ALAAX vs. HTGC

In the year-to-date period, ALAAX achieves a 2.86% return, which is significantly higher than HTGC's -8.51% return. Over the past 10 years, ALAAX has underperformed HTGC with an annualized return of 3.67%, while HTGC has yielded a comparatively higher 14.35% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Invesco Income Allocation Fund (ALAAX) and Hercules Capital, Inc. (HTGC). 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 current ALAAX Sharpe Ratio is 1.17, which is higher than the HTGC Sharpe Ratio of -0.07. The chart below compares the historical Sharpe Ratios of ALAAX and HTGC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

ALAAX's dividend yield for the trailing twelve months is around 4.54%, less than HTGC's 9.08% yield.

The maximum ALAAX drawdown since its inception was -28.28%, smaller than the maximum HTGC drawdown of -68.30%. Use the drawdown chart below to compare losses from any high point for ALAAX and HTGC.

The current volatility for Invesco Income Allocation Fund (ALAAX) is 1.67%, while Hercules Capital, Inc. (HTGC) has a volatility of 5.75%. This indicates that ALAAX experiences smaller price fluctuations and is considered to be less risky than HTGC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.