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OPIGX vs. CRAIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OPIGX vs. CRAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Core Bond Fund (OPIGX) and CCM Community Impact Bond Fund (CRAIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, OPIGX achieves a -0.39% return, which is significantly lower than CRAIX's 0.36% return. Over the past 10 years, OPIGX has outperformed CRAIX with an annualized return of 1.44%, while CRAIX has yielded a comparatively lower 1.00% annualized return.


OPIGX

1D
0.18%
1M
0.87%
YTD
-0.39%
6M
-0.05%
1Y
3.18%
3Y*
3.41%
5Y*
-0.86%
10Y*
1.44%

CRAIX

1D
0.21%
1M
0.47%
YTD
0.36%
6M
0.51%
1Y
4.10%
3Y*
3.73%
5Y*
0.17%
10Y*
1.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

OPIGX vs. CRAIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OPIGX
Invesco Core Bond Fund
-0.39%5.83%1.81%4.55%-14.37%-1.58%9.23%9.51%-1.11%4.29%
CRAIX
CCM Community Impact Bond Fund
0.36%6.40%1.97%3.98%-10.19%-1.72%3.99%5.44%0.10%2.81%

Correlation

The correlation between OPIGX and CRAIX is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.81

Correlation (3Y)
Calculated over the trailing 3-year period

0.89

Correlation (5Y)
Calculated over the trailing 5-year period

0.90

Correlation (10Y)
Calculated over the trailing 10-year period

0.85

Correlation (All Time)
Calculated using the full available price history since Aug 30, 1999

0.77

The correlation between OPIGX and CRAIX shifts across timeframes, from 0.77 (all time) to 0.90 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

OPIGX vs. CRAIX — Risk / Return Rank

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

OPIGX
OPIGX Risk / Return Rank: 1212
Overall Rank
OPIGX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
OPIGX Sortino Ratio Rank: 1111
Sortino Ratio Rank
OPIGX Omega Ratio Rank: 1010
Omega Ratio Rank
OPIGX Calmar Ratio Rank: 1515
Calmar Ratio Rank
OPIGX Martin Ratio Rank: 1111
Martin Ratio Rank

CRAIX
CRAIX Risk / Return Rank: 2929
Overall Rank
CRAIX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
CRAIX Sortino Ratio Rank: 3030
Sortino Ratio Rank
CRAIX Omega Ratio Rank: 2929
Omega Ratio Rank
CRAIX Calmar Ratio Rank: 3131
Calmar Ratio Rank
CRAIX Martin Ratio Rank: 2727
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.

OPIGX vs. CRAIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Core Bond Fund (OPIGX) and CCM Community Impact Bond Fund (CRAIX). 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.


OPIGXCRAIXDifference
Sharpe ratioReturn per unit of total volatility

-0.60

Sortino ratioReturn per unit of downside risk

-0.93

Omega ratioGain probability vs. loss probability

1.15

1.27

-0.12

Calmar ratioReturn relative to maximum drawdown

1.26

1.97

-0.71

Martin ratioReturn relative to average drawdown

3.09

5.80

-2.71

OPIGX vs. CRAIX - Sharpe Ratio Comparison

The current OPIGX Sharpe Ratio is 0.84, which is lower than the CRAIX Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of OPIGX and CRAIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

OPIGX vs. CRAIX - Drawdown Comparison

The maximum OPIGX drawdown since its inception was -46.78%, which is greater than CRAIX's maximum drawdown of -14.53%. Use the drawdown chart below to compare losses from any high point for OPIGX and CRAIX.


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Drawdown Indicators


OPIGXCRAIXDifference

Max Drawdown

Largest peak-to-trough decline

-46.78%

-14.53%

-32.25%

Max Drawdown (1Y)

Largest decline over 1 year

-2.80%

-2.15%

-0.65%

Max Drawdown (3Y)

Largest decline over 3 years

-6.55%

-4.84%

-1.71%

Max Drawdown (5Y)

Largest decline over 5 years

-19.93%

-14.28%

-5.65%

Max Drawdown (10Y)

Largest decline over 10 years

-19.96%

-14.53%

-5.43%

Current Drawdown

Current decline from peak

-5.43%

-1.17%

-4.26%

Average Drawdown

Average peak-to-trough decline

-6.06%

-2.46%

-3.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.09%

0.73%

+0.36%

Volatility

OPIGX vs. CRAIX - Volatility Comparison

Invesco Core Bond Fund (OPIGX) has a higher volatility of 1.21% compared to CCM Community Impact Bond Fund (CRAIX) at 1.03%. This indicates that OPIGX's price experiences larger fluctuations and is considered to be riskier than CRAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OPIGXCRAIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.21%

1.03%

+0.18%

Volatility (6M)

Calculated over the trailing 6-month period

3.07%

2.24%

+0.83%

Volatility (1Y)

Calculated over the trailing 1-year period

4.20%

2.94%

+1.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.02%

4.60%

+1.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.97%

3.65%

+1.32%

OPIGX vs. CRAIX - Expense Ratio Comparison

OPIGX has a 0.71% expense ratio, which is lower than CRAIX's 0.88% expense ratio.


Dividends

OPIGX vs. CRAIX - Dividend Comparison

OPIGX's dividend yield for the trailing twelve months is around 2.79%, less than CRAIX's 3.09% yield.


PositionTTM20252024202320222021202020192018201720162015
CRAIX
CCM Community Impact Bond Fund
3.09%3.01%2.92%2.48%1.61%1.18%1.77%2.32%2.30%2.78%2.28%2.12%
OPIGX
Invesco Core Bond Fund
2.79%3.51%4.13%3.53%2.61%1.75%8.30%3.12%3.22%2.73%2.46%3.21%

Frequently Asked Questions


OPIGX and CRAIX have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

OPIGX has higher volatility (1.21%) compared to CRAIX (1.03%). In terms of maximum drawdown, OPIGX dropped -46.78% vs CRAIX's -14.53%.

CRAIX currently has the higher Sharpe Ratio (1.44 vs 0.84), 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.

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