEIXGGHCXDifference

Max Drawdown

Largest peak-to-trough decline

-40.08%

-40.23%

+0.15%

Max Drawdown (1Y)

Largest decline over 1 year

-8.63%

-13.53%

+4.90%

Max Drawdown (5Y)

Largest decline over 5 years

-16.73%

-25.37%

+8.64%

Max Drawdown (10Y)

Largest decline over 10 years

-30.80%

-29.34%

-1.46%

Current Drawdown

Current decline from peak

-5.50%

-12.96%

+7.46%

Average Drawdown

Average peak-to-trough decline

-4.63%

-8.82%

+4.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.01%

4.41%

-2.40%

Volatility

ACEIX vs. GGHCX - Volatility Comparison

The current volatility for Invesco Equity and Income Fund (ACEIX) is 2.88%, while Invesco Health Care Fund (GGHCX) has a volatility of 4.60%. This indicates that ACEIX experiences smaller price fluctuations and is considered to be less risky than GGHCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ACEIXGGHCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.88%

4.60%

-1.72%

Volatility (6M)

Calculated over the trailing 6-month period

6.13%

9.05%

-2.92%

Volatility (1Y)

Calculated over the trailing 1-year period

11.63%

15.67%

-4.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.13%

15.50%

-4.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.84%

17.49%

-4.65%