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OAAYX vs. VAFAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OAAYX vs. VAFAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Active Allocation Fund (OAAYX) and Invesco American Franchise Fund Class A (VAFAX). The values are adjusted to include any dividend payments, if applicable.

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OAAYX vs. VAFAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
VAFAX
Invesco American Franchise Fund Class A
-9.70%11.86%34.78%40.91%-31.20%11.13%42.15%36.55%-3.99%27.11%

Returns By Period

In the year-to-date period, OAAYX achieves a -0.79% return, which is significantly higher than VAFAX's -9.70% return. Over the past 10 years, OAAYX has underperformed VAFAX with an annualized return of 7.81%, while VAFAX has yielded a comparatively higher 13.99% 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%

VAFAX

1D
4.44%
1M
-5.93%
YTD
-9.70%
6M
-12.22%
1Y
14.68%
3Y*
19.34%
5Y*
7.06%
10Y*
13.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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OAAYX vs. VAFAX - Expense Ratio Comparison

OAAYX has a 0.23% expense ratio, which is lower than VAFAX's 0.95% expense ratio.


Return for Risk

OAAYX vs. VAFAX — Risk / Return Rank

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

OAAYX
OAAYX Risk / Return Rank: 6565
Overall Rank
OAAYX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
OAAYX Sortino Ratio Rank: 6565
Sortino Ratio Rank
OAAYX Omega Ratio Rank: 6161
Omega Ratio Rank
OAAYX Calmar Ratio Rank: 6565
Calmar Ratio Rank
OAAYX Martin Ratio Rank: 6969
Martin Ratio Rank

VAFAX
VAFAX Risk / Return Rank: 2222
Overall Rank
VAFAX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
VAFAX Sortino Ratio Rank: 2626
Sortino Ratio Rank
VAFAX Omega Ratio Rank: 2525
Omega Ratio Rank
VAFAX Calmar Ratio Rank: 2020
Calmar Ratio Rank
VAFAX Martin Ratio Rank: 1818
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.

OAAYX vs. VAFAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Active Allocation Fund (OAAYX) and Invesco American Franchise Fund Class A (VAFAX). 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.


OAAYXVAFAXDifference

Sharpe ratio

Return per unit of total volatility

1.22

0.63

+0.59

Sortino ratio

Return per unit of downside risk

1.79

1.06

+0.74

Omega ratio

Gain probability vs. loss probability

1.25

1.15

+0.11

Calmar ratio

Return relative to maximum drawdown

1.69

0.65

+1.05

Martin ratio

Return relative to average drawdown

7.37

2.03

+5.34

OAAYX vs. VAFAX - Sharpe Ratio Comparison

The current OAAYX Sharpe Ratio is 1.22, which is higher than the VAFAX Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of OAAYX and VAFAX, 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


OAAYXVAFAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.22

0.63

+0.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

0.31

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.63

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.53

-0.14

Correlation

The correlation between OAAYX and VAFAX is 0.86, 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. VAFAX - Dividend Comparison

OAAYX's dividend yield for the trailing twelve months is around 5.35%, less than VAFAX's 15.61% yield.


TTM20252024202320222021202020192018201720162015
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%
VAFAX
Invesco American Franchise Fund Class A
15.61%14.09%3.74%0.00%8.32%26.50%8.78%6.85%10.42%5.37%4.08%4.90%

Drawdowns

OAAYX vs. VAFAX - Drawdown Comparison

The maximum OAAYX drawdown since its inception was -54.70%, which is greater than VAFAX's maximum drawdown of -48.48%. Use the drawdown chart below to compare losses from any high point for OAAYX and VAFAX.


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Drawdown Indicators


OAAYXVAFAXDifference

Max Drawdown

Largest peak-to-trough decline

-54.70%

-48.48%

-6.22%

Max Drawdown (1Y)

Largest decline over 1 year

-9.08%

-19.27%

+10.19%

Max Drawdown (5Y)

Largest decline over 5 years

-26.60%

-38.86%

+12.26%

Max Drawdown (10Y)

Largest decline over 10 years

-31.18%

-38.86%

+7.68%

Current Drawdown

Current decline from peak

-5.62%

-15.69%

+10.07%

Average Drawdown

Average peak-to-trough decline

-9.46%

-8.16%

-1.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.09%

6.14%

-4.05%

Volatility

OAAYX vs. VAFAX - Volatility Comparison

The current volatility for Invesco Active Allocation Fund (OAAYX) is 5.09%, while Invesco American Franchise Fund Class A (VAFAX) has a volatility of 8.31%. This indicates that OAAYX experiences smaller price fluctuations and is considered to be less risky than VAFAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OAAYXVAFAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.09%

8.31%

-3.22%

Volatility (6M)

Calculated over the trailing 6-month period

8.54%

15.69%

-7.15%

Volatility (1Y)

Calculated over the trailing 1-year period

13.80%

25.39%

-11.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.73%

23.03%

-10.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.22%

22.23%

-9.01%