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ACSTX vs. OPGIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ACSTX vs. OPGIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Comstock Fund (ACSTX) and Invesco Global Opportunities Fund Class A (OPGIX). The values are adjusted to include any dividend payments, if applicable.

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ACSTX vs. OPGIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ACSTX
Invesco Comstock Fund
-2.22%17.22%15.00%12.37%0.74%33.33%-0.78%24.35%-12.34%17.75%
OPGIX
Invesco Global Opportunities Fund Class A
-2.76%7.12%-7.47%17.34%-41.63%0.02%39.82%27.74%-18.26%52.59%

Returns By Period

In the year-to-date period, ACSTX achieves a -2.22% return, which is significantly higher than OPGIX's -2.76% return. Over the past 10 years, ACSTX has outperformed OPGIX with an annualized return of 11.67%, while OPGIX has yielded a comparatively lower 5.38% annualized return.


ACSTX

1D
-0.37%
1M
-7.08%
YTD
-2.22%
6M
2.18%
1Y
11.55%
3Y*
14.03%
5Y*
11.23%
10Y*
11.67%

OPGIX

1D
-1.29%
1M
-10.08%
YTD
-2.76%
6M
-3.84%
1Y
11.97%
3Y*
0.49%
5Y*
-8.12%
10Y*
5.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ACSTX vs. OPGIX - Expense Ratio Comparison

ACSTX has a 0.80% expense ratio, which is lower than OPGIX's 1.04% expense ratio.


Return for Risk

ACSTX vs. OPGIX — Risk / Return Rank

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

ACSTX
ACSTX Risk / Return Rank: 3636
Overall Rank
ACSTX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
ACSTX Sortino Ratio Rank: 3737
Sortino Ratio Rank
ACSTX Omega Ratio Rank: 4141
Omega Ratio Rank
ACSTX Calmar Ratio Rank: 3030
Calmar Ratio Rank
ACSTX Martin Ratio Rank: 3333
Martin Ratio Rank

OPGIX
OPGIX Risk / Return Rank: 2020
Overall Rank
OPGIX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
OPGIX Sortino Ratio Rank: 3131
Sortino Ratio Rank
OPGIX Omega Ratio Rank: 2525
Omega Ratio Rank
OPGIX Calmar Ratio Rank: 99
Calmar Ratio Rank
OPGIX Martin Ratio Rank: 1010
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.

ACSTX vs. OPGIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Comstock Fund (ACSTX) and Invesco Global Opportunities Fund Class A (OPGIX). 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.


ACSTXOPGIXDifference

Sharpe ratio

Return per unit of total volatility

0.80

0.66

+0.14

Sortino ratio

Return per unit of downside risk

1.17

1.08

+0.09

Omega ratio

Gain probability vs. loss probability

1.18

1.14

+0.04

Calmar ratio

Return relative to maximum drawdown

0.85

0.17

+0.68

Martin ratio

Return relative to average drawdown

3.47

0.66

+2.81

ACSTX vs. OPGIX - Sharpe Ratio Comparison

The current ACSTX Sharpe Ratio is 0.80, which is comparable to the OPGIX Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of ACSTX and OPGIX, 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


ACSTXOPGIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.80

0.66

+0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

-0.37

+1.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.24

+0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.47

+0.03

Correlation

The correlation between ACSTX and OPGIX is 0.66, 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

ACSTX vs. OPGIX - Dividend Comparison

ACSTX's dividend yield for the trailing twelve months is around 9.04%, more than OPGIX's 0.11% yield.


TTM20252024202320222021202020192018201720162015
ACSTX
Invesco Comstock Fund
9.04%8.79%10.17%8.44%13.00%8.66%2.05%6.66%10.03%3.60%6.98%1.10%
OPGIX
Invesco Global Opportunities Fund Class A
0.11%0.11%0.01%0.00%0.00%5.29%8.95%6.16%10.87%2.32%7.86%0.66%

Drawdowns

ACSTX vs. OPGIX - Drawdown Comparison

The maximum ACSTX drawdown since its inception was -58.61%, smaller than the maximum OPGIX drawdown of -62.57%. Use the drawdown chart below to compare losses from any high point for ACSTX and OPGIX.


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Drawdown Indicators


ACSTXOPGIXDifference

Max Drawdown

Largest peak-to-trough decline

-58.61%

-62.57%

+3.96%

Max Drawdown (1Y)

Largest decline over 1 year

-12.22%

-10.97%

-1.25%

Max Drawdown (5Y)

Largest decline over 5 years

-17.25%

-52.49%

+35.24%

Max Drawdown (10Y)

Largest decline over 10 years

-44.80%

-54.65%

+9.85%

Current Drawdown

Current decline from peak

-8.02%

-42.42%

+34.40%

Average Drawdown

Average peak-to-trough decline

-9.37%

-15.63%

+6.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.03%

4.32%

-1.29%

Volatility

ACSTX vs. OPGIX - Volatility Comparison

The current volatility for Invesco Comstock Fund (ACSTX) is 3.34%, while Invesco Global Opportunities Fund Class A (OPGIX) has a volatility of 6.40%. This indicates that ACSTX experiences smaller price fluctuations and is considered to be less risky than OPGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ACSTXOPGIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.34%

6.40%

-3.06%

Volatility (6M)

Calculated over the trailing 6-month period

8.16%

12.53%

-4.37%

Volatility (1Y)

Calculated over the trailing 1-year period

15.99%

19.32%

-3.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.47%

22.56%

-7.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.48%

22.50%

-3.02%