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FTCHX vs. ACEIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FTCHX vs. ACEIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Technology Fund (FTCHX) and Invesco Equity and Income Fund (ACEIX). The values are adjusted to include any dividend payments, if applicable.

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FTCHX vs. ACEIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FTCHX
Invesco Technology Fund
-5.10%20.77%34.49%47.38%-39.96%13.00%46.14%35.62%-0.88%34.78%
ACEIX
Invesco Equity and Income Fund
-1.20%12.85%11.77%10.08%-7.75%18.02%9.96%19.17%-9.74%10.86%

Returns By Period

In the year-to-date period, FTCHX achieves a -5.10% return, which is significantly lower than ACEIX's -1.20% return. Over the past 10 years, FTCHX has outperformed ACEIX with an annualized return of 16.00%, while ACEIX has yielded a comparatively lower 8.47% annualized return.


FTCHX

1D
-3.74%
1M
-11.35%
YTD
-5.10%
6M
-3.35%
1Y
36.47%
3Y*
24.45%
5Y*
8.86%
10Y*
16.00%

ACEIX

1D
-0.37%
1M
-5.34%
YTD
-1.20%
6M
2.41%
1Y
11.40%
3Y*
11.00%
5Y*
6.63%
10Y*
8.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FTCHX vs. ACEIX - Expense Ratio Comparison

FTCHX has a 0.91% expense ratio, which is higher than ACEIX's 0.78% expense ratio.


Return for Risk

FTCHX vs. ACEIX — Risk / Return Rank

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

FTCHX
FTCHX Risk / Return Rank: 7171
Overall Rank
FTCHX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
FTCHX Sortino Ratio Rank: 6868
Sortino Ratio Rank
FTCHX Omega Ratio Rank: 6262
Omega Ratio Rank
FTCHX Calmar Ratio Rank: 8484
Calmar Ratio Rank
FTCHX Martin Ratio Rank: 7474
Martin Ratio Rank

ACEIX
ACEIX Risk / Return Rank: 5656
Overall Rank
ACEIX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
ACEIX Sortino Ratio Rank: 5656
Sortino Ratio Rank
ACEIX Omega Ratio Rank: 6161
Omega Ratio Rank
ACEIX Calmar Ratio Rank: 5050
Calmar Ratio Rank
ACEIX Martin Ratio Rank: 5454
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.

FTCHX vs. ACEIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Technology Fund (FTCHX) and Invesco Equity and Income Fund (ACEIX). 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.


FTCHXACEIXDifference

Sharpe ratio

Return per unit of total volatility

1.19

1.05

+0.14

Sortino ratio

Return per unit of downside risk

1.68

1.47

+0.21

Omega ratio

Gain probability vs. loss probability

1.23

1.23

0.00

Calmar ratio

Return relative to maximum drawdown

2.09

1.21

+0.88

Martin ratio

Return relative to average drawdown

7.00

5.18

+1.82

FTCHX vs. ACEIX - Sharpe Ratio Comparison

The current FTCHX Sharpe Ratio is 1.19, which is comparable to the ACEIX Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of FTCHX and ACEIX, 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


FTCHXACEIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.19

1.05

+0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

0.60

-0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.66

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.71

-0.38

Correlation

The correlation between FTCHX and ACEIX is 0.69, 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

FTCHX vs. ACEIX - Dividend Comparison

FTCHX's dividend yield for the trailing twelve months is around 27.98%, more than ACEIX's 6.98% yield.


TTM20252024202320222021202020192018201720162015
FTCHX
Invesco Technology Fund
27.98%26.56%13.59%0.80%1.60%27.66%7.06%9.58%9.01%4.14%6.98%6.88%
ACEIX
Invesco Equity and Income Fund
6.98%6.87%8.28%6.91%6.65%13.74%2.94%5.53%8.91%6.73%3.94%5.17%

Drawdowns

FTCHX vs. ACEIX - Drawdown Comparison

The maximum FTCHX drawdown since its inception was -87.78%, which is greater than ACEIX's maximum drawdown of -40.08%. Use the drawdown chart below to compare losses from any high point for FTCHX and ACEIX.


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Drawdown Indicators


FTCHXACEIXDifference

Max Drawdown

Largest peak-to-trough decline

-87.78%

-40.08%

-47.70%

Max Drawdown (1Y)

Largest decline over 1 year

-14.29%

-8.63%

-5.66%

Max Drawdown (5Y)

Largest decline over 5 years

-47.89%

-16.73%

-31.16%

Max Drawdown (10Y)

Largest decline over 10 years

-47.89%

-30.80%

-17.09%

Current Drawdown

Current decline from peak

-14.29%

-5.50%

-8.79%

Average Drawdown

Average peak-to-trough decline

-36.55%

-4.63%

-31.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.27%

2.01%

+2.26%

Volatility

FTCHX vs. ACEIX - Volatility Comparison

Invesco Technology Fund (FTCHX) has a higher volatility of 11.93% compared to Invesco Equity and Income Fund (ACEIX) at 2.88%. This indicates that FTCHX's price experiences larger fluctuations and is considered to be riskier than ACEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FTCHXACEIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.93%

2.88%

+9.05%

Volatility (6M)

Calculated over the trailing 6-month period

22.01%

6.13%

+15.88%

Volatility (1Y)

Calculated over the trailing 1-year period

30.46%

11.63%

+18.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.45%

11.13%

+17.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.09%

12.84%

+13.25%