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LCEAX vs. AGTHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LCEAX vs. AGTHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Diversified Dividend Fund (LCEAX) and American Funds The Growth Fund of America Class A (AGTHX). The values are adjusted to include any dividend payments, if applicable.

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LCEAX vs. AGTHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LCEAX
Invesco Diversified Dividend Fund
-1.63%15.56%13.09%8.88%-1.67%18.98%0.10%25.05%-7.84%7.49%
AGTHX
American Funds The Growth Fund of America Class A
-11.22%19.73%28.02%37.22%-30.75%19.32%37.83%28.16%-3.15%26.14%

Returns By Period

In the year-to-date period, LCEAX achieves a -1.63% return, which is significantly higher than AGTHX's -11.22% return. Over the past 10 years, LCEAX has underperformed AGTHX with an annualized return of 8.13%, while AGTHX has yielded a comparatively higher 13.92% annualized return.


LCEAX

1D
-0.33%
1M
-7.02%
YTD
-1.63%
6M
1.65%
1Y
11.65%
3Y*
11.92%
5Y*
8.57%
10Y*
8.13%

AGTHX

1D
-0.47%
1M
-9.65%
YTD
-11.22%
6M
-9.87%
1Y
13.59%
3Y*
18.87%
5Y*
8.53%
10Y*
13.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LCEAX vs. AGTHX - Expense Ratio Comparison

LCEAX has a 0.81% expense ratio, which is higher than AGTHX's 0.61% expense ratio.


Return for Risk

LCEAX vs. AGTHX — Risk / Return Rank

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

LCEAX
LCEAX Risk / Return Rank: 4646
Overall Rank
LCEAX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
LCEAX Sortino Ratio Rank: 4646
Sortino Ratio Rank
LCEAX Omega Ratio Rank: 5050
Omega Ratio Rank
LCEAX Calmar Ratio Rank: 4343
Calmar Ratio Rank
LCEAX Martin Ratio Rank: 4747
Martin Ratio Rank

AGTHX
AGTHX Risk / Return Rank: 2929
Overall Rank
AGTHX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
AGTHX Sortino Ratio Rank: 3131
Sortino Ratio Rank
AGTHX Omega Ratio Rank: 3131
Omega Ratio Rank
AGTHX Calmar Ratio Rank: 2727
Calmar Ratio Rank
AGTHX Martin Ratio Rank: 2727
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.

LCEAX vs. AGTHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Diversified Dividend Fund (LCEAX) and American Funds The Growth Fund of America Class A (AGTHX). 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.


LCEAXAGTHXDifference

Sharpe ratio

Return per unit of total volatility

0.91

0.65

+0.27

Sortino ratio

Return per unit of downside risk

1.33

1.07

+0.26

Omega ratio

Gain probability vs. loss probability

1.20

1.15

+0.05

Calmar ratio

Return relative to maximum drawdown

1.08

0.76

+0.32

Martin ratio

Return relative to average drawdown

4.66

2.93

+1.73

LCEAX vs. AGTHX - Sharpe Ratio Comparison

The current LCEAX Sharpe Ratio is 0.91, which is higher than the AGTHX Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of LCEAX and AGTHX, 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


LCEAXAGTHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

0.65

+0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

0.42

+0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.71

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.68

-0.20

Correlation

The correlation between LCEAX and AGTHX 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

LCEAX vs. AGTHX - Dividend Comparison

LCEAX's dividend yield for the trailing twelve months is around 12.79%, more than AGTHX's 12.05% yield.


TTM20252024202320222021202020192018201720162015
LCEAX
Invesco Diversified Dividend Fund
12.79%12.54%12.00%7.87%12.23%18.25%3.76%5.02%7.74%1.86%3.51%5.89%
AGTHX
American Funds The Growth Fund of America Class A
12.05%10.69%8.99%7.40%4.05%8.18%4.30%7.15%11.99%7.03%6.61%8.87%

Drawdowns

LCEAX vs. AGTHX - Drawdown Comparison

The maximum LCEAX drawdown since its inception was -50.30%, roughly equal to the maximum AGTHX drawdown of -51.91%. Use the drawdown chart below to compare losses from any high point for LCEAX and AGTHX.


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Drawdown Indicators


LCEAXAGTHXDifference

Max Drawdown

Largest peak-to-trough decline

-50.30%

-51.91%

+1.61%

Max Drawdown (1Y)

Largest decline over 1 year

-10.41%

-13.76%

+3.35%

Max Drawdown (5Y)

Largest decline over 5 years

-16.10%

-36.38%

+20.28%

Max Drawdown (10Y)

Largest decline over 10 years

-36.16%

-36.38%

+0.22%

Current Drawdown

Current decline from peak

-7.50%

-13.76%

+6.26%

Average Drawdown

Average peak-to-trough decline

-5.66%

-9.23%

+3.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.41%

3.57%

-1.16%

Volatility

LCEAX vs. AGTHX - Volatility Comparison

The current volatility for Invesco Diversified Dividend Fund (LCEAX) is 3.46%, while American Funds The Growth Fund of America Class A (AGTHX) has a volatility of 5.46%. This indicates that LCEAX experiences smaller price fluctuations and is considered to be less risky than AGTHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LCEAXAGTHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.46%

5.46%

-2.00%

Volatility (6M)

Calculated over the trailing 6-month period

7.34%

11.61%

-4.27%

Volatility (1Y)

Calculated over the trailing 1-year period

14.22%

20.76%

-6.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.65%

20.17%

-6.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.34%

19.61%

-4.27%