CHTRX vs. PRWAX
Compare and contrast key facts about Invesco Charter Fund (CHTRX) and T. Rowe Price All-Cap Opportunities Fund (PRWAX).
CHTRX is managed by Invesco. It was launched on Nov 26, 1968. PRWAX is managed by T. Rowe Price. It was launched on Sep 30, 1985.
Performance
CHTRX vs. PRWAX - Performance Comparison
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CHTRX vs. PRWAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CHTRX Invesco Charter Fund | -6.60% | 16.02% | 25.31% | 23.03% | -20.75% | 27.21% | 13.53% | 27.95% | -9.82% | 13.24% |
PRWAX T. Rowe Price All-Cap Opportunities Fund | -9.59% | 26.78% | 25.24% | 29.02% | -21.37% | 20.63% | 44.73% | 35.08% | 1.26% | 34.51% |
Returns By Period
In the year-to-date period, CHTRX achieves a -6.60% return, which is significantly higher than PRWAX's -9.59% return. Over the past 10 years, CHTRX has underperformed PRWAX with an annualized return of 10.24%, while PRWAX has yielded a comparatively higher 17.31% annualized return.
CHTRX
- 1D
- 2.84%
- 1M
- -5.77%
- YTD
- -6.60%
- 6M
- -4.80%
- 1Y
- 12.93%
- 3Y*
- 15.88%
- 5Y*
- 9.07%
- 10Y*
- 10.24%
PRWAX
- 1D
- 3.16%
- 1M
- -6.00%
- YTD
- -9.59%
- 6M
- -0.70%
- 1Y
- 19.69%
- 3Y*
- 20.03%
- 5Y*
- 10.67%
- 10Y*
- 17.31%
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CHTRX vs. PRWAX - Expense Ratio Comparison
CHTRX has a 1.03% expense ratio, which is higher than PRWAX's 0.76% expense ratio.
Return for Risk
CHTRX vs. PRWAX — Risk / Return Rank
CHTRX
PRWAX
CHTRX vs. PRWAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Charter Fund (CHTRX) and T. Rowe Price All-Cap Opportunities Fund (PRWAX). 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.
| CHTRX | PRWAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.76 | 1.03 | -0.27 |
Sortino ratioReturn per unit of downside risk | 1.20 | 1.66 | -0.47 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.24 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.07 | 1.28 | -0.21 |
Martin ratioReturn relative to average drawdown | 4.24 | 4.75 | -0.51 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CHTRX | PRWAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.76 | 1.03 | -0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 0.60 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.92 | -0.39 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.60 | -0.19 |
Correlation
The correlation between CHTRX and PRWAX is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
CHTRX vs. PRWAX - Dividend Comparison
CHTRX's dividend yield for the trailing twelve months is around 7.73%, less than PRWAX's 18.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CHTRX Invesco Charter Fund | 7.73% | 7.22% | 7.91% | 6.24% | 4.25% | 16.30% | 2.35% | 17.60% | 11.71% | 6.92% | 10.39% | 14.54% |
PRWAX T. Rowe Price All-Cap Opportunities Fund | 18.43% | 16.66% | 9.22% | 5.10% | 3.11% | 20.51% | 15.44% | 7.01% | 12.58% | 12.30% | 6.19% | 8.84% |
Drawdowns
CHTRX vs. PRWAX - Drawdown Comparison
The maximum CHTRX drawdown since its inception was -56.30%, roughly equal to the maximum PRWAX drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for CHTRX and PRWAX.
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Drawdown Indicators
| CHTRX | PRWAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.30% | -55.06% | -1.24% |
Max Drawdown (1Y)Largest decline over 1 year | -11.32% | -14.05% | +2.73% |
Max Drawdown (5Y)Largest decline over 5 years | -26.77% | -29.38% | +2.61% |
Max Drawdown (10Y)Largest decline over 10 years | -41.18% | -30.50% | -10.68% |
Current DrawdownCurrent decline from peak | -8.24% | -11.33% | +3.09% |
Average DrawdownAverage peak-to-trough decline | -13.33% | -9.92% | -3.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.85% | 3.79% | -0.94% |
Volatility
CHTRX vs. PRWAX - Volatility Comparison
The current volatility for Invesco Charter Fund (CHTRX) is 5.46%, while T. Rowe Price All-Cap Opportunities Fund (PRWAX) has a volatility of 6.07%. This indicates that CHTRX experiences smaller price fluctuations and is considered to be less risky than PRWAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CHTRX | PRWAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.46% | 6.07% | -0.61% |
Volatility (6M)Calculated over the trailing 6-month period | 9.50% | 12.83% | -3.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.85% | 19.62% | -1.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.76% | 17.93% | -1.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.16% | 18.84% | +0.32% |