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OPTAX vs. ACSTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OPTAX vs. ACSTX - Performance Comparison

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

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OPTAX vs. ACSTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OPTAX
Invesco AMT-Free Municipal Fund
-1.34%2.70%2.13%6.64%-12.15%4.16%7.57%12.33%7.43%5.98%
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, OPTAX achieves a -1.34% return, which is significantly higher than ACSTX's -2.22% return. Over the past 10 years, OPTAX has underperformed ACSTX with an annualized return of 3.39%, while ACSTX has yielded a comparatively higher 11.67% annualized return.


OPTAX

1D
0.30%
1M
-2.64%
YTD
-1.34%
6M
-0.70%
1Y
1.49%
3Y*
2.18%
5Y*
0.12%
10Y*
3.39%

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)

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OPTAX vs. ACSTX - Expense Ratio Comparison

OPTAX has a 0.75% expense ratio, which is lower than ACSTX's 0.80% expense ratio.


Return for Risk

OPTAX vs. ACSTX — Risk / Return Rank

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

OPTAX
OPTAX Risk / Return Rank: 1313
Overall Rank
OPTAX Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
OPTAX Sortino Ratio Rank: 1313
Sortino Ratio Rank
OPTAX Omega Ratio Rank: 1919
Omega Ratio Rank
OPTAX Calmar Ratio Rank: 99
Calmar Ratio Rank
OPTAX Martin Ratio Rank: 88
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.

OPTAX vs. ACSTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco AMT-Free Municipal Fund (OPTAX) 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.


OPTAXACSTXDifference

Sharpe ratio

Return per unit of total volatility

0.41

0.80

-0.39

Sortino ratio

Return per unit of downside risk

0.59

1.17

-0.59

Omega ratio

Gain probability vs. loss probability

1.11

1.18

-0.07

Calmar ratio

Return relative to maximum drawdown

0.14

0.85

-0.70

Martin ratio

Return relative to average drawdown

0.37

3.47

-3.10

OPTAX vs. ACSTX - Sharpe Ratio Comparison

The current OPTAX Sharpe Ratio is 0.41, which is lower than the ACSTX Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of OPTAX 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.


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Sharpe Ratios by Period


OPTAXACSTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.41

0.80

-0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.02

0.73

-0.71

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

0.60

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

0.50

+0.26

Correlation

The correlation between OPTAX and ACSTX is 0.02, 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

OPTAX vs. ACSTX - Dividend Comparison

OPTAX's dividend yield for the trailing twelve months is around 2.65%, less than ACSTX's 9.04% yield.


TTM20252024202320222021202020192018201720162015
OPTAX
Invesco AMT-Free Municipal Fund
2.65%4.23%4.16%3.02%2.99%3.43%3.80%3.75%3.82%4.71%5.77%6.05%
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

OPTAX vs. ACSTX - Drawdown Comparison

The maximum OPTAX drawdown since its inception was -48.56%, smaller than the maximum ACSTX drawdown of -58.61%. Use the drawdown chart below to compare losses from any high point for OPTAX and ACSTX.


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Drawdown Indicators


OPTAXACSTXDifference

Max Drawdown

Largest peak-to-trough decline

-48.56%

-58.61%

+10.05%

Max Drawdown (1Y)

Largest decline over 1 year

-5.71%

-12.22%

+6.51%

Max Drawdown (5Y)

Largest decline over 5 years

-17.30%

-17.25%

-0.05%

Max Drawdown (10Y)

Largest decline over 10 years

-17.30%

-44.80%

+27.50%

Current Drawdown

Current decline from peak

-3.16%

-8.02%

+4.86%

Average Drawdown

Average peak-to-trough decline

-6.39%

-9.37%

+2.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.31%

3.03%

-0.72%

Volatility

OPTAX vs. ACSTX - Volatility Comparison

The current volatility for Invesco AMT-Free Municipal Fund (OPTAX) is 1.30%, while Invesco Comstock Fund (ACSTX) has a volatility of 3.34%. This indicates that OPTAX 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.


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Volatility by Period


OPTAXACSTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.30%

3.34%

-2.04%

Volatility (6M)

Calculated over the trailing 6-month period

2.45%

8.16%

-5.71%

Volatility (1Y)

Calculated over the trailing 1-year period

6.26%

15.99%

-9.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.98%

15.47%

-10.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.84%

19.48%

-14.64%