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ODIIX vs. ACEIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ODIIX vs. ACEIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Discovery Fund Class R6 (ODIIX) and Invesco Equity and Income Fund (ACEIX). The values are adjusted to include any dividend payments, if applicable.

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ODIIX vs. ACEIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ODIIX
Invesco Discovery Fund Class R6
1.07%17.14%23.04%17.46%-31.00%15.37%50.87%37.36%-3.68%29.58%
ACEIX
Invesco Equity and Income Fund
-1.20%12.85%11.77%10.08%-7.75%18.02%9.96%19.17%-9.74%10.86%

Returns By Period

In the year-to-date period, ODIIX achieves a 1.07% return, which is significantly higher than ACEIX's -1.20% return. Over the past 10 years, ODIIX has outperformed ACEIX with an annualized return of 14.52%, while ACEIX has yielded a comparatively lower 8.47% annualized return.


ODIIX

1D
-3.42%
1M
-10.89%
YTD
1.07%
6M
6.33%
1Y
34.65%
3Y*
17.22%
5Y*
5.65%
10Y*
14.52%

ACEIX

1D
-0.37%
1M
-5.34%
YTD
-1.20%
6M
2.41%
1Y
11.40%
3Y*
11.00%
5Y*
6.63%
10Y*
8.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ODIIX vs. ACEIX - Expense Ratio Comparison

ODIIX has a 0.65% expense ratio, which is lower than ACEIX's 0.78% expense ratio.


Return for Risk

ODIIX vs. ACEIX — Risk / Return Rank

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

ODIIX
ODIIX Risk / Return Rank: 5858
Overall Rank
ODIIX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
ODIIX Sortino Ratio Rank: 7979
Sortino Ratio Rank
ODIIX Omega Ratio Rank: 7171
Omega Ratio Rank
ODIIX Calmar Ratio Rank: 3131
Calmar Ratio Rank
ODIIX Martin Ratio Rank: 3030
Martin Ratio Rank

ACEIX
ACEIX Risk / Return Rank: 5656
Overall Rank
ACEIX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
ACEIX Sortino Ratio Rank: 5656
Sortino Ratio Rank
ACEIX Omega Ratio Rank: 6161
Omega Ratio Rank
ACEIX Calmar Ratio Rank: 5050
Calmar Ratio Rank
ACEIX Martin Ratio Rank: 5454
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.

ODIIX vs. ACEIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Discovery Fund Class R6 (ODIIX) and Invesco Equity and Income Fund (ACEIX). 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.


ODIIXACEIXDifference

Sharpe ratio

Return per unit of total volatility

1.39

1.05

+0.34

Sortino ratio

Return per unit of downside risk

2.01

1.47

+0.53

Omega ratio

Gain probability vs. loss probability

1.27

1.23

+0.04

Calmar ratio

Return relative to maximum drawdown

0.88

1.21

-0.33

Martin ratio

Return relative to average drawdown

3.25

5.18

-1.93

ODIIX vs. ACEIX - Sharpe Ratio Comparison

The current ODIIX Sharpe Ratio is 1.39, which is higher than the ACEIX Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of ODIIX and ACEIX, 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


ODIIXACEIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.39

1.05

+0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

0.60

-0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.66

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.71

-0.12

Correlation

The correlation between ODIIX and ACEIX is 0.74, 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

ODIIX vs. ACEIX - Dividend Comparison

ODIIX's dividend yield for the trailing twelve months is around 9.83%, more than ACEIX's 6.98% yield.


TTM20252024202320222021202020192018201720162015
ODIIX
Invesco Discovery Fund Class R6
9.83%9.94%5.27%0.00%0.00%16.15%9.22%5.40%16.05%10.90%3.86%6.15%
ACEIX
Invesco Equity and Income Fund
6.98%6.87%8.28%6.91%6.65%13.74%2.94%5.53%8.91%6.73%3.94%5.17%

Drawdowns

ODIIX vs. ACEIX - Drawdown Comparison

The maximum ODIIX drawdown since its inception was -43.06%, which is greater than ACEIX's maximum drawdown of -40.08%. Use the drawdown chart below to compare losses from any high point for ODIIX and ACEIX.


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Drawdown Indicators


ODIIXACEIXDifference

Max Drawdown

Largest peak-to-trough decline

-43.06%

-40.08%

-2.98%

Max Drawdown (1Y)

Largest decline over 1 year

-13.39%

-8.63%

-4.76%

Max Drawdown (5Y)

Largest decline over 5 years

-43.06%

-16.73%

-26.33%

Max Drawdown (10Y)

Largest decline over 10 years

-43.06%

-30.80%

-12.26%

Current Drawdown

Current decline from peak

-11.36%

-5.50%

-5.86%

Average Drawdown

Average peak-to-trough decline

-10.27%

-4.63%

-5.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.61%

2.01%

+3.60%

Volatility

ODIIX vs. ACEIX - Volatility Comparison

Invesco Discovery Fund Class R6 (ODIIX) has a higher volatility of 9.95% compared to Invesco Equity and Income Fund (ACEIX) at 2.88%. This indicates that ODIIX's price experiences larger fluctuations and is considered to be riskier than ACEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ODIIXACEIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.95%

2.88%

+7.07%

Volatility (6M)

Calculated over the trailing 6-month period

19.22%

6.13%

+13.09%

Volatility (1Y)

Calculated over the trailing 1-year period

27.84%

11.63%

+16.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.30%

11.13%

+14.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.69%

12.84%

+11.85%