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ISHYX vs. ABHYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ISHYX vs. ABHYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Short Duration High Yield Municipal Fund (ISHYX) and American Century High-Yield Municipal Fund (ABHYX). The values are adjusted to include any dividend payments, if applicable.

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ISHYX vs. ABHYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ISHYX
Invesco Short Duration High Yield Municipal Fund
0.13%3.92%6.43%3.58%-8.99%5.96%-0.31%7.84%2.27%8.04%
ABHYX
American Century High-Yield Municipal Fund
-0.65%3.77%6.16%5.90%-13.90%5.61%4.68%9.72%1.48%9.27%

Returns By Period

In the year-to-date period, ISHYX achieves a 0.13% return, which is significantly higher than ABHYX's -0.65% return. Both investments have delivered pretty close results over the past 10 years, with ISHYX having a 2.84% annualized return and ABHYX not far behind at 2.81%.


ISHYX

1D
0.11%
1M
-1.79%
YTD
0.13%
6M
1.85%
1Y
3.51%
3Y*
4.15%
5Y*
1.66%
10Y*
2.84%

ABHYX

1D
0.23%
1M
-2.93%
YTD
-0.65%
6M
0.91%
1Y
3.29%
3Y*
4.29%
5Y*
0.83%
10Y*
2.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ISHYX vs. ABHYX - Expense Ratio Comparison

Both ISHYX and ABHYX have an expense ratio of 0.59%.


Return for Risk

ISHYX vs. ABHYX — Risk / Return Rank

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

ISHYX
ISHYX Risk / Return Rank: 5454
Overall Rank
ISHYX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
ISHYX Sortino Ratio Rank: 5555
Sortino Ratio Rank
ISHYX Omega Ratio Rank: 8080
Omega Ratio Rank
ISHYX Calmar Ratio Rank: 4343
Calmar Ratio Rank
ISHYX Martin Ratio Rank: 3333
Martin Ratio Rank

ABHYX
ABHYX Risk / Return Rank: 2727
Overall Rank
ABHYX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
ABHYX Sortino Ratio Rank: 2222
Sortino Ratio Rank
ABHYX Omega Ratio Rank: 4141
Omega Ratio Rank
ABHYX Calmar Ratio Rank: 2424
Calmar Ratio Rank
ABHYX Martin Ratio Rank: 2121
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.

ISHYX vs. ABHYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Short Duration High Yield Municipal Fund (ISHYX) and American Century High-Yield Municipal Fund (ABHYX). 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.


ISHYXABHYXDifference

Sharpe ratio

Return per unit of total volatility

1.09

0.65

+0.44

Sortino ratio

Return per unit of downside risk

1.49

0.90

+0.59

Omega ratio

Gain probability vs. loss probability

1.31

1.18

+0.13

Calmar ratio

Return relative to maximum drawdown

1.12

0.72

+0.40

Martin ratio

Return relative to average drawdown

3.57

2.20

+1.37

ISHYX vs. ABHYX - Sharpe Ratio Comparison

The current ISHYX Sharpe Ratio is 1.09, which is higher than the ABHYX Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of ISHYX and ABHYX, 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


ISHYXABHYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.09

0.65

+0.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

0.17

+0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.86

0.57

+0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.90

1.03

-0.13

Correlation

The correlation between ISHYX and ABHYX is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

ISHYX vs. ABHYX - Dividend Comparison

ISHYX's dividend yield for the trailing twelve months is around 4.29%, less than ABHYX's 4.84% yield.


TTM20252024202320222021202020192018201720162015
ISHYX
Invesco Short Duration High Yield Municipal Fund
4.29%4.65%4.40%3.38%3.99%3.58%3.58%3.45%3.59%3.51%3.60%0.00%
ABHYX
American Century High-Yield Municipal Fund
4.84%5.11%4.96%4.02%2.77%3.50%3.35%4.08%3.90%3.61%3.61%3.91%

Drawdowns

ISHYX vs. ABHYX - Drawdown Comparison

The maximum ISHYX drawdown since its inception was -13.64%, smaller than the maximum ABHYX drawdown of -26.34%. Use the drawdown chart below to compare losses from any high point for ISHYX and ABHYX.


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Drawdown Indicators


ISHYXABHYXDifference

Max Drawdown

Largest peak-to-trough decline

-13.64%

-26.34%

+12.70%

Max Drawdown (1Y)

Largest decline over 1 year

-3.79%

-6.09%

+2.30%

Max Drawdown (5Y)

Largest decline over 5 years

-12.03%

-18.54%

+6.51%

Max Drawdown (10Y)

Largest decline over 10 years

-13.64%

-18.54%

+4.90%

Current Drawdown

Current decline from peak

-1.79%

-2.93%

+1.14%

Average Drawdown

Average peak-to-trough decline

-2.68%

-3.12%

+0.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.19%

1.99%

-0.80%

Volatility

ISHYX vs. ABHYX - Volatility Comparison

The current volatility for Invesco Short Duration High Yield Municipal Fund (ISHYX) is 0.68%, while American Century High-Yield Municipal Fund (ABHYX) has a volatility of 1.25%. This indicates that ISHYX experiences smaller price fluctuations and is considered to be less risky than ABHYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ISHYXABHYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.68%

1.25%

-0.57%

Volatility (6M)

Calculated over the trailing 6-month period

1.40%

2.06%

-0.66%

Volatility (1Y)

Calculated over the trailing 1-year period

3.83%

6.17%

-2.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.07%

4.90%

-1.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.33%

4.96%

-1.63%