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OLCAX vs. ATOIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OLCAX vs. ATOIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Limited Term California Municipal Fund (OLCAX) and abrdn Ultra Short Municipal Income Fund (ATOIX). The values are adjusted to include any dividend payments, if applicable.

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OLCAX vs. ATOIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OLCAX
Invesco Limited Term California Municipal Fund
-0.64%4.22%2.70%3.60%-6.16%1.76%3.78%7.51%7.27%-1.08%
ATOIX
abrdn Ultra Short Municipal Income Fund
0.35%3.33%3.14%3.27%0.87%-0.04%0.88%1.40%1.54%2.24%

Returns By Period

In the year-to-date period, OLCAX achieves a -0.64% return, which is significantly lower than ATOIX's 0.35% return. Over the past 10 years, OLCAX has outperformed ATOIX with an annualized return of 2.33%, while ATOIX has yielded a comparatively lower 1.73% annualized return.


OLCAX

1D
0.00%
1M
-1.59%
YTD
-0.64%
6M
0.27%
1Y
2.54%
3Y*
2.84%
5Y*
1.08%
10Y*
2.33%

ATOIX

1D
0.00%
1M
-0.10%
YTD
0.35%
6M
1.37%
1Y
2.95%
3Y*
3.07%
5Y*
2.17%
10Y*
1.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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OLCAX vs. ATOIX - Expense Ratio Comparison

OLCAX has a 0.83% expense ratio, which is higher than ATOIX's 0.44% expense ratio.


Return for Risk

OLCAX vs. ATOIX — Risk / Return Rank

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

OLCAX
OLCAX Risk / Return Rank: 5858
Overall Rank
OLCAX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
OLCAX Sortino Ratio Rank: 6363
Sortino Ratio Rank
OLCAX Omega Ratio Rank: 9090
Omega Ratio Rank
OLCAX Calmar Ratio Rank: 3838
Calmar Ratio Rank
OLCAX Martin Ratio Rank: 3636
Martin Ratio Rank

ATOIX
ATOIX Risk / Return Rank: 100100
Overall Rank
ATOIX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
ATOIX Sortino Ratio Rank: 100100
Sortino Ratio Rank
ATOIX Omega Ratio Rank: 100100
Omega Ratio Rank
ATOIX Calmar Ratio Rank: 100100
Calmar Ratio Rank
ATOIX Martin Ratio Rank: 100100
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.

OLCAX vs. ATOIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Limited Term California Municipal Fund (OLCAX) and abrdn Ultra Short Municipal Income Fund (ATOIX). 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.


OLCAXATOIXDifference

Sharpe ratio

Return per unit of total volatility

1.14

3.51

-2.37

Sortino ratio

Return per unit of downside risk

1.64

18.38

-16.74

Omega ratio

Gain probability vs. loss probability

1.41

11.59

-10.18

Calmar ratio

Return relative to maximum drawdown

1.03

32.23

-31.20

Martin ratio

Return relative to average drawdown

3.86

93.42

-89.56

OLCAX vs. ATOIX - Sharpe Ratio Comparison

The current OLCAX Sharpe Ratio is 1.14, which is lower than the ATOIX Sharpe Ratio of 3.51. The chart below compares the historical Sharpe Ratios of OLCAX and ATOIX, 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


OLCAXATOIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.14

3.51

-2.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

2.69

-2.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

2.24

-1.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.96

2.45

-1.49

Correlation

The correlation between OLCAX and ATOIX is 0.12, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

OLCAX vs. ATOIX - Dividend Comparison

OLCAX's dividend yield for the trailing twelve months is around 2.16%, less than ATOIX's 2.90% yield.


TTM20252024202320222021202020192018201720162015
OLCAX
Invesco Limited Term California Municipal Fund
2.16%3.76%3.32%2.54%1.71%2.35%2.46%2.61%2.48%3.51%3.57%3.75%
ATOIX
abrdn Ultra Short Municipal Income Fund
2.90%3.27%3.09%3.02%1.07%0.06%0.88%1.39%1.42%2.20%0.61%0.52%

Drawdowns

OLCAX vs. ATOIX - Drawdown Comparison

The maximum OLCAX drawdown since its inception was -14.66%, which is greater than ATOIX's maximum drawdown of -1.46%. Use the drawdown chart below to compare losses from any high point for OLCAX and ATOIX.


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Drawdown Indicators


OLCAXATOIXDifference

Max Drawdown

Largest peak-to-trough decline

-14.66%

-1.46%

-13.20%

Max Drawdown (1Y)

Largest decline over 1 year

-2.89%

-0.10%

-2.79%

Max Drawdown (5Y)

Largest decline over 5 years

-10.04%

-0.37%

-9.67%

Max Drawdown (10Y)

Largest decline over 10 years

-10.04%

-0.43%

-9.61%

Current Drawdown

Current decline from peak

-1.59%

-0.10%

-1.49%

Average Drawdown

Average peak-to-trough decline

-1.69%

-0.06%

-1.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.78%

0.03%

+0.75%

Volatility

OLCAX vs. ATOIX - Volatility Comparison

Invesco Limited Term California Municipal Fund (OLCAX) has a higher volatility of 0.79% compared to abrdn Ultra Short Municipal Income Fund (ATOIX) at 0.10%. This indicates that OLCAX's price experiences larger fluctuations and is considered to be riskier than ATOIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OLCAXATOIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.79%

0.10%

+0.69%

Volatility (6M)

Calculated over the trailing 6-month period

1.61%

0.65%

+0.96%

Volatility (1Y)

Calculated over the trailing 1-year period

3.36%

0.92%

+2.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.97%

0.81%

+2.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.30%

0.78%

+2.52%