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FSTEX vs. PAXDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSTEX vs. PAXDX - Performance Comparison

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

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FSTEX vs. PAXDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSTEX
Invesco Energy Fund
38.85%12.31%6.00%0.28%52.85%55.99%-32.13%4.78%-26.82%-8.26%
PAXDX
Pax Global Sustainable Infrastructure Fund
5.11%18.37%-1.55%9.33%-13.45%14.24%14.25%25.88%-4.25%19.24%

Returns By Period

In the year-to-date period, FSTEX achieves a 38.85% return, which is significantly higher than PAXDX's 5.11% 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%

PAXDX

1D
0.00%
1M
0.00%
YTD
5.11%
6M
4.86%
1Y
15.85%
3Y*
8.60%
5Y*
4.21%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSTEX vs. PAXDX - Expense Ratio Comparison

FSTEX has a 1.36% expense ratio, which is higher than PAXDX's 0.83% expense ratio.


Return for Risk

FSTEX vs. PAXDX — Risk / Return Rank

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

FSTEX
FSTEX Risk / Return Rank: 8888
Overall Rank
FSTEX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
FSTEX Sortino Ratio Rank: 9090
Sortino Ratio Rank
FSTEX Omega Ratio Rank: 8787
Omega Ratio Rank
FSTEX Calmar Ratio Rank: 8888
Calmar Ratio Rank
FSTEX Martin Ratio Rank: 8383
Martin Ratio Rank

PAXDX
PAXDX Risk / Return Rank: 8181
Overall Rank
PAXDX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
PAXDX Sortino Ratio Rank: 7979
Sortino Ratio Rank
PAXDX Omega Ratio Rank: 8080
Omega Ratio Rank
PAXDX Calmar Ratio Rank: 8080
Calmar Ratio Rank
PAXDX Martin Ratio Rank: 8888
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.

FSTEX vs. PAXDX - Risk-Adjusted Trends Comparison

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


FSTEXPAXDXDifference

Sharpe ratio

Return per unit of total volatility

2.04

1.42

+0.62

Sortino ratio

Return per unit of downside risk

2.54

1.98

+0.56

Omega ratio

Gain probability vs. loss probability

1.37

1.31

+0.06

Calmar ratio

Return relative to maximum drawdown

2.31

1.95

+0.36

Martin ratio

Return relative to average drawdown

8.35

9.47

-1.11

FSTEX vs. PAXDX - Sharpe Ratio Comparison

The current FSTEX Sharpe Ratio is 2.04, which is higher than the PAXDX Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of FSTEX and PAXDX, 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


FSTEXPAXDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.04

1.42

+0.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.03

0.32

+0.71

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

0.52

-0.25

Correlation

The correlation between FSTEX and PAXDX is 0.46, 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. PAXDX - Dividend Comparison

FSTEX's dividend yield for the trailing twelve months is around 1.60%, less than PAXDX's 2.06% yield.


TTM20252024202320222021202020192018201720162015
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%
PAXDX
Pax Global Sustainable Infrastructure Fund
2.06%2.17%2.07%2.43%2.48%58.94%2.88%4.69%3.55%2.13%0.12%0.00%

Drawdowns

FSTEX vs. PAXDX - Drawdown Comparison

The maximum FSTEX drawdown since its inception was -83.31%, which is greater than PAXDX's maximum drawdown of -33.58%. Use the drawdown chart below to compare losses from any high point for FSTEX and PAXDX.


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Drawdown Indicators


FSTEXPAXDXDifference

Max Drawdown

Largest peak-to-trough decline

-83.31%

-33.58%

-49.73%

Max Drawdown (1Y)

Largest decline over 1 year

-18.57%

-8.05%

-10.52%

Max Drawdown (5Y)

Largest decline over 5 years

-26.88%

-25.04%

-1.84%

Max Drawdown (10Y)

Largest decline over 10 years

-73.41%

Current Drawdown

Current decline from peak

-0.55%

-0.74%

+0.19%

Average Drawdown

Average peak-to-trough decline

-25.28%

-5.34%

-19.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.13%

1.66%

+3.47%

Volatility

FSTEX vs. PAXDX - Volatility Comparison

Invesco Energy Fund (FSTEX) has a higher volatility of 4.36% compared to Pax Global Sustainable Infrastructure Fund (PAXDX) at 0.00%. This indicates that FSTEX's price experiences larger fluctuations and is considered to be riskier than PAXDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSTEXPAXDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.36%

0.00%

+4.36%

Volatility (6M)

Calculated over the trailing 6-month period

12.75%

5.36%

+7.39%

Volatility (1Y)

Calculated over the trailing 1-year period

22.29%

11.81%

+10.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.29%

13.30%

+11.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.77%

16.65%

+13.12%