IVKIX vs. UPDDX

Last updated Jun 5, 2026

IVKIX (VY Invesco Comstock Portfolio) and UPDDX (Upright Growth & Income Fund) are both Large Cap Value Equities funds. At a 0.00 correlation, their price movements are largely independent. IVKIX charges 0.70%/yr vs 2.57%/yr for UPDDX.

Performance

IVKIX vs. UPDDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VY Invesco Comstock Portfolio (IVKIX) and Upright Growth & Income Fund (UPDDX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

IVKIX

• 1D: -0.13%
• 1M: 2.08%
• YTD: 9.05%
• 6M: 9.15%
• 1Y: 22.07%
• 3Y*: 17.44%
• 5Y*: 11.20%
• 10Y*: 14.41%

UPDDX

• 1D: -1.24%
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

IVKIX vs. UPDDX - Yearly Performance Comparison

	2026 (YTD)
IVKIX VY Invesco Comstock Portfolio	-0.39%
UPDDX Upright Growth & Income Fund	2.39%

Correlation

The correlation between IVKIX and UPDDX is 0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (All Time) Calculated using the full available price history since May 29, 2026	0.00

Return for Risk

IVKIX vs. UPDDX — Risk / Return Rank

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

IVKIX

IVKIX Risk / Return Rank: 61
IVKIX Sharpe Ratio Rank: 60
IVKIX Sortino Ratio Rank: 63
IVKIX Omega Ratio Rank: 55
IVKIX Calmar Ratio Rank: 68
IVKIX Martin Ratio Rank: 59

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.

IVKIX vs. UPDDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VY Invesco Comstock Portfolio (IVKIX) and Upright Growth & Income Fund (UPDDX). 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.

	IVKIX	UPDDX	Difference
Sharpe ratio: Return per unit of total volatility	2.23	—	—
Sortino ratio: Return per unit of downside risk	3.26	—	—
Omega ratio: Gain probability vs. loss probability	1.40	—	—
Calmar ratio: Return relative to maximum drawdown	3.10	—	—
Martin ratio: Return relative to average drawdown	11.43	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	IVKIX	UPDDX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.23	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.73	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.73	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.47	15.08	-14.60

Drawdowns

IVKIX vs. UPDDX - Drawdown Comparison

The maximum IVKIX drawdown since its inception was -58.95%, which is greater than UPDDX's maximum drawdown of -1.24%. Use the drawdown chart below to compare losses from any high point for IVKIX and UPDDX.

Drawdown Indicators

	IVKIX	UPDDX	Difference
Max Drawdown Largest peak-to-trough decline	-58.95%	-1.24%	-57.71%
Max Drawdown (1Y) Largest decline over 1 year	-8.01%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-15.87%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-17.43%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-42.92%	—	—
Current Drawdown Current decline from peak	-0.39%	-1.24%	+0.85%
Average Drawdown Average peak-to-trough decline	-8.40%	-0.39%	-8.01%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.07%	—	—

Volatility

Volatility by Period

	IVKIX	UPDDX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.11%	—	—
Volatility (6M) Calculated over the trailing 6-month period	8.06%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	11.14%	26.35%	-15.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.77%	26.35%	-10.58%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.97%	26.35%	-6.38%

IVKIX vs. UPDDX - Expense Ratio Comparison

IVKIX has a 0.70% expense ratio, which is lower than UPDDX's 2.57% expense ratio.

Dividends

IVKIX vs. UPDDX - Dividend Comparison

IVKIX's dividend yield for the trailing twelve months is around 11.58%, while UPDDX has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IVKIX VY Invesco Comstock Portfolio	11.58%	12.63%	11.52%	15.92%	2.08%	1.63%	6.65%	38.67%	1.87%	1.37%	2.61%	2.82%
UPDDX Upright Growth & Income Fund	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both IVKIX and UPDDX in my portfolio?

IVKIX and UPDDX have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.