PortfoliosLab logoPortfoliosLab logo
UEIIX vs. ACEIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UEIIX vs. ACEIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco V.I. Equity and Income Fund (UEIIX) and Invesco Equity and Income Fund (ACEIX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

The year-to-date returns for both investments are quite close, with UEIIX having a 6.46% return and ACEIX slightly higher at 6.48%. Both investments have delivered pretty close results over the past 10 years, with UEIIX having a 9.15% annualized return and ACEIX not far behind at 9.00%.


UEIIX

1D
0.42%
1M
0.36%
YTD
6.46%
6M
6.05%
1Y
16.58%
3Y*
12.84%
5Y*
7.84%
10Y*
9.15%

ACEIX

1D
0.34%
1M
0.34%
YTD
6.48%
6M
6.09%
1Y
16.68%
3Y*
12.93%
5Y*
7.84%
10Y*
9.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UEIIX vs. ACEIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UEIIX
Invesco V.I. Equity and Income Fund
6.46%12.55%11.92%10.23%-7.72%18.37%9.74%19.96%-9.69%10.78%
ACEIX
Invesco Equity and Income Fund
6.48%12.85%11.77%10.08%-7.75%18.02%9.96%19.17%-9.74%10.86%

Correlation

The correlation between UEIIX and ACEIX is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.99

Correlation (3Y)
Calculated over the trailing 3-year period

0.99

Correlation (5Y)
Calculated over the trailing 5-year period

0.99

Correlation (10Y)
Calculated over the trailing 10-year period

0.99

Correlation (All Time)
Calculated using the full available price history since May 2, 2003

0.99

The correlation between UEIIX and ACEIX has been stable across timeframes, ranging from 0.99 to 0.99 - a consistent structural relationship.

Compare stocks, funds, or ETFs

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


Return for Risk

UEIIX vs. ACEIX — Risk / Return Rank

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

UEIIX
UEIIX Risk / Return Rank: 6161
Overall Rank
UEIIX Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
UEIIX Sortino Ratio Rank: 5858
Sortino Ratio Rank
UEIIX Omega Ratio Rank: 5555
Omega Ratio Rank
UEIIX Calmar Ratio Rank: 6767
Calmar Ratio Rank
UEIIX Martin Ratio Rank: 6969
Martin Ratio Rank

ACEIX
ACEIX Risk / Return Rank: 6161
Overall Rank
ACEIX Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
ACEIX Sortino Ratio Rank: 5858
Sortino Ratio Rank
ACEIX Omega Ratio Rank: 5454
Omega Ratio Rank
ACEIX Calmar Ratio Rank: 6969
Calmar Ratio Rank
ACEIX Martin Ratio Rank: 7070
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.

UEIIX vs. ACEIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco V.I. Equity and Income Fund (UEIIX) and Invesco Equity and Income Fund (ACEIX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


UEIIXACEIXDifference
Sharpe ratioReturn per unit of total volatility

+0.01

Sortino ratioReturn per unit of downside risk

+0.01

Omega ratioGain probability vs. loss probability

1.37

1.37

0.00

Calmar ratioReturn relative to maximum drawdown

2.99

3.06

-0.07

Martin ratioReturn relative to average drawdown

12.42

12.59

-0.17

UEIIX vs. ACEIX - Sharpe Ratio Comparison

The current UEIIX Sharpe Ratio is 2.05, which is comparable to the ACEIX Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of UEIIX and ACEIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

UEIIX vs. ACEIX - Drawdown Comparison

The maximum UEIIX drawdown since its inception was -38.95%, roughly equal to the maximum ACEIX drawdown of -40.08%. Use the drawdown chart below to compare losses from any high point for UEIIX and ACEIX.


Loading charts...

Drawdown Indicators


UEIIXACEIXDifference

Max Drawdown

Largest peak-to-trough decline

-38.95%

-40.08%

+1.13%

Max Drawdown (1Y)

Largest decline over 1 year

-5.60%

-5.50%

-0.10%

Max Drawdown (3Y)

Largest decline over 3 years

-12.29%

-12.40%

+0.11%

Max Drawdown (5Y)

Largest decline over 5 years

-16.90%

-16.73%

-0.17%

Max Drawdown (10Y)

Largest decline over 10 years

-29.61%

-30.80%

+1.19%

Current Drawdown

Current decline from peak

-0.92%

-0.94%

+0.02%

Average Drawdown

Average peak-to-trough decline

-4.54%

-4.60%

+0.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.34%

1.33%

+0.01%

Volatility

UEIIX vs. ACEIX - Volatility Comparison

Invesco V.I. Equity and Income Fund (UEIIX) and Invesco Equity and Income Fund (ACEIX) have volatilities of 2.78% and 2.74%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


UEIIXACEIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.78%

2.74%

+0.04%

Volatility (6M)

Calculated over the trailing 6-month period

6.40%

6.38%

+0.02%

Volatility (1Y)

Calculated over the trailing 1-year period

8.17%

8.25%

-0.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.11%

11.13%

-0.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.71%

12.85%

-0.14%

UEIIX vs. ACEIX - Expense Ratio Comparison

UEIIX has a 0.81% expense ratio, which is higher than ACEIX's 0.78% expense ratio.


Dividends

UEIIX vs. ACEIX - Dividend Comparison

UEIIX's dividend yield for the trailing twelve months is around 6.97%, more than ACEIX's 6.48% yield.


PositionTTM20252024202320222021202020192018201720162015
ACEIX
Invesco Equity and Income Fund
6.48%6.87%8.28%6.91%6.65%13.74%2.94%5.53%8.91%6.73%3.94%5.17%
UEIIX
Invesco V.I. Equity and Income Fund
6.97%7.42%5.66%7.20%18.01%2.61%6.42%9.95%7.58%3.22%4.64%13.33%

Frequently Asked Questions


With a correlation of 0.99, UEIIX and ACEIX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

UEIIX has higher volatility (2.78%) compared to ACEIX (2.74%). In terms of maximum drawdown, UEIIX dropped -38.95% vs ACEIX's -40.08%.

UEIIX currently has the higher Sharpe Ratio (2.05 vs 2.04), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for UEIIX and ACEIX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer