ACSTX vs. SWPPX
Compare and contrast key facts about Invesco Comstock Fund (ACSTX) and Schwab S&P 500 Index Fund (SWPPX).
ACSTX is managed by Invesco. It was launched on Oct 7, 1968. SWPPX is managed by Charles Schwab.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ACSTX or SWPPX.
Performance
ACSTX vs. SWPPX - Performance Comparison
Returns By Period
In the year-to-date period, ACSTX achieves a 20.36% return, which is significantly lower than SWPPX's 26.21% return. Over the past 10 years, ACSTX has underperformed SWPPX with an annualized return of 8.91%, while SWPPX has yielded a comparatively higher 13.15% annualized return.
ACSTX
20.36%
3.67%
11.32%
27.93%
13.42%
8.91%
SWPPX
26.21%
1.78%
13.65%
32.35%
15.69%
13.15%
Key characteristics
| ACSTX | SWPPX | |
|---|---|---|
| Sharpe Ratio | 2.62 | 2.67 |
| Sortino Ratio | 3.72 | 3.56 |
| Omega Ratio | 1.49 | 1.50 |
| Calmar Ratio | 4.95 | 3.89 |
| Martin Ratio | 19.24 | 17.43 |
| Ulcer Index | 1.48% | 1.89% |
| Daily Std Dev | 10.86% | 12.31% |
| Max Drawdown | -61.03% | -55.06% |
| Current Drawdown | 0.00% | -0.82% |
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ACSTX vs. SWPPX - Expense Ratio Comparison
ACSTX has a 0.80% expense ratio, which is higher than SWPPX's 0.02% expense ratio.
Correlation
The correlation between ACSTX and SWPPX is 0.87, 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. SWPPX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Comstock Fund (ACSTX) and Schwab S&P 500 Index Fund (SWPPX). 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.
Dividends
ACSTX vs. SWPPX - Dividend Comparison
ACSTX's dividend yield for the trailing twelve months is around 1.43%, more than SWPPX's 1.13% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ACSTX Invesco Comstock Fund | 1.43% | 1.74% | 1.90% | 1.42% | 2.05% | 2.07% | 1.82% | 1.43% | 2.10% | 1.55% | 1.59% | 1.18% |
SWPPX Schwab S&P 500 Index Fund | 1.13% | 1.43% | 1.67% | 1.17% | 1.81% | 1.77% | 2.20% | 1.75% | 1.99% | 2.15% | 1.80% | 1.67% |
Drawdowns
ACSTX vs. SWPPX - Drawdown Comparison
The maximum ACSTX drawdown since its inception was -61.03%, which is greater than SWPPX's maximum drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for ACSTX and SWPPX. For additional features, visit the drawdowns tool.
Volatility
ACSTX vs. SWPPX - Volatility Comparison
Invesco Comstock Fund (ACSTX) has a higher volatility of 4.19% compared to Schwab S&P 500 Index Fund (SWPPX) at 3.96%. This indicates that ACSTX's price experiences larger fluctuations and is considered to be riskier than SWPPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.