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ACGIX vs. LIWPX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ACGIX and LIWPX is 0.84, 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.


Performance

ACGIX vs. LIWPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Growth and Income Fund (ACGIX) and BlackRock LifePath Index 2065 Fund (LIWPX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

ACGIX:

-0.17

LIWPX:

0.68

Sortino Ratio

ACGIX:

-0.10

LIWPX:

1.10

Omega Ratio

ACGIX:

0.98

LIWPX:

1.16

Calmar Ratio

ACGIX:

-0.11

LIWPX:

0.73

Martin Ratio

ACGIX:

-0.37

LIWPX:

3.24

Ulcer Index

ACGIX:

9.63%

LIWPX:

3.74%

Daily Std Dev

ACGIX:

20.25%

LIWPX:

17.47%

Max Drawdown

ACGIX:

-55.39%

LIWPX:

-33.12%

Current Drawdown

ACGIX:

-24.66%

LIWPX:

-0.25%

Returns By Period

In the year-to-date period, ACGIX achieves a -0.57% return, which is significantly lower than LIWPX's 5.15% return.


ACGIX

YTD

-0.57%

1M

10.73%

6M

-12.40%

1Y

-3.39%

3Y*

-0.38%

5Y*

4.97%

10Y*

-0.96%

LIWPX

YTD

5.15%

1M

13.06%

6M

4.05%

1Y

11.81%

3Y*

13.10%

5Y*

13.39%

10Y*

N/A

*Annualized

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Invesco Growth and Income Fund

ACGIX vs. LIWPX - Expense Ratio Comparison

ACGIX has a 0.80% expense ratio, which is higher than LIWPX's 0.35% expense ratio.


Risk-Adjusted Performance

ACGIX vs. LIWPX — Risk-Adjusted Performance Rank

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

ACGIX
The Risk-Adjusted Performance Rank of ACGIX is 1111
Overall Rank
The Sharpe Ratio Rank of ACGIX is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of ACGIX is 1111
Sortino Ratio Rank
The Omega Ratio Rank of ACGIX is 1010
Omega Ratio Rank
The Calmar Ratio Rank of ACGIX is 1111
Calmar Ratio Rank
The Martin Ratio Rank of ACGIX is 1111
Martin Ratio Rank

LIWPX
The Risk-Adjusted Performance Rank of LIWPX is 7373
Overall Rank
The Sharpe Ratio Rank of LIWPX is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of LIWPX is 7070
Sortino Ratio Rank
The Omega Ratio Rank of LIWPX is 7474
Omega Ratio Rank
The Calmar Ratio Rank of LIWPX is 7676
Calmar Ratio Rank
The Martin Ratio Rank of LIWPX is 7777
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.

ACGIX vs. LIWPX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Growth and Income Fund (ACGIX) and BlackRock LifePath Index 2065 Fund (LIWPX). 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 ACGIX Sharpe Ratio is -0.17, which is lower than the LIWPX Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of ACGIX and LIWPX, 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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Dividends

ACGIX vs. LIWPX - Dividend Comparison

ACGIX's dividend yield for the trailing twelve months is around 1.29%, less than LIWPX's 1.56% yield.


TTM20242023202220212020201920182017201620152014
ACGIX
Invesco Growth and Income Fund
1.29%1.29%1.76%1.70%1.14%1.82%1.87%2.01%1.86%1.62%1.68%2.03%
LIWPX
BlackRock LifePath Index 2065 Fund
1.56%1.64%1.76%1.50%1.59%1.13%0.83%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ACGIX vs. LIWPX - Drawdown Comparison

The maximum ACGIX drawdown since its inception was -55.39%, which is greater than LIWPX's maximum drawdown of -33.12%. Use the drawdown chart below to compare losses from any high point for ACGIX and LIWPX. For additional features, visit the drawdowns tool.


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Volatility

ACGIX vs. LIWPX - Volatility Comparison

Invesco Growth and Income Fund (ACGIX) has a higher volatility of 4.76% compared to BlackRock LifePath Index 2065 Fund (LIWPX) at 3.65%. This indicates that ACGIX's price experiences larger fluctuations and is considered to be riskier than LIWPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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