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ACTHX vs. TAFTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ACTHX vs. TAFTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco High Yield Municipal Fund (ACTHX) and American Funds Tax-Exempt Fund of California (TAFTX). The values are adjusted to include any dividend payments, if applicable.

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ACTHX vs. TAFTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ACTHX
Invesco High Yield Municipal Fund
-0.32%4.38%5.54%4.34%-13.94%6.29%3.25%10.12%1.44%9.10%
TAFTX
American Funds Tax-Exempt Fund of California
-0.58%4.73%2.31%5.76%-9.78%1.88%4.43%7.33%0.71%5.96%

Returns By Period

In the year-to-date period, ACTHX achieves a -0.32% return, which is significantly higher than TAFTX's -0.58% return. Over the past 10 years, ACTHX has outperformed TAFTX with an annualized return of 2.74%, while TAFTX has yielded a comparatively lower 1.97% annualized return.


ACTHX

1D
0.37%
1M
-1.92%
YTD
-0.32%
6M
0.90%
1Y
2.31%
3Y*
3.72%
5Y*
0.58%
10Y*
2.74%

TAFTX

1D
0.24%
1M
-2.29%
YTD
-0.58%
6M
0.84%
1Y
3.36%
3Y*
3.22%
5Y*
0.71%
10Y*
1.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ACTHX vs. TAFTX - Expense Ratio Comparison

ACTHX has a 1.39% expense ratio, which is higher than TAFTX's 0.57% expense ratio.


Return for Risk

ACTHX vs. TAFTX — Risk / Return Rank

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

ACTHX
ACTHX Risk / Return Rank: 1717
Overall Rank
ACTHX Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
ACTHX Sortino Ratio Rank: 1212
Sortino Ratio Rank
ACTHX Omega Ratio Rank: 1717
Omega Ratio Rank
ACTHX Calmar Ratio Rank: 2323
Calmar Ratio Rank
ACTHX Martin Ratio Rank: 1818
Martin Ratio Rank

TAFTX
TAFTX Risk / Return Rank: 2727
Overall Rank
TAFTX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
TAFTX Sortino Ratio Rank: 2121
Sortino Ratio Rank
TAFTX Omega Ratio Rank: 4242
Omega Ratio Rank
TAFTX Calmar Ratio Rank: 2525
Calmar Ratio Rank
TAFTX Martin Ratio Rank: 2222
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.

ACTHX vs. TAFTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco High Yield Municipal Fund (ACTHX) and American Funds Tax-Exempt Fund of California (TAFTX). 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.


ACTHXTAFTXDifference

Sharpe ratio

Return per unit of total volatility

0.42

0.73

-0.31

Sortino ratio

Return per unit of downside risk

0.61

0.99

-0.38

Omega ratio

Gain probability vs. loss probability

1.12

1.20

-0.08

Calmar ratio

Return relative to maximum drawdown

0.75

0.87

-0.12

Martin ratio

Return relative to average drawdown

2.08

2.76

-0.68

ACTHX vs. TAFTX - Sharpe Ratio Comparison

The current ACTHX Sharpe Ratio is 0.42, which is lower than the TAFTX Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of ACTHX and TAFTX, 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


ACTHXTAFTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.42

0.73

-0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

0.18

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.51

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

1.09

1.27

-0.18

Correlation

The correlation between ACTHX and TAFTX is 0.78, 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.


Dividends

ACTHX vs. TAFTX - Dividend Comparison

ACTHX's dividend yield for the trailing twelve months is around 5.42%, more than TAFTX's 3.04% yield.


TTM20252024202320222021202020192018201720162015
ACTHX
Invesco High Yield Municipal Fund
5.42%7.14%5.64%4.22%4.72%3.95%4.33%4.70%4.78%4.71%5.11%4.93%
TAFTX
American Funds Tax-Exempt Fund of California
3.04%3.96%2.64%2.19%1.82%2.19%2.65%3.15%2.93%2.95%3.13%3.32%

Drawdowns

ACTHX vs. TAFTX - Drawdown Comparison

The maximum ACTHX drawdown since its inception was -27.29%, which is greater than TAFTX's maximum drawdown of -18.83%. Use the drawdown chart below to compare losses from any high point for ACTHX and TAFTX.


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Drawdown Indicators


ACTHXTAFTXDifference

Max Drawdown

Largest peak-to-trough decline

-27.29%

-18.83%

-8.46%

Max Drawdown (1Y)

Largest decline over 1 year

-6.45%

-5.20%

-1.25%

Max Drawdown (5Y)

Largest decline over 5 years

-19.83%

-14.82%

-5.01%

Max Drawdown (10Y)

Largest decline over 10 years

-19.83%

-14.82%

-5.01%

Current Drawdown

Current decline from peak

-2.27%

-2.58%

+0.31%

Average Drawdown

Average peak-to-trough decline

-3.56%

-1.94%

-1.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.33%

1.64%

+0.69%

Volatility

ACTHX vs. TAFTX - Volatility Comparison

Invesco High Yield Municipal Fund (ACTHX) has a higher volatility of 1.31% compared to American Funds Tax-Exempt Fund of California (TAFTX) at 1.18%. This indicates that ACTHX's price experiences larger fluctuations and is considered to be riskier than TAFTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ACTHXTAFTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.31%

1.18%

+0.13%

Volatility (6M)

Calculated over the trailing 6-month period

2.24%

1.71%

+0.53%

Volatility (1Y)

Calculated over the trailing 1-year period

6.88%

5.17%

+1.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.67%

4.00%

+1.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.36%

3.90%

+1.46%