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SHRAX vs. ACSTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SHRAX vs. ACSTX - Performance Comparison

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

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SHRAX vs. ACSTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SHRAX
ClearBridge Aggressive Growth Fund
-10.22%13.50%12.02%24.09%-25.43%7.35%19.74%24.26%-7.93%14.22%
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, SHRAX achieves a -10.22% return, which is significantly lower than ACSTX's -2.22% return. Over the past 10 years, SHRAX has underperformed ACSTX with an annualized return of 6.76%, while ACSTX has yielded a comparatively higher 11.67% annualized return.


SHRAX

1D
-0.61%
1M
-10.28%
YTD
-10.22%
6M
-11.78%
1Y
10.43%
3Y*
9.70%
5Y*
1.40%
10Y*
6.76%

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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SHRAX vs. ACSTX - Expense Ratio Comparison

SHRAX has a 1.11% expense ratio, which is higher than ACSTX's 0.80% expense ratio.


Return for Risk

SHRAX vs. ACSTX — Risk / Return Rank

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

SHRAX
SHRAX Risk / Return Rank: 1818
Overall Rank
SHRAX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
SHRAX Sortino Ratio Rank: 1919
Sortino Ratio Rank
SHRAX Omega Ratio Rank: 1818
Omega Ratio Rank
SHRAX Calmar Ratio Rank: 1818
Calmar Ratio Rank
SHRAX Martin Ratio Rank: 1717
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.

SHRAX vs. ACSTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ClearBridge Aggressive Growth Fund (SHRAX) 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.


SHRAXACSTXDifference

Sharpe ratio

Return per unit of total volatility

0.45

0.80

-0.35

Sortino ratio

Return per unit of downside risk

0.80

1.17

-0.37

Omega ratio

Gain probability vs. loss probability

1.11

1.18

-0.07

Calmar ratio

Return relative to maximum drawdown

0.53

0.85

-0.32

Martin ratio

Return relative to average drawdown

1.70

3.47

-1.77

SHRAX vs. ACSTX - Sharpe Ratio Comparison

The current SHRAX Sharpe Ratio is 0.45, which is lower than the ACSTX Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of SHRAX 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


SHRAXACSTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.45

0.80

-0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.07

0.73

-0.66

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

0.60

-0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.50

-0.06

Correlation

The correlation between SHRAX and ACSTX is 0.76, 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

SHRAX vs. ACSTX - Dividend Comparison

SHRAX's dividend yield for the trailing twelve months is around 24.81%, more than ACSTX's 9.04% yield.


TTM20252024202320222021202020192018201720162015
SHRAX
ClearBridge Aggressive Growth Fund
24.81%22.27%20.39%13.77%15.63%26.11%18.42%12.71%18.97%5.97%4.76%4.03%
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

SHRAX vs. ACSTX - Drawdown Comparison

The maximum SHRAX drawdown since its inception was -57.26%, roughly equal to the maximum ACSTX drawdown of -58.61%. Use the drawdown chart below to compare losses from any high point for SHRAX and ACSTX.


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Drawdown Indicators


SHRAXACSTXDifference

Max Drawdown

Largest peak-to-trough decline

-57.26%

-58.61%

+1.35%

Max Drawdown (1Y)

Largest decline over 1 year

-14.59%

-12.22%

-2.37%

Max Drawdown (5Y)

Largest decline over 5 years

-33.77%

-17.25%

-16.52%

Max Drawdown (10Y)

Largest decline over 10 years

-33.77%

-44.80%

+11.03%

Current Drawdown

Current decline from peak

-14.59%

-8.02%

-6.57%

Average Drawdown

Average peak-to-trough decline

-11.29%

-9.37%

-1.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.56%

3.03%

+1.53%

Volatility

SHRAX vs. ACSTX - Volatility Comparison

ClearBridge Aggressive Growth Fund (SHRAX) has a higher volatility of 5.92% compared to Invesco Comstock Fund (ACSTX) at 3.34%. This indicates that SHRAX'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.


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Volatility by Period


SHRAXACSTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.92%

3.34%

+2.58%

Volatility (6M)

Calculated over the trailing 6-month period

13.22%

8.16%

+5.06%

Volatility (1Y)

Calculated over the trailing 1-year period

22.89%

15.99%

+6.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.79%

15.47%

+5.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.82%

19.48%

+1.34%