AFRAX vs. IUSG
Compare and contrast key facts about Invesco Floating Rate ESG Fund (AFRAX) and iShares Core S&P U.S. Growth ETF (IUSG).
AFRAX is managed by Invesco. It was launched on Apr 30, 1997. IUSG is a passively managed fund by iShares that tracks the performance of the Russell 3000 Growth Index. It was launched on Jul 24, 2000.
Performance
AFRAX vs. IUSG - Performance Comparison
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AFRAX vs. IUSG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AFRAX Invesco Floating Rate ESG Fund | -1.11% | 4.57% | 6.80% | 10.86% | -2.26% | 6.24% | 1.53% | 7.25% | -0.19% | 3.99% |
IUSG iShares Core S&P U.S. Growth ETF | -6.29% | 21.23% | 34.70% | 29.28% | -28.81% | 31.26% | 32.65% | 30.62% | -0.79% | 27.02% |
Returns By Period
In the year-to-date period, AFRAX achieves a -1.11% return, which is significantly higher than IUSG's -6.29% return. Over the past 10 years, AFRAX has underperformed IUSG with an annualized return of 4.63%, while IUSG has yielded a comparatively higher 15.66% annualized return.
AFRAX
- 1D
- 0.16%
- 1M
- 0.00%
- YTD
- -1.11%
- 6M
- -0.75%
- 1Y
- 3.34%
- 3Y*
- 6.11%
- 5Y*
- 4.33%
- 10Y*
- 4.63%
IUSG
- 1D
- 1.35%
- 1M
- -4.30%
- YTD
- -6.29%
- 6M
- -4.63%
- 1Y
- 23.27%
- 3Y*
- 21.89%
- 5Y*
- 12.17%
- 10Y*
- 15.66%
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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.
Return for Risk
AFRAX vs. IUSG — Risk / Return Rank
AFRAX
IUSG
AFRAX vs. IUSG - Risk-Adjusted Trends 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.
| AFRAX | IUSG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.18 | 1.06 | +0.11 |
Sortino ratioReturn per unit of downside risk | 2.12 | 1.64 | +0.48 |
Omega ratioGain probability vs. loss probability | 1.38 | 1.23 | +0.15 |
Calmar ratioReturn relative to maximum drawdown | 1.91 | 1.87 | +0.04 |
Martin ratioReturn relative to average drawdown | 6.45 | 7.25 | -0.80 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AFRAX | IUSG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.18 | 1.06 | +0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.38 | 0.59 | +0.79 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.25 | 0.77 | +0.48 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.73 | 0.35 | +0.38 |
Correlation
The correlation between AFRAX and IUSG is 0.14, 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.
Dividends
AFRAX vs. IUSG - Dividend Comparison
AFRAX's dividend yield for the trailing twelve months is around 7.20%, more than IUSG's 0.57% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AFRAX Invesco Floating Rate ESG Fund | 7.20% | 8.06% | 8.39% | 7.85% | 7.03% | 3.84% | 4.13% | 5.52% | 4.59% | 4.04% | 4.01% | 5.23% |
IUSG iShares Core S&P U.S. Growth ETF | 0.57% | 0.53% | 0.59% | 1.12% | 1.07% | 0.59% | 0.93% | 1.64% | 1.32% | 1.28% | 1.48% | 1.29% |
Drawdowns
AFRAX vs. IUSG - Drawdown Comparison
The maximum AFRAX drawdown since its inception was -37.60%, smaller than the maximum IUSG drawdown of -63.41%. Use the drawdown chart below to compare losses from any high point for AFRAX and IUSG.
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Drawdown Indicators
| AFRAX | IUSG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.60% | -63.41% | +25.81% |
Max Drawdown (1Y)Largest decline over 1 year | -1.98% | -13.07% | +11.09% |
Max Drawdown (5Y)Largest decline over 5 years | -6.29% | -32.21% | +25.92% |
Max Drawdown (10Y)Largest decline over 10 years | -18.91% | -32.35% | +13.44% |
Current DrawdownCurrent decline from peak | -1.11% | -8.34% | +7.23% |
Average DrawdownAverage peak-to-trough decline | -4.42% | -21.57% | +17.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.59% | 3.37% | -2.78% |
Volatility
AFRAX vs. IUSG - Volatility Comparison
The current volatility for Invesco Floating Rate ESG Fund (AFRAX) is 0.61%, while iShares Core S&P U.S. Growth ETF (IUSG) has a volatility of 7.27%. 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.
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Volatility by Period
| AFRAX | IUSG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.61% | 7.27% | -6.66% |
Volatility (6M)Calculated over the trailing 6-month period | 1.79% | 12.59% | -10.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.92% | 22.05% | -19.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.16% | 20.83% | -17.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.72% | 20.34% | -16.62% |