IVNQX vs. ACSTX

Last updated Aug 5, 2026

IVNQX (Invesco Nasdaq 100 Index Fund) and ACSTX (Invesco Comstock Fund) are both mutual funds - IVNQX is a Large Cap Growth Equities fund tracking the Nasdaq-100 Index, while ACSTX is a Large Cap Value Equities fund managed by Invesco. Over the past 5 years, IVNQX returned 14.49%/yr vs 13.60%/yr for ACSTX. Their 0.56 correlation means they have sometimes moved together and sometimes differently. IVNQX charges 0.29%/yr vs 0.80%/yr for ACSTX.

Performance

IVNQX vs. ACSTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Nasdaq 100 Index Fund (IVNQX) and Invesco Comstock Fund (ACSTX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with IVNQX having a 14.15% return and ACSTX slightly lower at 13.68%.

IVNQX

• 1D: 1.77%
• 1M: -1.89%
• 6M: 13.75%
• YTD: 14.15%
• 1Y: 24.49%
• 3Y*: 24.06%
• 5Y*: 14.49%
• 10Y*: —
• ALL TIME*: 17.10%

ACSTX

• 1D: 0.61%
• 1M: 1.61%
• 6M: 9.49%
• YTD: 13.68%
• 1Y: 23.98%
• 3Y*: 17.07%
• 5Y*: 13.60%
• 10Y*: 12.62%
• ALL TIME*: 9.55%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
ACSTX Invesco Comstock Fund	$0.00	$0.00	$0.00
IVNQX Invesco Nasdaq 100 Index Fund	$0.00	$0.00	$0.00

IVNQX vs. ACSTX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
IVNQX Invesco Nasdaq 100 Index Fund	14.15%	20.77%	25.43%	54.62%	-32.05%	26.75%	8.46%
ACSTX Invesco Comstock Fund	13.68%	17.22%	15.00%	12.37%	0.74%	33.33%	17.47%

Correlation

The correlation between IVNQX and ACSTX is 0.47, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.47
Correlation (3Y) Balances recent behavior with more history.	0.55
Correlation (5Y) Shows whether the relationship held over a longer period.	0.62
Correlation (All Time) Calculated using the full available price history since Oct 15, 2020	0.56

The correlation between IVNQX and ACSTX shifts across timeframes, from 0.47 (1 year) to 0.62 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

IVNQX vs. ACSTX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

IVNQX

IVNQX Risk / Return Rank: 46
IVNQX Sharpe Ratio Rank: 44
IVNQX Sortino Ratio Rank: 41
IVNQX Omega Ratio Rank: 39
IVNQX Calmar Ratio Rank: 60
IVNQX Martin Ratio Rank: 48

ACSTX

ACSTX Risk / Return Rank: 88
ACSTX Sharpe Ratio Rank: 91
ACSTX Sortino Ratio Rank: 91
ACSTX Omega Ratio Rank: 86
ACSTX Calmar Ratio Rank: 86
ACSTX Martin Ratio Rank: 89

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

IVNQX vs. ACSTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Nasdaq 100 Index Fund (IVNQX) and Invesco Comstock Fund (ACSTX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	IVNQX	ACSTX	Difference
Sharpe ratio: Return per unit of total volatility	1.40	2.35	-0.95
Sortino ratio: Return per unit of downside risk	1.95	3.38	-1.44
Omega ratio: Gain probability vs. loss probability	1.24	1.43	-0.18
Calmar ratio: Return relative to maximum drawdown	2.27	3.16	-0.90
Martin ratio: Return relative to average drawdown	7.19	12.45	-5.26

IVNQX vs. ACSTX - Sharpe Ratio Comparison

The current IVNQX Sharpe Ratio is 1.40, which is lower than the ACSTX Sharpe Ratio of 2.35. The chart below compares the historical Sharpe Ratios of IVNQX and ACSTX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

IVNQX vs. ACSTX - Drawdown Comparison

The maximum IVNQX drawdown since its inception was -34.83%, smaller than the maximum ACSTX drawdown of -58.61%. Use the drawdown chart below to compare losses from any high point for IVNQX and ACSTX.

Drawdown Indicators

	IVNQX	ACSTX	Difference
Max Drawdown Largest peak-to-trough decline	-34.83%	-58.61%	+23.78%
Max Drawdown (1Y) Largest decline over 1 year	-11.95%	-8.02%	-3.93%
Max Drawdown (3Y) Largest decline over 3 years	-22.70%	-15.61%	-7.09%
Max Drawdown (5Y) Largest decline over 5 years	-34.83%	-17.25%	-17.58%
Max Drawdown (10Y) Largest decline over 10 years	—	-44.80%	—
Current Drawdown Current decline from peak	-6.11%	0.00%	-6.11%
Average Drawdown Average peak-to-trough decline	-8.12%	-9.32%	+1.20%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.75%	2.03%	+1.72%

Volatility

IVNQX vs. ACSTX - Volatility Comparison

Invesco Nasdaq 100 Index Fund (IVNQX) has a higher volatility of 6.93% compared to Invesco Comstock Fund (ACSTX) at 2.32%. This indicates that IVNQX's price experiences larger fluctuations and is considered to be riskier than ACSTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IVNQX	ACSTX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.93%	2.32%	+4.61%
Volatility (6M) Calculated over the trailing 6-month period	15.98%	8.01%	+7.97%
Volatility (1Y) Calculated over the trailing 1-year period	19.38%	10.80%	+8.58%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.00%	15.19%	+7.81%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.60%	19.32%	+3.28%

IVNQX vs. ACSTX - Expense Ratio Comparison

IVNQX has a 0.29% expense ratio, which is lower than ACSTX's 0.80% expense ratio.

Dividends

IVNQX vs. ACSTX - Dividend Comparison

IVNQX's dividend yield for the trailing twelve months is around 1.15%, less than ACSTX's 7.81% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ACSTX Invesco Comstock Fund	7.81%	8.79%	10.17%	8.44%	13.00%	8.66%	2.05%	6.66%	10.03%	3.60%	6.98%	1.10%
IVNQX Invesco Nasdaq 100 Index Fund	1.15%	1.31%	0.72%	0.54%	0.73%	0.84%	0.19%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both IVNQX and ACSTX in my portfolio?

IVNQX and ACSTX have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, IVNQX or ACSTX?

IVNQX has higher volatility (6.93%) compared to ACSTX (2.32%). In terms of maximum drawdown, IVNQX dropped -34.83% vs ACSTX's -58.61%.

Which has better risk-adjusted returns?

ACSTX currently has the higher Sharpe Ratio (2.35 vs 1.40), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.