PortfoliosLab logoPortfoliosLab logo
ONJAX vs. ACSTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ONJAX vs. ACSTX - Performance Comparison

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

Loading graphics...

ONJAX vs. ACSTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ONJAX
Invesco New Jersey Municipal Fund
-1.24%3.35%3.02%6.33%-10.45%5.34%4.12%10.84%14.13%-6.45%
ACSTX
Invesco Comstock Fund
-2.22%17.22%15.00%12.37%0.74%33.33%-0.78%24.35%-12.34%17.75%

Returns By Period

In the year-to-date period, ONJAX achieves a -1.24% return, which is significantly higher than ACSTX's -2.22% return. Over the past 10 years, ONJAX has underperformed ACSTX with an annualized return of 2.85%, while ACSTX has yielded a comparatively higher 11.67% annualized return.


ONJAX

1D
0.23%
1M
-2.45%
YTD
-1.24%
6M
-0.48%
1Y
2.34%
3Y*
2.72%
5Y*
0.93%
10Y*
2.85%

ACSTX

1D
-0.37%
1M
-7.08%
YTD
-2.22%
6M
2.18%
1Y
11.55%
3Y*
14.03%
5Y*
11.23%
10Y*
11.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


ONJAX vs. ACSTX - Expense Ratio Comparison

ONJAX has a 1.08% expense ratio, which is higher than ACSTX's 0.80% expense ratio.


Return for Risk

ONJAX vs. ACSTX — Risk / Return Rank

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

ONJAX
ONJAX Risk / Return Rank: 1919
Overall Rank
ONJAX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
ONJAX Sortino Ratio Rank: 1919
Sortino Ratio Rank
ONJAX Omega Ratio Rank: 3030
Omega Ratio Rank
ONJAX Calmar Ratio Rank: 1212
Calmar Ratio Rank
ONJAX Martin Ratio Rank: 1111
Martin Ratio Rank

ACSTX
ACSTX Risk / Return Rank: 3636
Overall Rank
ACSTX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
ACSTX Sortino Ratio Rank: 3737
Sortino Ratio Rank
ACSTX Omega Ratio Rank: 4141
Omega Ratio Rank
ACSTX Calmar Ratio Rank: 3030
Calmar Ratio Rank
ACSTX Martin Ratio Rank: 3333
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.

ONJAX vs. ACSTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco New Jersey Municipal Fund (ONJAX) 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.


ONJAXACSTXDifference

Sharpe ratio

Return per unit of total volatility

0.60

0.80

-0.19

Sortino ratio

Return per unit of downside risk

0.85

1.17

-0.32

Omega ratio

Gain probability vs. loss probability

1.16

1.18

-0.02

Calmar ratio

Return relative to maximum drawdown

0.29

0.85

-0.55

Martin ratio

Return relative to average drawdown

0.86

3.47

-2.61

ONJAX vs. ACSTX - Sharpe Ratio Comparison

The current ONJAX Sharpe Ratio is 0.60, which is comparable to the ACSTX Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of ONJAX and ACSTX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


ONJAXACSTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.60

0.80

-0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

0.73

-0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.60

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.80

0.50

+0.30

Correlation

The correlation between ONJAX and ACSTX is -0.04. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

ONJAX vs. ACSTX - Dividend Comparison

ONJAX's dividend yield for the trailing twelve months is around 2.29%, less than ACSTX's 9.04% yield.


TTM20252024202320222021202020192018201720162015
ONJAX
Invesco New Jersey Municipal Fund
2.29%3.91%3.53%3.14%3.59%3.60%4.19%3.04%2.79%4.30%4.78%5.20%
ACSTX
Invesco Comstock Fund
9.04%8.79%10.17%8.44%13.00%8.66%2.05%6.66%10.03%3.60%6.98%1.10%

Drawdowns

ONJAX vs. ACSTX - Drawdown Comparison

The maximum ONJAX drawdown since its inception was -40.71%, smaller than the maximum ACSTX drawdown of -58.61%. Use the drawdown chart below to compare losses from any high point for ONJAX and ACSTX.


Loading graphics...

Drawdown Indicators


ONJAXACSTXDifference

Max Drawdown

Largest peak-to-trough decline

-40.71%

-58.61%

+17.90%

Max Drawdown (1Y)

Largest decline over 1 year

-5.29%

-12.22%

+6.93%

Max Drawdown (5Y)

Largest decline over 5 years

-14.76%

-17.25%

+2.49%

Max Drawdown (10Y)

Largest decline over 10 years

-14.76%

-44.80%

+30.04%

Current Drawdown

Current decline from peak

-2.45%

-8.02%

+5.57%

Average Drawdown

Average peak-to-trough decline

-3.68%

-9.37%

+5.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.88%

3.03%

-1.15%

Volatility

ONJAX vs. ACSTX - Volatility Comparison

The current volatility for Invesco New Jersey Municipal Fund (ONJAX) is 1.24%, while Invesco Comstock Fund (ACSTX) has a volatility of 3.34%. This indicates that ONJAX experiences smaller price fluctuations and is considered to be less risky than ACSTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


ONJAXACSTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.24%

3.34%

-2.10%

Volatility (6M)

Calculated over the trailing 6-month period

2.25%

8.16%

-5.91%

Volatility (1Y)

Calculated over the trailing 1-year period

5.80%

15.99%

-10.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.27%

15.47%

-11.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.49%

19.48%

-14.99%