ACSTX vs. GTDDX

Last updated Jun 4, 2026

ACSTX (Invesco Comstock Fund) and GTDDX (Invesco EQV Emerging Markets All Cap Fd) are both mutual funds - ACSTX is a Large Cap Value Equities fund managed by Invesco, while GTDDX is a Emerging Markets Diversified fund managed by Invesco. Over the past 10 years, ACSTX returned 12.56%/yr vs 10.46%/yr for GTDDX. A 0.55 correlation means they provide meaningful diversification when combined. ACSTX charges 0.80%/yr vs 1.39%/yr for GTDDX.

Performance

ACSTX vs. GTDDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Comstock Fund (ACSTX) and Invesco EQV Emerging Markets All Cap Fd (GTDDX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ACSTX achieves a 9.14% return, which is significantly lower than GTDDX's 49.96% return. Over the past 10 years, ACSTX has outperformed GTDDX with an annualized return of 12.56%, while GTDDX has yielded a comparatively lower 10.46% annualized return.

ACSTX

• 1D: 0.45%
• 1M: 3.08%
• YTD: 9.14%
• 6M: 10.66%
• 1Y: 23.62%
• 3Y*: 18.06%
• 5Y*: 11.69%
• 10Y*: 12.56%

GTDDX

• 1D: 1.53%
• 1M: 21.98%
• YTD: 49.96%
• 6M: 55.26%
• 1Y: 78.97%
• 3Y*: 24.87%
• 5Y*: 8.97%
• 10Y*: 10.46%

*Multi-year figures are annualized to reflect compound growth (CAGR)

ACSTX vs. GTDDX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ACSTX Invesco Comstock Fund	9.14%	17.22%	15.00%	12.37%	0.74%	33.33%	-0.78%	24.35%	-12.34%	17.75%
GTDDX Invesco EQV Emerging Markets All Cap Fd	49.96%	29.88%	-0.66%	8.82%	-17.70%	-7.00%	17.19%	29.99%	-18.77%	30.34%

Correlation

The correlation between ACSTX and GTDDX is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.46
Correlation (3Y) Calculated over the trailing 3-year period	0.49
Correlation (5Y) Calculated over the trailing 5-year period	0.55
Correlation (10Y) Calculated over the trailing 10-year period	0.57
Correlation (All Time) Calculated using the full available price history since Jan 12, 1994	0.55

The correlation between ACSTX and GTDDX shifts across timeframes, from 0.46 (1 year) to 0.57 (10 years), reflecting how their relationship changes across market environments.

Return for Risk

ACSTX vs. GTDDX — Risk / Return Rank

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

ACSTX

ACSTX Risk / Return Rank: 59
ACSTX Sharpe Ratio Rank: 59
ACSTX Sortino Ratio Rank: 60
ACSTX Omega Ratio Rank: 54
ACSTX Calmar Ratio Rank: 64
ACSTX Martin Ratio Rank: 58

GTDDX

GTDDX Risk / Return Rank: 95
GTDDX Sharpe Ratio Rank: 98
GTDDX Sortino Ratio Rank: 94
GTDDX Omega Ratio Rank: 94
GTDDX Calmar Ratio Rank: 94
GTDDX Martin Ratio Rank: 94

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.

ACSTX vs. GTDDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Comstock Fund (ACSTX) and Invesco EQV Emerging Markets All Cap Fd (GTDDX). 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.

	ACSTX	GTDDX	Difference
Sharpe ratio: Return per unit of total volatility	2.27	4.11	-1.84
Sortino ratio: Return per unit of downside risk	3.27	4.96	-1.69
Omega ratio: Gain probability vs. loss probability	1.41	1.74	-0.33
Calmar ratio: Return relative to maximum drawdown	3.06	5.47	-2.41
Martin ratio: Return relative to average drawdown	11.64	21.76	-10.12
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ACSTX vs. GTDDX - Sharpe Ratio Comparison

The current ACSTX Sharpe Ratio is 2.27, which is lower than the GTDDX Sharpe Ratio of 4.11. The chart below compares the historical Sharpe Ratios of ACSTX and GTDDX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	ACSTX	GTDDX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.27	4.11	-1.84
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.76	0.55	+0.21
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.65	0.62	+0.03
Sharpe Ratio (All Time) Calculated using the full available price history	0.51	0.35	+0.16

Drawdowns

ACSTX vs. GTDDX - Drawdown Comparison

The maximum ACSTX drawdown since its inception was -58.61%, smaller than the maximum GTDDX drawdown of -62.89%. Use the drawdown chart below to compare losses from any high point for ACSTX and GTDDX.

Drawdown Indicators

	ACSTX	GTDDX	Difference
Max Drawdown Largest peak-to-trough decline	-58.61%	-62.89%	+4.28%
Max Drawdown (1Y) Largest decline over 1 year	-8.02%	-14.49%	+6.47%
Max Drawdown (3Y) Largest decline over 3 years	-15.61%	-16.08%	+0.47%
Max Drawdown (5Y) Largest decline over 5 years	-17.25%	-37.56%	+20.31%
Max Drawdown (10Y) Largest decline over 10 years	-44.80%	-39.58%	-5.22%
Current Drawdown Current decline from peak	-0.24%	0.00%	-0.24%
Average Drawdown Average peak-to-trough decline	-9.35%	-18.75%	+9.40%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.10%	3.63%	-1.53%

Volatility

ACSTX vs. GTDDX - Volatility Comparison

The current volatility for Invesco Comstock Fund (ACSTX) is 2.48%, while Invesco EQV Emerging Markets All Cap Fd (GTDDX) has a volatility of 7.89%. This indicates that ACSTX experiences smaller price fluctuations and is considered to be less risky than GTDDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ACSTX	GTDDX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.48%	7.89%	-5.41%
Volatility (6M) Calculated over the trailing 6-month period	8.01%	16.72%	-8.71%
Volatility (1Y) Calculated over the trailing 1-year period	10.84%	19.29%	-8.45%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.41%	16.38%	-0.97%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.46%	16.91%	+2.55%

ACSTX vs. GTDDX - Expense Ratio Comparison

ACSTX has a 0.80% expense ratio, which is lower than GTDDX's 1.39% expense ratio.

Dividends

ACSTX vs. GTDDX - Dividend Comparison

ACSTX's dividend yield for the trailing twelve months is around 8.10%, less than GTDDX's 14.09% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ACSTX Invesco Comstock Fund	8.10%	8.79%	10.17%	8.44%	13.00%	8.66%	2.05%	6.66%	10.03%	3.60%	6.98%	1.10%
GTDDX Invesco EQV Emerging Markets All Cap Fd	14.09%	21.13%	1.16%	1.51%	1.17%	4.46%	5.05%	1.49%	1.53%	0.71%	0.86%	0.99%

Frequently Asked Questions

Can I hold both ACSTX and GTDDX in my portfolio?

ACSTX and GTDDX have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ACSTX or GTDDX?

GTDDX has higher volatility (7.89%) compared to ACSTX (2.48%). In terms of maximum drawdown, ACSTX dropped -58.61% vs GTDDX's -62.89%.

Which has better risk-adjusted returns?

GTDDX currently has the higher Sharpe Ratio (4.11 vs 2.27), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.