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CVY vs. POEAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CVY vs. POEAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Zacks Multi-Asset Income ETF (CVY) and Pacific Funds Portfolio Optimization Aggressive-Growth (POEAX). The values are adjusted to include any dividend payments, if applicable.

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CVY vs. POEAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CVY
Invesco Zacks Multi-Asset Income ETF
1.96%11.00%10.28%17.87%-9.27%25.31%-10.56%25.97%-10.77%15.91%
POEAX
Pacific Funds Portfolio Optimization Aggressive-Growth
-1.83%16.66%15.13%18.53%-21.24%18.82%16.09%26.91%-9.28%19.17%

Returns By Period

In the year-to-date period, CVY achieves a 1.96% return, which is significantly higher than POEAX's -1.83% return. Over the past 10 years, CVY has underperformed POEAX with an annualized return of 8.29%, while POEAX has yielded a comparatively higher 9.75% annualized return.


CVY

1D
0.15%
1M
-3.46%
YTD
1.96%
6M
2.80%
1Y
10.60%
3Y*
13.35%
5Y*
7.40%
10Y*
8.29%

POEAX

1D
2.77%
1M
-5.49%
YTD
-1.83%
6M
0.04%
1Y
17.81%
3Y*
13.92%
5Y*
6.34%
10Y*
9.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CVY vs. POEAX - Expense Ratio Comparison

CVY has a 1.21% expense ratio, which is higher than POEAX's 0.60% expense ratio.


Return for Risk

CVY vs. POEAX — Risk / Return Rank

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

CVY
CVY Risk / Return Rank: 3333
Overall Rank
CVY Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
CVY Sortino Ratio Rank: 3131
Sortino Ratio Rank
CVY Omega Ratio Rank: 3434
Omega Ratio Rank
CVY Calmar Ratio Rank: 3232
Calmar Ratio Rank
CVY Martin Ratio Rank: 3636
Martin Ratio Rank

POEAX
POEAX Risk / Return Rank: 5959
Overall Rank
POEAX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
POEAX Sortino Ratio Rank: 5757
Sortino Ratio Rank
POEAX Omega Ratio Rank: 5656
Omega Ratio Rank
POEAX Calmar Ratio Rank: 5858
Calmar Ratio Rank
POEAX Martin Ratio Rank: 7070
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.

CVY vs. POEAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Zacks Multi-Asset Income ETF (CVY) and Pacific Funds Portfolio Optimization Aggressive-Growth (POEAX). 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.


CVYPOEAXDifference

Sharpe ratio

Return per unit of total volatility

0.65

1.08

-0.43

Sortino ratio

Return per unit of downside risk

0.98

1.62

-0.64

Omega ratio

Gain probability vs. loss probability

1.15

1.24

-0.09

Calmar ratio

Return relative to maximum drawdown

0.85

1.55

-0.70

Martin ratio

Return relative to average drawdown

3.53

7.46

-3.92

CVY vs. POEAX - Sharpe Ratio Comparison

The current CVY Sharpe Ratio is 0.65, which is lower than the POEAX Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of CVY and POEAX, 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


CVYPOEAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.65

1.08

-0.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.25

+0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

0.45

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.36

-0.10

Correlation

The correlation between CVY and POEAX is 0.83, 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

CVY vs. POEAX - Dividend Comparison

CVY's dividend yield for the trailing twelve months is around 3.96%, less than POEAX's 7.87% yield.


TTM20252024202320222021202020192018201720162015
CVY
Invesco Zacks Multi-Asset Income ETF
3.96%3.99%4.07%4.41%5.18%2.37%3.40%3.22%4.44%3.94%4.50%5.89%
POEAX
Pacific Funds Portfolio Optimization Aggressive-Growth
7.87%7.73%2.12%1.67%36.10%10.62%3.32%7.91%24.81%4.03%7.09%3.16%

Drawdowns

CVY vs. POEAX - Drawdown Comparison

The maximum CVY drawdown since its inception was -66.86%, which is greater than POEAX's maximum drawdown of -57.49%. Use the drawdown chart below to compare losses from any high point for CVY and POEAX.


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Drawdown Indicators


CVYPOEAXDifference

Max Drawdown

Largest peak-to-trough decline

-66.86%

-57.49%

-9.37%

Max Drawdown (1Y)

Largest decline over 1 year

-13.22%

-11.79%

-1.43%

Max Drawdown (5Y)

Largest decline over 5 years

-21.58%

-29.40%

+7.82%

Max Drawdown (10Y)

Largest decline over 10 years

-50.47%

-35.88%

-14.59%

Current Drawdown

Current decline from peak

-5.19%

-6.04%

+0.85%

Average Drawdown

Average peak-to-trough decline

-10.49%

-8.87%

-1.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.16%

2.45%

+0.71%

Volatility

CVY vs. POEAX - Volatility Comparison

The current volatility for Invesco Zacks Multi-Asset Income ETF (CVY) is 3.66%, while Pacific Funds Portfolio Optimization Aggressive-Growth (POEAX) has a volatility of 5.59%. This indicates that CVY experiences smaller price fluctuations and is considered to be less risky than POEAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CVYPOEAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.66%

5.59%

-1.93%

Volatility (6M)

Calculated over the trailing 6-month period

8.30%

9.30%

-1.00%

Volatility (1Y)

Calculated over the trailing 1-year period

16.39%

16.91%

-0.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.24%

25.08%

-8.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.57%

21.54%

-1.97%