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OPTFX vs. ANCFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OPTFX vs. ANCFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Capital Appreciation Fund (OPTFX) and American Funds Fundamental Investors Class A (ANCFX). The values are adjusted to include any dividend payments, if applicable.

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OPTFX vs. ANCFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OPTFX
Invesco Capital Appreciation Fund
-7.73%12.84%34.05%35.51%-31.10%21.42%36.33%36.22%-5.96%26.50%
ANCFX
American Funds Fundamental Investors Class A
-3.35%24.21%22.73%25.86%-16.66%22.43%14.92%27.07%-8.13%22.80%

Returns By Period

In the year-to-date period, OPTFX achieves a -7.73% return, which is significantly lower than ANCFX's -3.35% return. Both investments have delivered pretty close results over the past 10 years, with OPTFX having a 13.79% annualized return and ANCFX not far behind at 13.25%.


OPTFX

1D
4.27%
1M
-6.20%
YTD
-7.73%
6M
-9.32%
1Y
17.35%
3Y*
19.77%
5Y*
8.84%
10Y*
13.79%

ANCFX

1D
2.96%
1M
-7.05%
YTD
-3.35%
6M
0.12%
1Y
23.25%
3Y*
20.52%
5Y*
11.90%
10Y*
13.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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OPTFX vs. ANCFX - Expense Ratio Comparison

OPTFX has a 0.95% expense ratio, which is higher than ANCFX's 0.59% expense ratio.


Return for Risk

OPTFX vs. ANCFX — Risk / Return Rank

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

OPTFX
OPTFX Risk / Return Rank: 2727
Overall Rank
OPTFX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
OPTFX Sortino Ratio Rank: 4343
Sortino Ratio Rank
OPTFX Omega Ratio Rank: 3737
Omega Ratio Rank
OPTFX Calmar Ratio Rank: 1010
Calmar Ratio Rank
OPTFX Martin Ratio Rank: 99
Martin Ratio Rank

ANCFX
ANCFX Risk / Return Rank: 7979
Overall Rank
ANCFX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
ANCFX Sortino Ratio Rank: 7878
Sortino Ratio Rank
ANCFX Omega Ratio Rank: 7373
Omega Ratio Rank
ANCFX Calmar Ratio Rank: 8484
Calmar Ratio Rank
ANCFX Martin Ratio Rank: 8787
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.

OPTFX vs. ANCFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Capital Appreciation Fund (OPTFX) and American Funds Fundamental Investors Class A (ANCFX). 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.


OPTFXANCFXDifference

Sharpe ratio

Return per unit of total volatility

0.85

1.33

-0.48

Sortino ratio

Return per unit of downside risk

1.38

2.00

-0.62

Omega ratio

Gain probability vs. loss probability

1.18

1.28

-0.10

Calmar ratio

Return relative to maximum drawdown

0.25

2.13

-1.88

Martin ratio

Return relative to average drawdown

0.77

9.34

-8.58

OPTFX vs. ANCFX - Sharpe Ratio Comparison

The current OPTFX Sharpe Ratio is 0.85, which is lower than the ANCFX Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of OPTFX and ANCFX, 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


OPTFXANCFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.85

1.33

-0.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.72

-0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.75

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.62

-0.12

Correlation

The correlation between OPTFX and ANCFX is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

OPTFX vs. ANCFX - Dividend Comparison

OPTFX's dividend yield for the trailing twelve months is around 11.84%, more than ANCFX's 8.85% yield.


TTM20252024202320222021202020192018201720162015
OPTFX
Invesco Capital Appreciation Fund
11.84%10.93%2.92%0.00%0.88%28.43%3.20%23.53%9.18%9.34%4.29%13.78%
ANCFX
American Funds Fundamental Investors Class A
8.85%8.54%8.90%5.80%4.98%10.97%2.61%6.91%9.31%7.28%4.71%6.08%

Drawdowns

OPTFX vs. ANCFX - Drawdown Comparison

The maximum OPTFX drawdown since its inception was -57.95%, which is greater than ANCFX's maximum drawdown of -53.29%. Use the drawdown chart below to compare losses from any high point for OPTFX and ANCFX.


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Drawdown Indicators


OPTFXANCFXDifference

Max Drawdown

Largest peak-to-trough decline

-57.95%

-53.29%

-4.66%

Max Drawdown (1Y)

Largest decline over 1 year

-16.85%

-11.35%

-5.50%

Max Drawdown (5Y)

Largest decline over 5 years

-35.89%

-25.07%

-10.82%

Max Drawdown (10Y)

Largest decline over 10 years

-35.89%

-33.93%

-1.96%

Current Drawdown

Current decline from peak

-13.30%

-8.02%

-5.28%

Average Drawdown

Average peak-to-trough decline

-14.03%

-7.34%

-6.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.78%

2.59%

+4.19%

Volatility

OPTFX vs. ANCFX - Volatility Comparison

Invesco Capital Appreciation Fund (OPTFX) has a higher volatility of 7.46% compared to American Funds Fundamental Investors Class A (ANCFX) at 6.04%. This indicates that OPTFX's price experiences larger fluctuations and is considered to be riskier than ANCFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OPTFXANCFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.46%

6.04%

+1.42%

Volatility (6M)

Calculated over the trailing 6-month period

14.97%

11.03%

+3.94%

Volatility (1Y)

Calculated over the trailing 1-year period

24.58%

18.13%

+6.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.29%

16.72%

+5.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.38%

17.67%

+3.71%