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AMHYX vs. VAFAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AMHYX vs. VAFAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco High Yield Fund (AMHYX) and Invesco American Franchise Fund Class A (VAFAX). The values are adjusted to include any dividend payments, if applicable.

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AMHYX vs. VAFAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AMHYX
Invesco High Yield Fund
-1.17%7.32%7.15%8.75%-9.86%4.15%3.66%12.70%-3.28%6.35%
VAFAX
Invesco American Franchise Fund Class A
-9.70%11.86%34.78%40.91%-31.20%11.13%42.15%36.55%-3.99%27.11%

Returns By Period

In the year-to-date period, AMHYX achieves a -1.17% return, which is significantly higher than VAFAX's -9.70% return. Over the past 10 years, AMHYX has underperformed VAFAX with an annualized return of 4.31%, while VAFAX has yielded a comparatively higher 13.99% annualized return.


AMHYX

1D
0.58%
1M
-1.69%
YTD
-1.17%
6M
0.16%
1Y
5.54%
3Y*
6.44%
5Y*
2.87%
10Y*
4.31%

VAFAX

1D
4.44%
1M
-5.93%
YTD
-9.70%
6M
-12.22%
1Y
14.68%
3Y*
19.34%
5Y*
7.06%
10Y*
13.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AMHYX vs. VAFAX - Expense Ratio Comparison

AMHYX has a 1.03% expense ratio, which is higher than VAFAX's 0.95% expense ratio.


Return for Risk

AMHYX vs. VAFAX — Risk / Return Rank

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

AMHYX
AMHYX Risk / Return Rank: 7373
Overall Rank
AMHYX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
AMHYX Sortino Ratio Rank: 7575
Sortino Ratio Rank
AMHYX Omega Ratio Rank: 8585
Omega Ratio Rank
AMHYX Calmar Ratio Rank: 6464
Calmar Ratio Rank
AMHYX Martin Ratio Rank: 6666
Martin Ratio Rank

VAFAX
VAFAX Risk / Return Rank: 2222
Overall Rank
VAFAX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
VAFAX Sortino Ratio Rank: 2626
Sortino Ratio Rank
VAFAX Omega Ratio Rank: 2525
Omega Ratio Rank
VAFAX Calmar Ratio Rank: 2020
Calmar Ratio Rank
VAFAX Martin Ratio Rank: 1818
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.

AMHYX vs. VAFAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco High Yield Fund (AMHYX) and Invesco American Franchise Fund Class A (VAFAX). 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.


AMHYXVAFAXDifference

Sharpe ratio

Return per unit of total volatility

1.40

0.63

+0.77

Sortino ratio

Return per unit of downside risk

1.97

1.06

+0.91

Omega ratio

Gain probability vs. loss probability

1.36

1.15

+0.21

Calmar ratio

Return relative to maximum drawdown

1.62

0.65

+0.97

Martin ratio

Return relative to average drawdown

6.75

2.03

+4.72

AMHYX vs. VAFAX - Sharpe Ratio Comparison

The current AMHYX Sharpe Ratio is 1.40, which is higher than the VAFAX Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of AMHYX and VAFAX, 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


AMHYXVAFAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.40

0.63

+0.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.31

+0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

0.63

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

0.53

+0.20

Correlation

The correlation between AMHYX and VAFAX is 0.34, 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

AMHYX vs. VAFAX - Dividend Comparison

AMHYX's dividend yield for the trailing twelve months is around 6.05%, less than VAFAX's 15.61% yield.


TTM20252024202320222021202020192018201720162015
AMHYX
Invesco High Yield Fund
6.05%6.45%6.01%5.09%5.00%4.57%5.95%5.60%5.39%4.95%4.89%5.55%
VAFAX
Invesco American Franchise Fund Class A
15.61%14.09%3.74%0.00%8.32%26.50%8.78%6.85%10.42%5.37%4.08%4.90%

Drawdowns

AMHYX vs. VAFAX - Drawdown Comparison

The maximum AMHYX drawdown since its inception was -40.33%, smaller than the maximum VAFAX drawdown of -48.48%. Use the drawdown chart below to compare losses from any high point for AMHYX and VAFAX.


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Drawdown Indicators


AMHYXVAFAXDifference

Max Drawdown

Largest peak-to-trough decline

-40.33%

-48.48%

+8.15%

Max Drawdown (1Y)

Largest decline over 1 year

-3.41%

-19.27%

+15.86%

Max Drawdown (5Y)

Largest decline over 5 years

-14.47%

-38.86%

+24.39%

Max Drawdown (10Y)

Largest decline over 10 years

-23.78%

-38.86%

+15.08%

Current Drawdown

Current decline from peak

-1.98%

-15.69%

+13.71%

Average Drawdown

Average peak-to-trough decline

-6.96%

-8.16%

+1.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.82%

6.14%

-5.32%

Volatility

AMHYX vs. VAFAX - Volatility Comparison

The current volatility for Invesco High Yield Fund (AMHYX) is 1.44%, while Invesco American Franchise Fund Class A (VAFAX) has a volatility of 8.31%. This indicates that AMHYX experiences smaller price fluctuations and is considered to be less risky than VAFAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AMHYXVAFAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.44%

8.31%

-6.87%

Volatility (6M)

Calculated over the trailing 6-month period

2.46%

15.69%

-13.23%

Volatility (1Y)

Calculated over the trailing 1-year period

4.03%

25.39%

-21.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.22%

23.03%

-17.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.85%

22.23%

-16.38%