FSTEX vs. DHIVX

Last updated Apr 1, 2026

Compare and contrast key facts about Invesco Energy Fund (FSTEX) and Centre Global Infrastructure Fund (DHIVX).

FSTEX is managed by Invesco. It was launched on Jan 18, 1984. DHIVX is managed by Centre Funds. It was launched on Jan 28, 2018.

Performance

FSTEX vs. DHIVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Energy Fund (FSTEX) and Centre Global Infrastructure Fund (DHIVX). The values are adjusted to include any dividend payments, if applicable.

FSTEX vs. DHIVX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
FSTEX Invesco Energy Fund	38.85%	12.31%	6.00%	0.28%	52.85%	55.99%	-32.13%	4.78%	-21.23%
DHIVX Centre Global Infrastructure Fund	11.31%	16.30%	20.25%	5.34%	-3.28%	7.51%	-7.17%	25.27%	-4.07%

Returns By Period

In the year-to-date period, FSTEX achieves a 38.85% return, which is significantly higher than DHIVX's 11.31% return.

FSTEX

• 1D: -0.55%
• 1M: 13.19%
• YTD: 38.85%
• 6M: 42.88%
• 1Y: 43.71%
• 3Y*: 20.07%
• 5Y*: 25.80%
• 10Y*: 8.77%

DHIVX

• 1D: -0.20%
• 1M: -3.31%
• YTD: 11.31%
• 6M: 9.38%
• 1Y: 19.01%
• 3Y*: 17.13%
• 5Y*: 10.01%
• 10Y*: —

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

FSTEX vs. DHIVX - Expense Ratio Comparison

FSTEX has a 1.36% expense ratio, which is lower than DHIVX's 1.57% expense ratio.

DHIVX

Centre Global Infrastructure Fund

FSTEX

Invesco Energy Fund

Return for Risk

FSTEX vs. DHIVX — Risk / Return Rank

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

FSTEX

FSTEX Risk / Return Rank: 88
FSTEX Sharpe Ratio Rank: 93
FSTEX Sortino Ratio Rank: 90
FSTEX Omega Ratio Rank: 87
FSTEX Calmar Ratio Rank: 88
FSTEX Martin Ratio Rank: 83

DHIVX

DHIVX Risk / Return Rank: 86
DHIVX Sharpe Ratio Rank: 85
DHIVX Sortino Ratio Rank: 82
DHIVX Omega Ratio Rank: 82
DHIVX Calmar Ratio Rank: 90
DHIVX Martin Ratio Rank: 89

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.

FSTEX vs. DHIVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Energy Fund (FSTEX) and Centre Global Infrastructure Fund (DHIVX). 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.

	FSTEX	DHIVX	Difference
Sharpe ratio Return per unit of total volatility	2.04	1.63	+0.41
Sortino ratio Return per unit of downside risk	2.54	2.11	+0.43
Omega ratio Gain probability vs. loss probability	1.37	1.33	+0.04
Calmar ratio Return relative to maximum drawdown	2.31	2.54	-0.23
Martin ratio Return relative to average drawdown	8.35	9.91	-1.56
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FSTEX vs. DHIVX - Sharpe Ratio Comparison

The current FSTEX Sharpe Ratio is 2.04, which is comparable to the DHIVX Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of FSTEX and DHIVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	FSTEX	DHIVX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.04	1.63	+0.41
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.03	0.82	+0.21
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.30	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.27	0.57	-0.30

Correlation

The correlation between FSTEX and DHIVX is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

FSTEX vs. DHIVX - Dividend Comparison

FSTEX's dividend yield for the trailing twelve months is around 1.60%, less than DHIVX's 3.21% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FSTEX Invesco Energy Fund	1.60%	2.22%	4.03%	2.11%	0.89%	1.80%	2.21%	1.53%	3.05%	2.22%	1.10%	1.58%
DHIVX Centre Global Infrastructure Fund	3.21%	3.66%	2.54%	1.60%	1.85%	1.70%	2.43%	2.31%	2.45%	0.00%	0.00%	0.00%

Drawdowns

FSTEX vs. DHIVX - Drawdown Comparison

The maximum FSTEX drawdown since its inception was -83.31%, which is greater than DHIVX's maximum drawdown of -36.18%. Use the drawdown chart below to compare losses from any high point for FSTEX and DHIVX.

Drawdown Indicators

	FSTEX	DHIVX	Difference
Max Drawdown Largest peak-to-trough decline	-83.31%	-36.18%	-47.13%
Max Drawdown (1Y) Largest decline over 1 year	-18.57%	-7.73%	-10.84%
Max Drawdown (5Y) Largest decline over 5 years	-26.88%	-20.41%	-6.47%
Max Drawdown (10Y) Largest decline over 10 years	-73.41%	—	—
Current Drawdown Current decline from peak	-0.55%	-3.31%	+2.76%
Average Drawdown Average peak-to-trough decline	-25.28%	-5.65%	-19.63%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.13%	1.98%	+3.15%

Volatility

FSTEX vs. DHIVX - Volatility Comparison

Invesco Energy Fund (FSTEX) has a higher volatility of 4.36% compared to Centre Global Infrastructure Fund (DHIVX) at 2.72%. This indicates that FSTEX's price experiences larger fluctuations and is considered to be riskier than DHIVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FSTEX	DHIVX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.36%	2.72%	+1.64%
Volatility (6M) Calculated over the trailing 6-month period	12.75%	6.98%	+5.77%
Volatility (1Y) Calculated over the trailing 1-year period	22.29%	11.79%	+10.50%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.29%	12.26%	+13.03%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	29.77%	14.74%	+15.03%