IARCX vs. JPM

In the year-to-date period, IARCX achieves a 1.32% return, which is significantly lower than JPM's 11.38% return. Over the past 10 years, IARCX has underperformed JPM with an annualized return of 3.53%, while JPM has yielded a comparatively higher 18.06% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Invesco Real Estate Fund (IARCX) and JPMorgan Chase & Co. (JPM). 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.

The current IARCX Sharpe Ratio is 0.57, which is lower than the JPM Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of IARCX and JPM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

IARCX's dividend yield for the trailing twelve months is around 3.58%, more than JPM's 1.91% yield.

The maximum IARCX drawdown since its inception was -81.73%, which is greater than JPM's maximum drawdown of -74.02%. Use the drawdown chart below to compare losses from any high point for IARCX and JPM.

The current volatility for Invesco Real Estate Fund (IARCX) is 4.58%, while JPMorgan Chase & Co. (JPM) has a volatility of 5.18%. This indicates that IARCX experiences smaller price fluctuations and is considered to be less risky than JPM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.