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BRCYX vs. VAFAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BRCYX vs. VAFAX - Performance Comparison

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

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BRCYX vs. VAFAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BRCYX
Invesco Balanced-Risk Commodity Strategy Fund
28.11%18.82%5.70%-3.15%7.94%19.54%7.89%4.49%-12.03%4.88%
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, BRCYX achieves a 28.11% return, which is significantly higher than VAFAX's -9.70% return. Over the past 10 years, BRCYX has underperformed VAFAX with an annualized return of 8.74%, while VAFAX has yielded a comparatively higher 13.99% annualized return.


BRCYX

1D
0.11%
1M
9.65%
YTD
28.11%
6M
36.58%
1Y
43.05%
3Y*
16.72%
5Y*
13.44%
10Y*
8.74%

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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BRCYX vs. VAFAX - Expense Ratio Comparison

BRCYX has a 1.06% expense ratio, which is higher than VAFAX's 0.95% expense ratio.


Return for Risk

BRCYX vs. VAFAX — Risk / Return Rank

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

BRCYX
BRCYX Risk / Return Rank: 9696
Overall Rank
BRCYX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
BRCYX Sortino Ratio Rank: 9494
Sortino Ratio Rank
BRCYX Omega Ratio Rank: 9393
Omega Ratio Rank
BRCYX Calmar Ratio Rank: 9898
Calmar Ratio Rank
BRCYX Martin Ratio Rank: 9797
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.

BRCYX vs. VAFAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Balanced-Risk Commodity Strategy Fund (BRCYX) 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.


BRCYXVAFAXDifference

Sharpe ratio

Return per unit of total volatility

2.57

0.63

+1.93

Sortino ratio

Return per unit of downside risk

3.10

1.06

+2.04

Omega ratio

Gain probability vs. loss probability

1.47

1.15

+0.33

Calmar ratio

Return relative to maximum drawdown

4.84

0.65

+4.20

Martin ratio

Return relative to average drawdown

16.14

2.03

+14.11

BRCYX vs. VAFAX - Sharpe Ratio Comparison

The current BRCYX Sharpe Ratio is 2.57, which is higher than the VAFAX Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of BRCYX 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


BRCYXVAFAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.57

0.63

+1.93

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.87

0.31

+0.56

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.63

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.53

-0.35

Correlation

The correlation between BRCYX and VAFAX is 0.22, 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

BRCYX vs. VAFAX - Dividend Comparison

BRCYX's dividend yield for the trailing twelve months is around 10.70%, less than VAFAX's 15.61% yield.


TTM20252024202320222021202020192018201720162015
BRCYX
Invesco Balanced-Risk Commodity Strategy Fund
10.70%13.71%4.95%3.71%9.93%16.64%0.00%0.91%0.25%0.01%2.74%0.00%
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

BRCYX vs. VAFAX - Drawdown Comparison

The maximum BRCYX drawdown since its inception was -60.05%, which is greater than VAFAX's maximum drawdown of -48.48%. Use the drawdown chart below to compare losses from any high point for BRCYX and VAFAX.


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Drawdown Indicators


BRCYXVAFAXDifference

Max Drawdown

Largest peak-to-trough decline

-60.05%

-48.48%

-11.57%

Max Drawdown (1Y)

Largest decline over 1 year

-9.10%

-19.27%

+10.17%

Max Drawdown (5Y)

Largest decline over 5 years

-20.42%

-38.86%

+18.44%

Max Drawdown (10Y)

Largest decline over 10 years

-38.09%

-38.86%

+0.77%

Current Drawdown

Current decline from peak

0.00%

-15.69%

+15.69%

Average Drawdown

Average peak-to-trough decline

-27.49%

-8.16%

-19.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.73%

6.14%

-3.41%

Volatility

BRCYX vs. VAFAX - Volatility Comparison

The current volatility for Invesco Balanced-Risk Commodity Strategy Fund (BRCYX) is 6.95%, while Invesco American Franchise Fund Class A (VAFAX) has a volatility of 8.31%. This indicates that BRCYX 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


BRCYXVAFAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.95%

8.31%

-1.36%

Volatility (6M)

Calculated over the trailing 6-month period

14.76%

15.69%

-0.93%

Volatility (1Y)

Calculated over the trailing 1-year period

17.02%

25.39%

-8.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.62%

23.03%

-7.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.21%

22.23%

-8.02%