CAAMX vs. BERIX
CAAMX (Invesco Select Risk: Moderately Conservative Investor Fund) and BERIX (Chartwell Income Fund) are both Diversified Portfolio funds. Over the past 10 years, CAAMX returned 5.01%/yr vs 4.74%/yr for BERIX. A 0.79 correlation means they provide meaningful diversification when combined. CAAMX charges 0.44%/yr vs 0.64%/yr for BERIX.
Performance
CAAMX vs. BERIX - Performance Comparison
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Returns By Period
In the year-to-date period, CAAMX achieves a 6.90% return, which is significantly higher than BERIX's 2.36% return. Over the past 10 years, CAAMX has outperformed BERIX with an annualized return of 5.01%, while BERIX has yielded a comparatively lower 4.74% annualized return.
CAAMX
- 1D
- 0.75%
- 1M
- 1.50%
- YTD
- 6.90%
- 6M
- 6.71%
- 1Y
- 14.98%
- 3Y*
- 9.50%
- 5Y*
- 3.48%
- 10Y*
- 5.01%
BERIX
- 1D
- -0.28%
- 1M
- -1.92%
- YTD
- 2.36%
- 6M
- 2.62%
- 1Y
- 10.14%
- 3Y*
- 8.79%
- 5Y*
- 4.29%
- 10Y*
- 4.74%
CAAMX vs. BERIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CAAMX Invesco Select Risk: Moderately Conservative Investor Fund | 6.90% | 11.19% | 6.17% | 9.83% | -16.68% | 7.30% | 10.23% | 14.41% | -4.51% | 6.31% |
BERIX Chartwell Income Fund | 2.36% | 13.23% | 7.20% | 7.77% | -10.14% | 7.35% | 4.49% | 9.69% | -0.81% | 3.92% |
Correlation
The correlation between CAAMX and BERIX is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.49 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.67 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.74 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Apr 29, 2005 | 0.79 |
Over the past year, the correlation between CAAMX and BERIX has dropped to 0.49 - well below their long-term average of 0.79, suggesting their price drivers have been diverging.
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Return for Risk
CAAMX vs. BERIX — Risk / Return Rank
CAAMX
BERIX
CAAMX vs. BERIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Select Risk: Moderately Conservative Investor Fund (CAAMX) and Chartwell Income Fund (BERIX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CAAMX | BERIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.15 | ||
| Sortino ratioReturn per unit of downside risk | +0.49 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.39 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.20 | 3.03 | +0.17 |
| Martin ratioReturn relative to average drawdown | 13.22 | 11.70 | +1.52 |
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Drawdowns
CAAMX vs. BERIX - Drawdown Comparison
The maximum CAAMX drawdown since its inception was -29.13%, which is greater than BERIX's maximum drawdown of -20.34%. Use the drawdown chart below to compare losses from any high point for CAAMX and BERIX.
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Drawdown Indicators
| CAAMX | BERIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.13% | -20.34% | -8.79% |
Max Drawdown (1Y)Largest decline over 1 year | -4.68% | -3.36% | -1.32% |
Max Drawdown (3Y)Largest decline over 3 years | -7.67% | -5.82% | -1.85% |
Max Drawdown (5Y)Largest decline over 5 years | -22.18% | -15.73% | -6.45% |
Max Drawdown (10Y)Largest decline over 10 years | -22.18% | -20.34% | -1.84% |
Current DrawdownCurrent decline from peak | -0.25% | -3.36% | +3.11% |
Average DrawdownAverage peak-to-trough decline | -4.31% | -2.59% | -1.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.13% | 0.87% | +0.26% |
Volatility
CAAMX vs. BERIX - Volatility Comparison
Invesco Select Risk: Moderately Conservative Investor Fund (CAAMX) has a higher volatility of 2.96% compared to Chartwell Income Fund (BERIX) at 1.61%. This indicates that CAAMX's price experiences larger fluctuations and is considered to be riskier than BERIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CAAMX | BERIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.96% | 1.61% | +1.35% |
Volatility (6M)Calculated over the trailing 6-month period | 5.79% | 4.45% | +1.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.01% | 5.11% | +1.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.89% | 5.98% | +1.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.61% | 6.03% | +1.58% |
CAAMX vs. BERIX - Expense Ratio Comparison
CAAMX has a 0.44% expense ratio, which is lower than BERIX's 0.64% expense ratio.
Dividends
CAAMX vs. BERIX - Dividend Comparison
CAAMX's dividend yield for the trailing twelve months is around 2.81%, less than BERIX's 4.15% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BERIX Chartwell Income Fund | 4.15% | 3.97% | 3.90% | 3.36% | 3.54% | 2.58% | 3.07% | 3.03% | 5.83% | 5.22% | 2.76% | 2.45% |
CAAMX Invesco Select Risk: Moderately Conservative Investor Fund | 2.81% | 2.90% | 2.44% | 1.73% | 4.57% | 5.03% | 7.84% | 6.43% | 4.05% | 1.71% | 2.46% | 2.77% |
Frequently Asked Questions
CAAMX and BERIX have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CAAMX has higher volatility (2.96%) compared to BERIX (1.61%). In terms of maximum drawdown, CAAMX dropped -29.13% vs BERIX's -20.34%.
CAAMX currently has the higher Sharpe Ratio (2.14 vs 1.99), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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