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PIYFX vs. ACSTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PIYFX vs. ACSTX - Performance Comparison

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

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PIYFX vs. ACSTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PIYFX
Invesco Multi-Asset Income Fund
-2.09%10.87%6.92%10.87%-16.93%6.17%-4.31%16.33%-4.96%10.99%
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, PIYFX achieves a -2.09% return, which is significantly higher than ACSTX's -2.22% return. Over the past 10 years, PIYFX has underperformed ACSTX with an annualized return of 3.86%, while ACSTX has yielded a comparatively higher 11.67% annualized return.


PIYFX

1D
0.26%
1M
-5.25%
YTD
-2.09%
6M
-0.23%
1Y
7.05%
3Y*
7.34%
5Y*
2.50%
10Y*
3.86%

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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PIYFX vs. ACSTX - Expense Ratio Comparison

PIYFX has a 0.59% expense ratio, which is lower than ACSTX's 0.80% expense ratio.


Return for Risk

PIYFX vs. ACSTX — Risk / Return Rank

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

PIYFX
PIYFX Risk / Return Rank: 4545
Overall Rank
PIYFX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
PIYFX Sortino Ratio Rank: 4444
Sortino Ratio Rank
PIYFX Omega Ratio Rank: 4747
Omega Ratio Rank
PIYFX Calmar Ratio Rank: 4343
Calmar Ratio Rank
PIYFX Martin Ratio Rank: 4747
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.

PIYFX vs. ACSTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Multi-Asset Income Fund (PIYFX) 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.


PIYFXACSTXDifference

Sharpe ratio

Return per unit of total volatility

0.93

0.80

+0.14

Sortino ratio

Return per unit of downside risk

1.34

1.17

+0.17

Omega ratio

Gain probability vs. loss probability

1.20

1.18

+0.02

Calmar ratio

Return relative to maximum drawdown

1.10

0.85

+0.26

Martin ratio

Return relative to average drawdown

4.76

3.47

+1.28

PIYFX vs. ACSTX - Sharpe Ratio Comparison

The current PIYFX Sharpe Ratio is 0.93, which is comparable to the ACSTX Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of PIYFX 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


PIYFXACSTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

0.80

+0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.73

-0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.60

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.50

+0.07

Correlation

The correlation between PIYFX and ACSTX is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

PIYFX vs. ACSTX - Dividend Comparison

PIYFX's dividend yield for the trailing twelve months is around 6.57%, less than ACSTX's 9.04% yield.


TTM20252024202320222021202020192018201720162015
PIYFX
Invesco Multi-Asset Income Fund
6.57%6.14%6.90%7.07%7.35%6.21%6.04%5.13%5.74%5.82%4.94%5.37%
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

PIYFX vs. ACSTX - Drawdown Comparison

The maximum PIYFX drawdown since its inception was -30.39%, smaller than the maximum ACSTX drawdown of -58.61%. Use the drawdown chart below to compare losses from any high point for PIYFX and ACSTX.


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Drawdown Indicators


PIYFXACSTXDifference

Max Drawdown

Largest peak-to-trough decline

-30.39%

-58.61%

+28.22%

Max Drawdown (1Y)

Largest decline over 1 year

-6.14%

-12.22%

+6.08%

Max Drawdown (5Y)

Largest decline over 5 years

-20.01%

-17.25%

-2.76%

Max Drawdown (10Y)

Largest decline over 10 years

-30.39%

-44.80%

+14.41%

Current Drawdown

Current decline from peak

-5.25%

-8.02%

+2.77%

Average Drawdown

Average peak-to-trough decline

-4.12%

-9.37%

+5.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.43%

3.03%

-1.60%

Volatility

PIYFX vs. ACSTX - Volatility Comparison

The current volatility for Invesco Multi-Asset Income Fund (PIYFX) is 3.03%, while Invesco Comstock Fund (ACSTX) has a volatility of 3.34%. This indicates that PIYFX 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


PIYFXACSTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.03%

3.34%

-0.31%

Volatility (6M)

Calculated over the trailing 6-month period

4.66%

8.16%

-3.50%

Volatility (1Y)

Calculated over the trailing 1-year period

7.93%

15.99%

-8.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.93%

15.47%

-8.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.49%

19.48%

-10.99%