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ACEIX vs. VAFAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ACEIX vs. VAFAX - Performance Comparison

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

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ACEIX vs. VAFAX - 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%
VAFAX
Invesco American Franchise Fund Class A
-13.54%11.86%34.78%40.91%-31.20%11.13%42.15%36.55%-3.99%27.11%

Returns By Period

In the year-to-date period, ACEIX achieves a -1.20% return, which is significantly higher than VAFAX's -13.54% return. Over the past 10 years, ACEIX has underperformed VAFAX with an annualized return of 8.47%, while VAFAX has yielded a comparatively higher 13.49% 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%

VAFAX

1D
-1.39%
1M
-9.66%
YTD
-13.54%
6M
-15.87%
1Y
11.01%
3Y*
17.62%
5Y*
6.56%
10Y*
13.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ACEIX vs. VAFAX - Expense Ratio Comparison

ACEIX has a 0.78% expense ratio, which is lower than VAFAX's 0.95% expense ratio.


Return for Risk

ACEIX vs. VAFAX — 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

VAFAX
VAFAX Risk / Return Rank: 1616
Overall Rank
VAFAX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
VAFAX Sortino Ratio Rank: 1919
Sortino Ratio Rank
VAFAX Omega Ratio Rank: 1818
Omega Ratio Rank
VAFAX Calmar Ratio Rank: 1313
Calmar Ratio Rank
VAFAX Martin Ratio Rank: 1212
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. VAFAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Equity and Income Fund (ACEIX) and Invesco American Franchise Fund Class A (VAFAX). 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.


ACEIXVAFAXDifference

Sharpe ratio

Return per unit of total volatility

1.05

0.43

+0.62

Sortino ratio

Return per unit of downside risk

1.47

0.78

+0.70

Omega ratio

Gain probability vs. loss probability

1.23

1.11

+0.12

Calmar ratio

Return relative to maximum drawdown

1.21

0.33

+0.88

Martin ratio

Return relative to average drawdown

5.18

1.05

+4.13

ACEIX vs. VAFAX - Sharpe Ratio Comparison

The current ACEIX Sharpe Ratio is 1.05, which is higher than the VAFAX Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of ACEIX and VAFAX, 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


ACEIXVAFAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.05

0.43

+0.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.29

+0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.61

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.52

+0.19

Correlation

The correlation between ACEIX and VAFAX is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

ACEIX vs. VAFAX - Dividend Comparison

ACEIX's dividend yield for the trailing twelve months is around 6.98%, less than VAFAX's 16.30% 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%
VAFAX
Invesco American Franchise Fund Class A
16.30%14.09%3.74%0.00%8.32%26.50%8.78%6.85%10.42%5.37%4.08%4.90%

Drawdowns

ACEIX vs. VAFAX - Drawdown Comparison

The maximum ACEIX drawdown since its inception was -40.08%, smaller than the maximum VAFAX drawdown of -48.48%. Use the drawdown chart below to compare losses from any high point for ACEIX and VAFAX.


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Drawdown Indicators


ACEIXVAFAXDifference

Max Drawdown

Largest peak-to-trough decline

-40.08%

-48.48%

+8.40%

Max Drawdown (1Y)

Largest decline over 1 year

-8.63%

-19.27%

+10.64%

Max Drawdown (5Y)

Largest decline over 5 years

-16.73%

-38.86%

+22.13%

Max Drawdown (10Y)

Largest decline over 10 years

-30.80%

-38.86%

+8.06%

Current Drawdown

Current decline from peak

-5.50%

-19.27%

+13.77%

Average Drawdown

Average peak-to-trough decline

-4.63%

-8.16%

+3.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.01%

6.12%

-4.11%

Volatility

ACEIX vs. VAFAX - Volatility Comparison

The current volatility for Invesco Equity and Income Fund (ACEIX) is 2.88%, while Invesco American Franchise Fund Class A (VAFAX) has a volatility of 6.79%. This indicates that ACEIX experiences smaller price fluctuations and is considered to be less risky than VAFAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ACEIXVAFAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.88%

6.79%

-3.91%

Volatility (6M)

Calculated over the trailing 6-month period

6.13%

15.04%

-8.91%

Volatility (1Y)

Calculated over the trailing 1-year period

11.63%

25.05%

-13.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.13%

22.96%

-11.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.84%

22.19%

-9.35%