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AFRAX vs. IUSG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AFRAX and IUSG is 0.19, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.2

Performance

AFRAX vs. IUSG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Floating Rate ESG Fund (AFRAX) and iShares Core S&P U.S. Growth ETF (IUSG). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%600.00%700.00%800.00%NovemberDecember2025FebruaryMarchApril
105.48%
663.91%
AFRAX
IUSG

Key characteristics

Sharpe Ratio

AFRAX:

1.52

IUSG:

0.62

Sortino Ratio

AFRAX:

2.79

IUSG:

1.00

Omega Ratio

AFRAX:

1.52

IUSG:

1.14

Calmar Ratio

AFRAX:

1.80

IUSG:

0.67

Martin Ratio

AFRAX:

7.60

IUSG:

2.40

Ulcer Index

AFRAX:

0.62%

IUSG:

6.27%

Daily Std Dev

AFRAX:

3.11%

IUSG:

24.42%

Max Drawdown

AFRAX:

-36.01%

IUSG:

-63.35%

Current Drawdown

AFRAX:

-1.56%

IUSG:

-11.78%

Returns By Period

In the year-to-date period, AFRAX achieves a -0.85% return, which is significantly higher than IUSG's -7.29% return. Over the past 10 years, AFRAX has underperformed IUSG with an annualized return of 3.96%, while IUSG has yielded a comparatively higher 13.37% annualized return.


AFRAX

YTD

-0.85%

1M

-0.64%

6M

1.31%

1Y

4.86%

5Y*

6.93%

10Y*

3.96%

IUSG

YTD

-7.29%

1M

-1.52%

6M

-3.47%

1Y

15.58%

5Y*

16.33%

10Y*

13.37%

*Annualized

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AFRAX vs. IUSG - Expense Ratio Comparison

AFRAX has a 1.04% expense ratio, which is higher than IUSG's 0.04% expense ratio.


Expense ratio chart for AFRAX: current value is 1.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
AFRAX: 1.04%
Expense ratio chart for IUSG: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IUSG: 0.04%

Risk-Adjusted Performance

AFRAX vs. IUSG — Risk-Adjusted Performance Rank

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

AFRAX
The Risk-Adjusted Performance Rank of AFRAX is 9191
Overall Rank
The Sharpe Ratio Rank of AFRAX is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of AFRAX is 9191
Sortino Ratio Rank
The Omega Ratio Rank of AFRAX is 9393
Omega Ratio Rank
The Calmar Ratio Rank of AFRAX is 9292
Calmar Ratio Rank
The Martin Ratio Rank of AFRAX is 9191
Martin Ratio Rank

IUSG
The Risk-Adjusted Performance Rank of IUSG is 6666
Overall Rank
The Sharpe Ratio Rank of IUSG is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of IUSG is 6565
Sortino Ratio Rank
The Omega Ratio Rank of IUSG is 6565
Omega Ratio Rank
The Calmar Ratio Rank of IUSG is 7272
Calmar Ratio Rank
The Martin Ratio Rank of IUSG is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

AFRAX vs. IUSG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Floating Rate ESG Fund (AFRAX) and iShares Core S&P U.S. Growth ETF (IUSG). 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.


The chart of Sharpe ratio for AFRAX, currently valued at 1.52, compared to the broader market-1.000.001.002.003.00
AFRAX: 1.52
IUSG: 0.62
The chart of Sortino ratio for AFRAX, currently valued at 2.79, compared to the broader market-2.000.002.004.006.008.00
AFRAX: 2.79
IUSG: 1.00
The chart of Omega ratio for AFRAX, currently valued at 1.52, compared to the broader market0.501.001.502.002.503.00
AFRAX: 1.52
IUSG: 1.14
The chart of Calmar ratio for AFRAX, currently valued at 1.80, compared to the broader market0.002.004.006.008.0010.00
AFRAX: 1.80
IUSG: 0.67
The chart of Martin ratio for AFRAX, currently valued at 7.60, compared to the broader market0.0010.0020.0030.0040.0050.00
AFRAX: 7.60
IUSG: 2.40

The current AFRAX Sharpe Ratio is 1.52, which is higher than the IUSG Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of AFRAX and IUSG, 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
1.52
0.62
AFRAX
IUSG

Dividends

AFRAX vs. IUSG - Dividend Comparison

AFRAX's dividend yield for the trailing twelve months is around 9.23%, more than IUSG's 0.64% yield.


TTM20242023202220212020201920182017201620152014
AFRAX
Invesco Floating Rate ESG Fund
9.23%9.18%8.62%6.89%3.84%4.13%5.52%4.59%4.02%4.43%5.24%4.40%
IUSG
iShares Core S&P U.S. Growth ETF
0.64%0.59%1.12%1.07%0.59%0.93%1.64%1.32%1.28%1.48%1.29%1.21%

Drawdowns

AFRAX vs. IUSG - Drawdown Comparison

The maximum AFRAX drawdown since its inception was -36.01%, smaller than the maximum IUSG drawdown of -63.35%. Use the drawdown chart below to compare losses from any high point for AFRAX and IUSG. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-1.56%
-11.78%
AFRAX
IUSG

Volatility

AFRAX vs. IUSG - Volatility Comparison

The current volatility for Invesco Floating Rate ESG Fund (AFRAX) is 1.49%, while iShares Core S&P U.S. Growth ETF (IUSG) has a volatility of 16.12%. This indicates that AFRAX experiences smaller price fluctuations and is considered to be less risky than IUSG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
1.49%
16.12%
AFRAX
IUSG