CGRWX vs. ACSTX

Last updated Jun 5, 2026

CGRWX (Invesco Comstock Select Fund) and ACSTX (Invesco Comstock Fund) are both Large Cap Value Equities funds from Invesco. Over the past 10 years, CGRWX returned 11.74%/yr vs 12.54%/yr for ACSTX. Their correlation of 0.91 suggests significant overlap in exposure. CGRWX charges 0.92%/yr vs 0.80%/yr for ACSTX.

Performance

CGRWX vs. ACSTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Comstock Select Fund (CGRWX) and Invesco Comstock Fund (ACSTX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CGRWX achieves a 5.75% return, which is significantly lower than ACSTX's 8.97% return. Over the past 10 years, CGRWX has underperformed ACSTX with an annualized return of 11.74%, while ACSTX has yielded a comparatively higher 12.54% annualized return.

CGRWX

• 1D: -0.81%
• 1M: 1.42%
• YTD: 5.75%
• 6M: 8.31%
• 1Y: 22.91%
• 3Y*: 14.77%
• 5Y*: 10.58%
• 10Y*: 11.74%

ACSTX

• 1D: -0.15%
• 1M: 2.11%
• YTD: 8.97%
• 6M: 10.49%
• 1Y: 23.48%
• 3Y*: 18.00%
• 5Y*: 11.58%
• 10Y*: 12.54%

*Multi-year figures are annualized to reflect compound growth (CAGR)

CGRWX vs. ACSTX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CGRWX Invesco Comstock Select Fund	5.75%	18.61%	11.95%	12.17%	3.29%	30.12%	-0.34%	27.31%	-11.40%	15.95%
ACSTX Invesco Comstock Fund	8.97%	17.22%	15.00%	12.37%	0.74%	33.33%	-0.78%	24.35%	-12.34%	17.75%

Correlation

The correlation between CGRWX and ACSTX is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.85
Correlation (3Y) Calculated over the trailing 3-year period	0.92
Correlation (5Y) Calculated over the trailing 5-year period	0.95
Correlation (10Y) Calculated over the trailing 10-year period	0.96
Correlation (All Time) Calculated using the full available price history since Jan 3, 1986	0.91

The correlation between CGRWX and ACSTX shifts across timeframes, from 0.85 (1 year) to 0.96 (10 years), reflecting how their relationship changes across market environments.

Return for Risk

CGRWX vs. ACSTX — Risk / Return Rank

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

CGRWX

CGRWX Risk / Return Rank: 48
CGRWX Sharpe Ratio Rank: 48
CGRWX Sortino Ratio Rank: 52
CGRWX Omega Ratio Rank: 45
CGRWX Calmar Ratio Rank: 50
CGRWX Martin Ratio Rank: 43

ACSTX

ACSTX Risk / Return Rank: 55
ACSTX Sharpe Ratio Rank: 54
ACSTX Sortino Ratio Rank: 56
ACSTX Omega Ratio Rank: 51
ACSTX Calmar Ratio Rank: 59
ACSTX Martin Ratio Rank: 56

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.

CGRWX vs. ACSTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Comstock Select Fund (CGRWX) and Invesco Comstock Fund (ACSTX). 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.

	CGRWX	ACSTX	Difference
Sharpe ratio: Return per unit of total volatility	1.99	2.18	-0.20
Sortino ratio: Return per unit of downside risk	2.96	3.16	-0.19
Omega ratio: Gain probability vs. loss probability	1.36	1.39	-0.04
Calmar ratio: Return relative to maximum drawdown	2.63	2.95	-0.32
Martin ratio: Return relative to average drawdown	8.83	11.21	-2.38
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CGRWX vs. ACSTX - Sharpe Ratio Comparison

The current CGRWX Sharpe Ratio is 1.99, which is comparable to the ACSTX Sharpe Ratio of 2.18. The chart below compares the historical Sharpe Ratios of CGRWX and ACSTX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	CGRWX	ACSTX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.99	2.18	-0.20
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.60	0.76	-0.16
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.58	0.65	-0.07
Sharpe Ratio (All Time) Calculated using the full available price history	0.62	0.51	+0.11

Drawdowns

CGRWX vs. ACSTX - Drawdown Comparison

The maximum CGRWX drawdown since its inception was -58.28%, roughly equal to the maximum ACSTX drawdown of -58.61%. Use the drawdown chart below to compare losses from any high point for CGRWX and ACSTX.

Drawdown Indicators

	CGRWX	ACSTX	Difference
Max Drawdown Largest peak-to-trough decline	-58.28%	-58.61%	+0.33%
Max Drawdown (1Y) Largest decline over 1 year	-9.66%	-8.02%	-1.64%
Max Drawdown (3Y) Largest decline over 3 years	-24.79%	-15.61%	-9.18%
Max Drawdown (5Y) Largest decline over 5 years	-24.79%	-17.25%	-7.54%
Max Drawdown (10Y) Largest decline over 10 years	-45.23%	-44.80%	-0.43%
Current Drawdown Current decline from peak	-1.50%	-0.39%	-1.11%
Average Drawdown Average peak-to-trough decline	-8.35%	-9.35%	+1.00%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.77%	2.10%	+0.67%

Volatility

CGRWX vs. ACSTX - Volatility Comparison

Invesco Comstock Select Fund (CGRWX) has a higher volatility of 3.24% compared to Invesco Comstock Fund (ACSTX) at 2.30%. This indicates that CGRWX's price experiences larger fluctuations and is considered to be riskier than ACSTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CGRWX	ACSTX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.24%	2.30%	+0.94%
Volatility (6M) Calculated over the trailing 6-month period	9.92%	8.00%	+1.92%
Volatility (1Y) Calculated over the trailing 1-year period	12.81%	10.84%	+1.97%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.10%	15.41%	+2.69%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.68%	19.45%	+1.23%

CGRWX vs. ACSTX - Expense Ratio Comparison

CGRWX has a 0.92% expense ratio, which is higher than ACSTX's 0.80% expense ratio.

Dividends

CGRWX vs. ACSTX - Dividend Comparison

CGRWX's dividend yield for the trailing twelve months is around 12.77%, more than ACSTX's 8.11% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ACSTX Invesco Comstock Fund	8.11%	8.79%	10.17%	8.44%	13.00%	8.66%	2.05%	6.66%	10.03%	3.60%	6.98%	1.10%
CGRWX Invesco Comstock Select Fund	12.77%	13.46%	16.99%	5.10%	16.87%	5.35%	2.33%	27.71%	15.07%	5.43%	1.56%	1.20%

Frequently Asked Questions

Can I hold both CGRWX and ACSTX in my portfolio?

CGRWX and ACSTX have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CGRWX or ACSTX?

CGRWX has higher volatility (3.24%) compared to ACSTX (2.30%). In terms of maximum drawdown, CGRWX dropped -58.28% vs ACSTX's -58.61%.

Which has better risk-adjusted returns?

ACSTX currently has the higher Sharpe Ratio (2.18 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.