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CPBYX vs. SPMO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CPBYX vs. SPMO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Core Plus Bond Fund (CPBYX) and Invesco S&P 500 Momentum ETF (SPMO). The values are adjusted to include any dividend payments, if applicable.

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CPBYX vs. SPMO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CPBYX
Invesco Core Plus Bond Fund
-0.53%7.38%3.52%5.51%-14.41%-0.34%9.85%12.26%-2.43%5.38%
SPMO
Invesco S&P 500 Momentum ETF
-3.77%26.58%45.82%17.56%-10.45%22.64%28.25%25.93%-0.92%27.76%

Returns By Period

In the year-to-date period, CPBYX achieves a -0.53% return, which is significantly higher than SPMO's -3.77% return. Over the past 10 years, CPBYX has underperformed SPMO with an annualized return of 2.61%, while SPMO has yielded a comparatively higher 17.41% annualized return.


CPBYX

1D
0.33%
1M
-1.91%
YTD
-0.53%
6M
0.30%
1Y
4.15%
3Y*
4.54%
5Y*
0.29%
10Y*
2.61%

SPMO

1D
2.13%
1M
-4.40%
YTD
-3.77%
6M
-4.53%
1Y
23.97%
3Y*
29.27%
5Y*
17.66%
10Y*
17.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CPBYX vs. SPMO - Expense Ratio Comparison

CPBYX has a 0.50% expense ratio, which is higher than SPMO's 0.13% expense ratio.


Return for Risk

CPBYX vs. SPMO — Risk / Return Rank

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

CPBYX
CPBYX Risk / Return Rank: 5353
Overall Rank
CPBYX Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
CPBYX Sortino Ratio Rank: 5252
Sortino Ratio Rank
CPBYX Omega Ratio Rank: 4040
Omega Ratio Rank
CPBYX Calmar Ratio Rank: 6969
Calmar Ratio Rank
CPBYX Martin Ratio Rank: 5050
Martin Ratio Rank

SPMO
SPMO Risk / Return Rank: 6464
Overall Rank
SPMO Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
SPMO Sortino Ratio Rank: 6060
Sortino Ratio Rank
SPMO Omega Ratio Rank: 6363
Omega Ratio Rank
SPMO Calmar Ratio Rank: 7373
Calmar Ratio Rank
SPMO Martin Ratio Rank: 6666
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.

CPBYX vs. SPMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Core Plus Bond Fund (CPBYX) and Invesco S&P 500 Momentum ETF (SPMO). 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.


CPBYXSPMODifference

Sharpe ratio

Return per unit of total volatility

1.10

1.06

+0.04

Sortino ratio

Return per unit of downside risk

1.56

1.60

-0.05

Omega ratio

Gain probability vs. loss probability

1.20

1.24

-0.04

Calmar ratio

Return relative to maximum drawdown

1.79

1.96

-0.17

Martin ratio

Return relative to average drawdown

5.53

6.90

-1.37

CPBYX vs. SPMO - Sharpe Ratio Comparison

The current CPBYX Sharpe Ratio is 1.10, which is comparable to the SPMO Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of CPBYX and SPMO, 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


CPBYXSPMODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.10

1.06

+0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

0.93

-0.88

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.87

-0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.84

0.86

-0.02

Correlation

The correlation between CPBYX and SPMO is 0.07, 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

CPBYX vs. SPMO - Dividend Comparison

CPBYX's dividend yield for the trailing twelve months is around 4.30%, more than SPMO's 0.89% yield.


TTM20252024202320222021202020192018201720162015
CPBYX
Invesco Core Plus Bond Fund
4.30%4.68%4.90%3.87%3.76%3.16%5.94%4.13%3.74%3.10%3.20%3.81%
SPMO
Invesco S&P 500 Momentum ETF
0.89%0.73%0.48%1.63%1.66%0.52%1.27%1.39%1.05%0.77%1.94%0.36%

Drawdowns

CPBYX vs. SPMO - Drawdown Comparison

The maximum CPBYX drawdown since its inception was -20.73%, smaller than the maximum SPMO drawdown of -30.95%. Use the drawdown chart below to compare losses from any high point for CPBYX and SPMO.


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Drawdown Indicators


CPBYXSPMODifference

Max Drawdown

Largest peak-to-trough decline

-20.73%

-30.95%

+10.22%

Max Drawdown (1Y)

Largest decline over 1 year

-3.07%

-12.70%

+9.63%

Max Drawdown (5Y)

Largest decline over 5 years

-20.73%

-22.74%

+2.01%

Max Drawdown (10Y)

Largest decline over 10 years

-20.73%

-30.95%

+10.22%

Current Drawdown

Current decline from peak

-2.33%

-7.31%

+4.98%

Average Drawdown

Average peak-to-trough decline

-3.26%

-4.66%

+1.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.99%

3.60%

-2.61%

Volatility

CPBYX vs. SPMO - Volatility Comparison

The current volatility for Invesco Core Plus Bond Fund (CPBYX) is 1.44%, while Invesco S&P 500 Momentum ETF (SPMO) has a volatility of 7.22%. This indicates that CPBYX experiences smaller price fluctuations and is considered to be less risky than SPMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CPBYXSPMODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.44%

7.22%

-5.78%

Volatility (6M)

Calculated over the trailing 6-month period

2.38%

12.80%

-10.42%

Volatility (1Y)

Calculated over the trailing 1-year period

4.15%

22.77%

-18.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.45%

19.08%

-13.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.66%

20.09%

-15.43%