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ACSTX vs. SAIFX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

ACSTX vs. SAIFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Comstock Fund (ACSTX) and ClearBridge Large Cap Value Fund (SAIFX). The values are adjusted to include any dividend payments, if applicable.

-2.00%0.00%2.00%4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
10.33%
9.89%
ACSTX
SAIFX

Returns By Period

In the year-to-date period, ACSTX achieves a 19.28% return, which is significantly higher than SAIFX's 14.01% return. Over the past 10 years, ACSTX has outperformed SAIFX with an annualized return of 8.84%, while SAIFX has yielded a comparatively lower 6.42% annualized return.


ACSTX

YTD

19.28%

1M

3.01%

6M

9.07%

1Y

27.34%

5Y (annualized)

13.23%

10Y (annualized)

8.84%

SAIFX

YTD

14.01%

1M

2.76%

6M

8.32%

1Y

18.07%

5Y (annualized)

7.26%

10Y (annualized)

6.42%

Key characteristics


ACSTXSAIFX
Sharpe Ratio2.501.75
Sortino Ratio3.562.51
Omega Ratio1.461.32
Calmar Ratio4.703.35
Martin Ratio18.288.96
Ulcer Index1.48%2.01%
Daily Std Dev10.83%10.32%
Max Drawdown-61.03%-56.29%
Current Drawdown-0.89%-1.08%

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ACSTX vs. SAIFX - Expense Ratio Comparison

ACSTX has a 0.80% expense ratio, which is higher than SAIFX's 0.56% expense ratio.


ACSTX
Invesco Comstock Fund
Expense ratio chart for ACSTX: current value at 0.80% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.80%
Expense ratio chart for SAIFX: current value at 0.56% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.56%

Correlation

-0.50.00.51.00.9

The correlation between ACSTX and SAIFX is 0.91, 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.

Risk-Adjusted Performance

ACSTX vs. SAIFX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Comstock Fund (ACSTX) and ClearBridge Large Cap Value Fund (SAIFX). 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.


Sharpe ratio
The chart of Sharpe ratio for ACSTX, currently valued at 2.50, compared to the broader market-1.000.001.002.003.004.005.002.501.75
The chart of Sortino ratio for ACSTX, currently valued at 3.56, compared to the broader market0.005.0010.003.562.51
The chart of Omega ratio for ACSTX, currently valued at 1.46, compared to the broader market1.002.003.004.001.461.32
The chart of Calmar ratio for ACSTX, currently valued at 4.70, compared to the broader market0.005.0010.0015.0020.0025.004.703.35
The chart of Martin ratio for ACSTX, currently valued at 18.28, compared to the broader market0.0020.0040.0060.0080.00100.0018.288.96
ACSTX
SAIFX

The current ACSTX Sharpe Ratio is 2.50, which is higher than the SAIFX Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of ACSTX and SAIFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.50
1.75
ACSTX
SAIFX

Dividends

ACSTX vs. SAIFX - Dividend Comparison

ACSTX's dividend yield for the trailing twelve months is around 1.45%, more than SAIFX's 1.26% yield.


TTM20232022202120202019201820172016201520142013
ACSTX
Invesco Comstock Fund
1.45%1.74%1.90%1.42%2.05%2.07%1.82%1.43%2.10%1.55%1.59%1.18%
SAIFX
ClearBridge Large Cap Value Fund
1.26%1.35%1.35%1.07%1.55%1.78%1.91%1.47%1.56%2.30%1.74%1.46%

Drawdowns

ACSTX vs. SAIFX - Drawdown Comparison

The maximum ACSTX drawdown since its inception was -61.03%, which is greater than SAIFX's maximum drawdown of -56.29%. Use the drawdown chart below to compare losses from any high point for ACSTX and SAIFX. For additional features, visit the drawdowns tool.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.89%
-1.08%
ACSTX
SAIFX

Volatility

ACSTX vs. SAIFX - Volatility Comparison

Invesco Comstock Fund (ACSTX) and ClearBridge Large Cap Value Fund (SAIFX) have volatilities of 4.13% and 4.30%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%JuneJulyAugustSeptemberOctoberNovember
4.13%
4.30%
ACSTX
SAIFX