OIDYX vs. ACSTX

Last updated Jul 1, 2026

OIDYX (Invesco International Diversified Fund) and ACSTX (Invesco Comstock Fund) are both mutual funds - OIDYX is a Foreign Large Cap Equities fund managed by Invesco, while ACSTX is a Large Cap Value Equities fund managed by Invesco. Over the past 10 years, OIDYX returned 7.47%/yr vs 12.89%/yr for ACSTX. A 0.73 correlation means they provide meaningful diversification when combined. OIDYX charges 0.19%/yr vs 0.80%/yr for ACSTX.

Performance

OIDYX vs. ACSTX - Performance Comparison

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

Returns By Period

In the year-to-date period, OIDYX achieves a 10.56% return, which is significantly lower than ACSTX's 11.16% return. Over the past 10 years, OIDYX has underperformed ACSTX with an annualized return of 7.47%, while ACSTX has yielded a comparatively higher 12.89% annualized return.

OIDYX

• 1D: 0.73%
• 1M: -0.33%
• YTD: 10.56%
• 6M: 10.23%
• 1Y: 18.34%
• 3Y*: 10.83%
• 5Y*: 2.35%
• 10Y*: 7.47%

ACSTX

• 1D: 0.41%
• 1M: 1.98%
• YTD: 11.16%
• 6M: 10.45%
• 1Y: 21.23%
• 3Y*: 17.44%
• 5Y*: 12.79%
• 10Y*: 12.89%

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

OIDYX vs. ACSTX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
OIDYX Invesco International Diversified Fund	10.56%	21.74%	-2.37%	15.74%	-25.05%	4.30%	20.82%	25.06%	-14.44%	32.75%
ACSTX Invesco Comstock Fund	11.16%	17.22%	15.00%	12.37%	0.74%	33.33%	-0.78%	24.35%	-12.34%	17.75%

Correlation

The correlation between OIDYX and ACSTX is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.63
Correlation (3Y) Calculated over the trailing 3-year period	0.66
Correlation (5Y) Calculated over the trailing 5-year period	0.70
Correlation (10Y) Calculated over the trailing 10-year period	0.66
Correlation (All Time) Calculated using the full available price history since Sep 29, 2005	0.73

The correlation between OIDYX and ACSTX has been stable across timeframes, ranging from 0.63 to 0.73 - a consistent structural relationship.

Return for Risk

OIDYX vs. ACSTX — Risk / Return Rank

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

OIDYX

OIDYX Risk / Return Rank: 28
OIDYX Sharpe Ratio Rank: 26
OIDYX Sortino Ratio Rank: 25
OIDYX Omega Ratio Rank: 27
OIDYX Calmar Ratio Rank: 28
OIDYX Martin Ratio Rank: 32

ACSTX

ACSTX Risk / Return Rank: 71
ACSTX Sharpe Ratio Rank: 73
ACSTX Sortino Ratio Rank: 74
ACSTX Omega Ratio Rank: 68
ACSTX Calmar Ratio Rank: 72
ACSTX Martin Ratio Rank: 67

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.

OIDYX vs. ACSTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco International Diversified Fund (OIDYX) 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.

	OIDYX	ACSTX	Difference
Sharpe ratio: Return per unit of total volatility	1.20	1.99	-0.80
Sortino ratio: Return per unit of downside risk	1.71	2.89	-1.18
Omega ratio: Gain probability vs. loss probability	1.22	1.36	-0.13
Calmar ratio: Return relative to maximum drawdown	1.67	2.74	-1.07
Martin ratio: Return relative to average drawdown	6.12	10.38	-4.26

OIDYX vs. ACSTX - Sharpe Ratio Comparison

The current OIDYX Sharpe Ratio is 1.20, which is lower than the ACSTX Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of OIDYX 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

OIDYX vs. ACSTX - Drawdown Comparison

The maximum OIDYX drawdown since its inception was -58.32%, roughly equal to the maximum ACSTX drawdown of -58.61%. Use the drawdown chart below to compare losses from any high point for OIDYX and ACSTX.

Drawdown Indicators

	OIDYX	ACSTX	Difference
Max Drawdown Largest peak-to-trough decline	-58.32%	-58.61%	+0.29%
Max Drawdown (1Y) Largest decline over 1 year	-11.07%	-8.02%	-3.05%
Max Drawdown (3Y) Largest decline over 3 years	-17.59%	-15.61%	-1.98%
Max Drawdown (5Y) Largest decline over 5 years	-37.96%	-17.25%	-20.71%
Max Drawdown (10Y) Largest decline over 10 years	-37.96%	-44.80%	+6.84%
Current Drawdown Current decline from peak	-2.33%	-0.08%	-2.25%
Average Drawdown Average peak-to-trough decline	-12.14%	-9.33%	-2.81%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.01%	2.11%	+0.90%

Volatility

OIDYX vs. ACSTX - Volatility Comparison

Invesco International Diversified Fund (OIDYX) has a higher volatility of 6.68% compared to Invesco Comstock Fund (ACSTX) at 3.40%. This indicates that OIDYX'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

	OIDYX	ACSTX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.68%	3.40%	+3.28%
Volatility (6M) Calculated over the trailing 6-month period	13.41%	8.29%	+5.12%
Volatility (1Y) Calculated over the trailing 1-year period	15.51%	11.05%	+4.46%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.71%	15.35%	+1.36%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.38%	19.34%	-2.96%

OIDYX vs. ACSTX - Expense Ratio Comparison

OIDYX has a 0.19% expense ratio, which is lower than ACSTX's 0.80% expense ratio.

Dividends

OIDYX vs. ACSTX - Dividend Comparison

OIDYX's dividend yield for the trailing twelve months is around 31.60%, more than ACSTX's 7.99% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ACSTX Invesco Comstock Fund	7.99%	8.79%	10.17%	8.44%	13.00%	8.66%	2.05%	6.66%	10.03%	3.60%	6.98%	1.10%
OIDYX Invesco International Diversified Fund	31.60%	34.94%	5.44%	0.37%	14.77%	8.15%	1.17%	2.13%	1.18%	0.65%	0.71%	1.21%

Frequently Asked Questions

Can I hold both OIDYX and ACSTX in my portfolio?

OIDYX and ACSTX have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, OIDYX or ACSTX?

OIDYX has higher volatility (6.68%) compared to ACSTX (3.40%). In terms of maximum drawdown, OIDYX dropped -58.32% vs ACSTX's -58.61%.

Which has better risk-adjusted returns?

ACSTX currently has the higher Sharpe Ratio (1.99 vs 1.20), 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.