OAAYX vs. AAAAX
Compare and contrast key facts about Invesco Active Allocation Fund (OAAYX) and DWS RREEF Real Assets Fund - Class A (AAAAX).
OAAYX is managed by Invesco. It was launched on Apr 4, 2005. AAAAX is managed by DWS. It was launched on Jul 30, 2007.
Performance
OAAYX vs. AAAAX - Performance Comparison
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OAAYX vs. AAAAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
OAAYX Invesco Active Allocation Fund | -0.79% | 15.81% | 9.98% | 13.83% | -19.11% | 14.38% | 13.12% | 23.65% | -9.42% | 19.58% |
AAAAX DWS RREEF Real Assets Fund - Class A | 9.77% | 12.82% | 5.24% | 2.30% | -9.91% | 23.45% | 3.71% | 21.42% | -5.36% | 14.67% |
Returns By Period
In the year-to-date period, OAAYX achieves a -0.79% return, which is significantly lower than AAAAX's 9.77% return. Over the past 10 years, OAAYX has outperformed AAAAX with an annualized return of 7.81%, while AAAAX has yielded a comparatively lower 7.40% annualized return.
OAAYX
- 1D
- 2.44%
- 1M
- -4.85%
- YTD
- -0.79%
- 6M
- 1.48%
- 1Y
- 16.32%
- 3Y*
- 11.11%
- 5Y*
- 4.73%
- 10Y*
- 7.81%
AAAAX
- 1D
- 1.09%
- 1M
- -3.53%
- YTD
- 9.77%
- 6M
- 11.84%
- 1Y
- 17.50%
- 3Y*
- 10.19%
- 5Y*
- 6.78%
- 10Y*
- 7.40%
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OAAYX vs. AAAAX - Expense Ratio Comparison
OAAYX has a 0.23% expense ratio, which is lower than AAAAX's 1.22% expense ratio.
Return for Risk
OAAYX vs. AAAAX — Risk / Return Rank
OAAYX
AAAAX
OAAYX vs. AAAAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Active Allocation Fund (OAAYX) and DWS RREEF Real Assets Fund - Class A (AAAAX). 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.
| OAAYX | AAAAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.22 | 1.57 | -0.34 |
Sortino ratioReturn per unit of downside risk | 1.79 | 2.11 | -0.31 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.32 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.69 | 1.91 | -0.22 |
Martin ratioReturn relative to average drawdown | 7.37 | 10.22 | -2.84 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| OAAYX | AAAAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.22 | 1.57 | -0.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.37 | 0.56 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.59 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.38 | 0.00 |
Correlation
The correlation between OAAYX and AAAAX is 0.79, 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
OAAYX vs. AAAAX - Dividend Comparison
OAAYX's dividend yield for the trailing twelve months is around 5.35%, more than AAAAX's 3.23% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OAAYX Invesco Active Allocation Fund | 5.35% | 5.31% | 5.94% | 3.31% | 4.85% | 8.53% | 12.58% | 8.88% | 1.84% | 1.32% | 1.26% | 1.81% |
AAAAX DWS RREEF Real Assets Fund - Class A | 3.23% | 3.54% | 2.45% | 2.08% | 4.17% | 2.31% | 1.33% | 1.81% | 1.61% | 1.52% | 1.47% | 2.15% |
Drawdowns
OAAYX vs. AAAAX - Drawdown Comparison
The maximum OAAYX drawdown since its inception was -54.70%, which is greater than AAAAX's maximum drawdown of -40.47%. Use the drawdown chart below to compare losses from any high point for OAAYX and AAAAX.
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Drawdown Indicators
| OAAYX | AAAAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.70% | -40.47% | -14.23% |
Max Drawdown (1Y)Largest decline over 1 year | -9.08% | -9.55% | +0.47% |
Max Drawdown (5Y)Largest decline over 5 years | -26.60% | -22.62% | -3.98% |
Max Drawdown (10Y)Largest decline over 10 years | -31.18% | -29.41% | -1.77% |
Current DrawdownCurrent decline from peak | -5.62% | -3.53% | -2.09% |
Average DrawdownAverage peak-to-trough decline | -9.46% | -6.89% | -2.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.09% | 1.79% | +0.30% |
Volatility
OAAYX vs. AAAAX - Volatility Comparison
Invesco Active Allocation Fund (OAAYX) has a higher volatility of 5.09% compared to DWS RREEF Real Assets Fund - Class A (AAAAX) at 3.27%. This indicates that OAAYX's price experiences larger fluctuations and is considered to be riskier than AAAAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OAAYX | AAAAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.09% | 3.27% | +1.82% |
Volatility (6M)Calculated over the trailing 6-month period | 8.54% | 7.26% | +1.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.80% | 11.62% | +2.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.73% | 12.19% | +0.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.22% | 12.66% | +0.56% |