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SAIFX vs. ACSTX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SAIFX and ACSTX is 0.91, 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.


-0.50.00.51.00.9

Performance

SAIFX vs. ACSTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ClearBridge Large Cap Value Fund (SAIFX) and Invesco Comstock Fund (ACSTX). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025
-3.27%
1.78%
SAIFX
ACSTX

Key characteristics

Sharpe Ratio

SAIFX:

0.20

ACSTX:

0.88

Sortino Ratio

SAIFX:

0.33

ACSTX:

1.14

Omega Ratio

SAIFX:

1.06

ACSTX:

1.19

Calmar Ratio

SAIFX:

0.17

ACSTX:

0.86

Martin Ratio

SAIFX:

0.55

ACSTX:

2.80

Ulcer Index

SAIFX:

5.14%

ACSTX:

4.22%

Daily Std Dev

SAIFX:

13.75%

ACSTX:

13.53%

Max Drawdown

SAIFX:

-56.29%

ACSTX:

-61.02%

Current Drawdown

SAIFX:

-11.72%

ACSTX:

-7.39%

Returns By Period

In the year-to-date period, SAIFX achieves a 4.87% return, which is significantly lower than ACSTX's 6.37% return. Over the past 10 years, SAIFX has outperformed ACSTX with an annualized return of 5.69%, while ACSTX has yielded a comparatively lower 3.95% annualized return.


SAIFX

YTD

4.87%

1M

4.87%

6M

-3.27%

1Y

3.72%

5Y*

6.07%

10Y*

5.69%

ACSTX

YTD

6.37%

1M

6.37%

6M

1.78%

1Y

13.06%

5Y*

6.95%

10Y*

3.95%

*Annualized

Compare stocks, funds, or ETFs

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


SAIFX vs. ACSTX - Expense Ratio Comparison

SAIFX has a 0.56% expense ratio, which is lower than ACSTX's 0.80% expense ratio.


ACSTX
Invesco Comstock Fund
Expense ratio chart for ACSTX: current value at 0.80% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.80%
Expense ratio chart for SAIFX: current value at 0.56% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.56%

Risk-Adjusted Performance

SAIFX vs. ACSTX — Risk-Adjusted Performance Rank

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

SAIFX
The Risk-Adjusted Performance Rank of SAIFX is 1010
Overall Rank
The Sharpe Ratio Rank of SAIFX is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of SAIFX is 99
Sortino Ratio Rank
The Omega Ratio Rank of SAIFX is 1010
Omega Ratio Rank
The Calmar Ratio Rank of SAIFX is 1313
Calmar Ratio Rank
The Martin Ratio Rank of SAIFX is 99
Martin Ratio Rank

ACSTX
The Risk-Adjusted Performance Rank of ACSTX is 4747
Overall Rank
The Sharpe Ratio Rank of ACSTX is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of ACSTX is 4040
Sortino Ratio Rank
The Omega Ratio Rank of ACSTX is 5252
Omega Ratio Rank
The Calmar Ratio Rank of ACSTX is 6060
Calmar Ratio Rank
The Martin Ratio Rank of ACSTX is 4141
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SAIFX vs. ACSTX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ClearBridge Large Cap Value Fund (SAIFX) 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.


Sharpe ratio
The chart of Sharpe ratio for SAIFX, currently valued at 0.20, compared to the broader market-1.000.001.002.003.004.000.200.88
The chart of Sortino ratio for SAIFX, currently valued at 0.33, compared to the broader market0.002.004.006.008.0010.0012.000.331.14
The chart of Omega ratio for SAIFX, currently valued at 1.06, compared to the broader market1.002.003.004.001.061.19
The chart of Calmar ratio for SAIFX, currently valued at 0.17, compared to the broader market0.005.0010.0015.000.170.86
The chart of Martin ratio for SAIFX, currently valued at 0.55, compared to the broader market0.0020.0040.0060.0080.000.552.80
SAIFX
ACSTX

The current SAIFX Sharpe Ratio is 0.20, which is lower than the ACSTX Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of SAIFX 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2025
0.20
0.88
SAIFX
ACSTX

Dividends

SAIFX vs. ACSTX - Dividend Comparison

SAIFX's dividend yield for the trailing twelve months is around 1.44%, less than ACSTX's 1.68% yield.


TTM20242023202220212020201920182017201620152014
SAIFX
ClearBridge Large Cap Value Fund
1.44%1.51%1.35%1.35%1.07%1.55%1.78%1.91%1.47%1.56%2.30%1.74%
ACSTX
Invesco Comstock Fund
1.68%1.78%1.74%1.90%1.42%2.05%2.07%1.82%1.43%2.10%1.55%1.59%

Drawdowns

SAIFX vs. ACSTX - Drawdown Comparison

The maximum SAIFX drawdown since its inception was -56.29%, smaller than the maximum ACSTX drawdown of -61.02%. Use the drawdown chart below to compare losses from any high point for SAIFX and ACSTX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025
-11.72%
-7.39%
SAIFX
ACSTX

Volatility

SAIFX vs. ACSTX - Volatility Comparison

ClearBridge Large Cap Value Fund (SAIFX) has a higher volatility of 3.33% compared to Invesco Comstock Fund (ACSTX) at 3.01%. This indicates that SAIFX's price experiences larger fluctuations and is considered to be riskier than ACSTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025
3.33%
3.01%
SAIFX
ACSTX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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