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SCAUX vs. TCBIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SCAUX vs. TCBIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Income Advantage U.S. Fund (SCAUX) and The Covered Bridge Fund (TCBIX). The values are adjusted to include any dividend payments, if applicable.

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SCAUX vs. TCBIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SCAUX
Invesco Income Advantage U.S. Fund
-3.05%16.51%17.88%17.29%-13.43%22.41%-3.24%12.27%-9.31%15.85%
TCBIX
The Covered Bridge Fund
2.42%12.61%4.09%4.09%0.05%18.21%-1.71%18.73%-3.93%9.66%

Returns By Period

In the year-to-date period, SCAUX achieves a -3.05% return, which is significantly lower than TCBIX's 2.42% return. Both investments have delivered pretty close results over the past 10 years, with SCAUX having a 6.87% annualized return and TCBIX not far ahead at 7.10%.


SCAUX

1D
2.47%
1M
-4.04%
YTD
-3.05%
6M
-0.48%
1Y
14.13%
3Y*
14.24%
5Y*
8.41%
10Y*
6.87%

TCBIX

1D
1.57%
1M
-2.75%
YTD
2.42%
6M
4.55%
1Y
13.68%
3Y*
7.50%
5Y*
5.73%
10Y*
7.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SCAUX vs. TCBIX - Expense Ratio Comparison

SCAUX has a 1.05% expense ratio, which is lower than TCBIX's 1.40% expense ratio.


Return for Risk

SCAUX vs. TCBIX — Risk / Return Rank

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

SCAUX
SCAUX Risk / Return Rank: 4949
Overall Rank
SCAUX Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
SCAUX Sortino Ratio Rank: 4545
Sortino Ratio Rank
SCAUX Omega Ratio Rank: 5555
Omega Ratio Rank
SCAUX Calmar Ratio Rank: 4242
Calmar Ratio Rank
SCAUX Martin Ratio Rank: 6363
Martin Ratio Rank

TCBIX
TCBIX Risk / Return Rank: 5252
Overall Rank
TCBIX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
TCBIX Sortino Ratio Rank: 5252
Sortino Ratio Rank
TCBIX Omega Ratio Rank: 5151
Omega Ratio Rank
TCBIX Calmar Ratio Rank: 4949
Calmar Ratio Rank
TCBIX Martin Ratio Rank: 6060
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.

SCAUX vs. TCBIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Income Advantage U.S. Fund (SCAUX) and The Covered Bridge Fund (TCBIX). 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.


SCAUXTCBIXDifference

Sharpe ratio

Return per unit of total volatility

0.94

1.03

-0.09

Sortino ratio

Return per unit of downside risk

1.44

1.55

-0.11

Omega ratio

Gain probability vs. loss probability

1.24

1.23

+0.01

Calmar ratio

Return relative to maximum drawdown

1.23

1.37

-0.15

Martin ratio

Return relative to average drawdown

6.60

6.28

+0.32

SCAUX vs. TCBIX - Sharpe Ratio Comparison

The current SCAUX Sharpe Ratio is 0.94, which is comparable to the TCBIX Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of SCAUX and TCBIX, 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


SCAUXTCBIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.94

1.03

-0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.47

+0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.53

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.52

-0.23

Correlation

The correlation between SCAUX and TCBIX is 0.77, 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

SCAUX vs. TCBIX - Dividend Comparison

SCAUX's dividend yield for the trailing twelve months is around 6.38%, less than TCBIX's 8.65% yield.


TTM20252024202320222021202020192018201720162015
SCAUX
Invesco Income Advantage U.S. Fund
6.38%5.81%6.34%6.59%6.66%12.79%1.57%1.39%3.17%2.25%2.69%3.33%
TCBIX
The Covered Bridge Fund
8.65%8.24%7.47%7.34%8.09%6.00%4.70%6.77%11.55%7.32%7.32%5.36%

Drawdowns

SCAUX vs. TCBIX - Drawdown Comparison

The maximum SCAUX drawdown since its inception was -54.56%, which is greater than TCBIX's maximum drawdown of -28.94%. Use the drawdown chart below to compare losses from any high point for SCAUX and TCBIX.


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Drawdown Indicators


SCAUXTCBIXDifference

Max Drawdown

Largest peak-to-trough decline

-54.56%

-28.94%

-25.62%

Max Drawdown (1Y)

Largest decline over 1 year

-10.84%

-10.24%

-0.60%

Max Drawdown (5Y)

Largest decline over 5 years

-19.92%

-17.07%

-2.85%

Max Drawdown (10Y)

Largest decline over 10 years

-37.81%

-28.94%

-8.87%

Current Drawdown

Current decline from peak

-4.75%

-3.77%

-0.98%

Average Drawdown

Average peak-to-trough decline

-9.55%

-3.51%

-6.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.01%

2.24%

-0.23%

Volatility

SCAUX vs. TCBIX - Volatility Comparison

Invesco Income Advantage U.S. Fund (SCAUX) has a higher volatility of 4.54% compared to The Covered Bridge Fund (TCBIX) at 2.75%. This indicates that SCAUX's price experiences larger fluctuations and is considered to be riskier than TCBIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCAUXTCBIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.54%

2.75%

+1.79%

Volatility (6M)

Calculated over the trailing 6-month period

7.80%

6.34%

+1.46%

Volatility (1Y)

Calculated over the trailing 1-year period

15.47%

13.12%

+2.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.12%

12.12%

+1.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.36%

13.55%

+1.81%