HCYAX vs. ABRZX
Compare and contrast key facts about Hilton Tactical Income Fund (HCYAX) and Invesco Balanced-Risk Allocation Fund Class A (ABRZX).
HCYAX is managed by Direxion. It was launched on Sep 15, 2013. ABRZX is an actively managed fund by Invesco. It was launched on Jun 2, 2009.
Performance
HCYAX vs. ABRZX - Performance Comparison
Loading graphics...
HCYAX vs. ABRZX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HCYAX Hilton Tactical Income Fund | -2.63% | 8.41% | 10.12% | 6.81% | -10.88% | 15.51% | -1.78% | 15.34% | -2.96% | 8.06% |
ABRZX Invesco Balanced-Risk Allocation Fund Class A | 11.64% | 8.20% | 3.14% | 5.97% | -14.96% | 9.36% | 9.20% | 9.43% | -7.01% | 9.80% |
Returns By Period
In the year-to-date period, HCYAX achieves a -2.63% return, which is significantly lower than ABRZX's 11.64% return. Over the past 10 years, HCYAX has outperformed ABRZX with an annualized return of 5.12%, while ABRZX has yielded a comparatively lower 4.68% annualized return.
HCYAX
- 1D
- 0.06%
- 1M
- -5.09%
- YTD
- -2.63%
- 6M
- -0.90%
- 1Y
- 6.00%
- 3Y*
- 7.01%
- 5Y*
- 4.13%
- 10Y*
- 5.12%
ABRZX
- 1D
- 0.89%
- 1M
- -1.09%
- YTD
- 11.64%
- 6M
- 13.79%
- 1Y
- 19.11%
- 3Y*
- 8.79%
- 5Y*
- 3.99%
- 10Y*
- 4.68%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
HCYAX vs. ABRZX - Expense Ratio Comparison
HCYAX has a 1.12% expense ratio, which is lower than ABRZX's 1.41% expense ratio.
Return for Risk
HCYAX vs. ABRZX — Risk / Return Rank
HCYAX
ABRZX
HCYAX vs. ABRZX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hilton Tactical Income Fund (HCYAX) and Invesco Balanced-Risk Allocation Fund Class A (ABRZX). 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.
| HCYAX | ABRZX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.93 | 2.03 | -1.10 |
Sortino ratioReturn per unit of downside risk | 1.32 | 2.63 | -1.31 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.40 | -0.21 |
Calmar ratioReturn relative to maximum drawdown | 1.13 | 2.66 | -1.53 |
Martin ratioReturn relative to average drawdown | 4.62 | 10.66 | -6.04 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| HCYAX | ABRZX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.93 | 2.03 | -1.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.33 | +0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.43 | +0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.58 | +0.02 |
Correlation
The correlation between HCYAX and ABRZX is 0.51, 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
HCYAX vs. ABRZX - Dividend Comparison
HCYAX's dividend yield for the trailing twelve months is around 6.58%, more than ABRZX's 3.03% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HCYAX Hilton Tactical Income Fund | 6.58% | 6.26% | 3.22% | 2.81% | 2.77% | 2.40% | 3.26% | 2.64% | 3.98% | 2.54% | 3.63% | 4.28% |
ABRZX Invesco Balanced-Risk Allocation Fund Class A | 3.03% | 3.38% | 13.28% | 2.21% | 0.00% | 26.02% | 1.18% | 6.49% | 0.00% | 6.43% | 4.41% | 6.91% |
Drawdowns
HCYAX vs. ABRZX - Drawdown Comparison
The maximum HCYAX drawdown since its inception was -25.70%, roughly equal to the maximum ABRZX drawdown of -26.62%. Use the drawdown chart below to compare losses from any high point for HCYAX and ABRZX.
Loading graphics...
Drawdown Indicators
| HCYAX | ABRZX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.70% | -26.62% | +0.92% |
Max Drawdown (1Y)Largest decline over 1 year | -5.22% | -6.90% | +1.68% |
Max Drawdown (5Y)Largest decline over 5 years | -13.90% | -19.33% | +5.43% |
Max Drawdown (10Y)Largest decline over 10 years | -25.70% | -26.62% | +0.92% |
Current DrawdownCurrent decline from peak | -5.09% | -2.36% | -2.73% |
Average DrawdownAverage peak-to-trough decline | -3.27% | -4.79% | +1.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.27% | 1.72% | -0.45% |
Volatility
HCYAX vs. ABRZX - Volatility Comparison
The current volatility for Hilton Tactical Income Fund (HCYAX) is 2.18%, while Invesco Balanced-Risk Allocation Fund Class A (ABRZX) has a volatility of 3.98%. This indicates that HCYAX experiences smaller price fluctuations and is considered to be less risky than ABRZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| HCYAX | ABRZX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.18% | 3.98% | -1.80% |
Volatility (6M)Calculated over the trailing 6-month period | 4.01% | 7.55% | -3.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.86% | 9.36% | -2.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.45% | 12.17% | -5.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.07% | 10.88% | -2.81% |