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IARCX vs. INDEX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IARCX and INDEX is 0.63, 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.


-0.50.00.51.00.6

Performance

IARCX vs. INDEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Real Estate Fund (IARCX) and Index Funds S&P 500 Equal Weight (INDEX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
1.63%
7.43%
IARCX
INDEX

Key characteristics

Sharpe Ratio

IARCX:

-0.02

INDEX:

2.00

Sortino Ratio

IARCX:

0.09

INDEX:

2.66

Omega Ratio

IARCX:

1.01

INDEX:

1.37

Calmar Ratio

IARCX:

-0.00

INDEX:

3.02

Martin Ratio

IARCX:

-0.05

INDEX:

12.85

Ulcer Index

IARCX:

5.21%

INDEX:

1.97%

Daily Std Dev

IARCX:

16.10%

INDEX:

12.65%

Max Drawdown

IARCX:

-82.93%

INDEX:

-38.82%

Current Drawdown

IARCX:

-61.39%

INDEX:

-4.38%

Returns By Period

In the year-to-date period, IARCX achieves a -2.11% return, which is significantly lower than INDEX's 23.38% return.


IARCX

YTD

-2.11%

1M

-8.24%

6M

2.32%

1Y

-1.19%

5Y*

-4.38%

10Y*

-4.03%

INDEX

YTD

23.38%

1M

-1.49%

6M

7.10%

1Y

23.99%

5Y*

11.92%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


IARCX vs. INDEX - Expense Ratio Comparison

IARCX has a 1.98% expense ratio, which is higher than INDEX's 0.25% expense ratio.


IARCX
Invesco Real Estate Fund
Expense ratio chart for IARCX: current value at 1.98% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.98%
Expense ratio chart for INDEX: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

Risk-Adjusted Performance

IARCX vs. INDEX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Real Estate Fund (IARCX) and Index Funds S&P 500 Equal Weight (INDEX). 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.


Sharpe ratio
The chart of Sharpe ratio for IARCX, currently valued at -0.02, compared to the broader market-1.000.001.002.003.004.00-0.022.00
The chart of Sortino ratio for IARCX, currently valued at 0.09, compared to the broader market-2.000.002.004.006.008.0010.000.092.66
The chart of Omega ratio for IARCX, currently valued at 1.01, compared to the broader market0.501.001.502.002.503.003.501.011.37
The chart of Calmar ratio for IARCX, currently valued at -0.01, compared to the broader market0.002.004.006.008.0010.0012.0014.00-0.013.02
The chart of Martin ratio for IARCX, currently valued at -0.05, compared to the broader market0.0020.0040.0060.00-0.0512.85
IARCX
INDEX

The current IARCX Sharpe Ratio is -0.02, which is lower than the INDEX Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of IARCX and INDEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.02
2.00
IARCX
INDEX

Dividends

IARCX vs. INDEX - Dividend Comparison

IARCX's dividend yield for the trailing twelve months is around 1.16%, while INDEX has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
IARCX
Invesco Real Estate Fund
1.16%1.31%0.09%0.17%0.76%0.82%0.65%0.39%1.11%0.43%0.14%0.36%
INDEX
Index Funds S&P 500 Equal Weight
0.00%1.56%1.21%1.09%1.53%1.61%1.82%1.15%1.15%1.19%0.00%0.00%

Drawdowns

IARCX vs. INDEX - Drawdown Comparison

The maximum IARCX drawdown since its inception was -82.93%, which is greater than INDEX's maximum drawdown of -38.82%. Use the drawdown chart below to compare losses from any high point for IARCX and INDEX. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-34.45%
-4.38%
IARCX
INDEX

Volatility

IARCX vs. INDEX - Volatility Comparison

Invesco Real Estate Fund (IARCX) has a higher volatility of 5.66% compared to Index Funds S&P 500 Equal Weight (INDEX) at 4.24%. This indicates that IARCX's price experiences larger fluctuations and is considered to be riskier than INDEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
5.66%
4.24%
IARCX
INDEX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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