UNAVX vs. ABRYX
Compare and contrast key facts about USA Mutuals All Seasons Fund (UNAVX) and Invesco Balanced-Risk Allocation Fund (ABRYX).
UNAVX is managed by USA Mutuals. It was launched on Oct 12, 2017. ABRYX is managed by Invesco. It was launched on Jun 1, 2009.
Performance
UNAVX vs. ABRYX - Performance Comparison
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UNAVX vs. ABRYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
UNAVX USA Mutuals All Seasons Fund | -3.58% | 1.91% | 6.76% | 3.44% | 6.91% | 11.74% | -8.36% | 25.57% | -4.91% | 4.62% |
ABRYX Invesco Balanced-Risk Allocation Fund | 12.72% | 8.50% | 3.34% | 6.34% | -14.82% | 9.65% | 9.50% | 9.76% | -6.73% | 3.27% |
Returns By Period
In the year-to-date period, UNAVX achieves a -3.58% return, which is significantly lower than ABRYX's 12.72% return.
UNAVX
- 1D
- 1.33%
- 1M
- -3.40%
- YTD
- -3.58%
- 6M
- -6.39%
- 1Y
- 0.95%
- 3Y*
- 0.98%
- 5Y*
- 4.85%
- 10Y*
- —
ABRYX
- 1D
- 0.85%
- 1M
- -0.42%
- YTD
- 12.72%
- 6M
- 14.73%
- 1Y
- 19.62%
- 3Y*
- 9.37%
- 5Y*
- 4.31%
- 10Y*
- 5.02%
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UNAVX vs. ABRYX - Expense Ratio Comparison
UNAVX has a 1.99% expense ratio, which is higher than ABRYX's 1.06% expense ratio.
Return for Risk
UNAVX vs. ABRYX — Risk / Return Rank
UNAVX
ABRYX
UNAVX vs. ABRYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for USA Mutuals All Seasons Fund (UNAVX) and Invesco Balanced-Risk Allocation Fund (ABRYX). 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.
| UNAVX | ABRYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.17 | 2.21 | -2.04 |
Sortino ratioReturn per unit of downside risk | 0.28 | 2.84 | -2.55 |
Omega ratioGain probability vs. loss probability | 1.05 | 1.44 | -0.39 |
Calmar ratioReturn relative to maximum drawdown | 0.11 | 2.85 | -2.74 |
Martin ratioReturn relative to average drawdown | 0.34 | 11.27 | -10.94 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| UNAVX | ABRYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.17 | 2.21 | -2.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 0.36 | +0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.46 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.61 | -0.24 |
Correlation
The correlation between UNAVX and ABRYX is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
UNAVX vs. ABRYX - Dividend Comparison
UNAVX's dividend yield for the trailing twelve months is around 2.62%, less than ABRYX's 3.15% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
UNAVX USA Mutuals All Seasons Fund | 2.62% | 2.52% | 2.88% | 1.62% | 0.00% | 0.00% | 0.00% | 5.70% | 0.85% | 0.61% | 0.00% | 0.00% |
ABRYX Invesco Balanced-Risk Allocation Fund | 3.15% | 3.55% | 13.21% | 2.43% | 0.00% | 25.72% | 1.40% | 6.66% | 0.00% | 6.34% | 4.36% | 7.17% |
Drawdowns
UNAVX vs. ABRYX - Drawdown Comparison
The maximum UNAVX drawdown since its inception was -30.05%, which is greater than ABRYX's maximum drawdown of -26.63%. Use the drawdown chart below to compare losses from any high point for UNAVX and ABRYX.
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Drawdown Indicators
| UNAVX | ABRYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.05% | -26.63% | -3.42% |
Max Drawdown (1Y)Largest decline over 1 year | -7.89% | -6.93% | -0.96% |
Max Drawdown (5Y)Largest decline over 5 years | -7.89% | -19.17% | +11.28% |
Max Drawdown (10Y)Largest decline over 10 years | — | -26.63% | — |
Current DrawdownCurrent decline from peak | -6.66% | -1.56% | -5.10% |
Average DrawdownAverage peak-to-trough decline | -4.72% | -4.68% | -0.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.60% | 1.75% | +0.85% |
Volatility
UNAVX vs. ABRYX - Volatility Comparison
The current volatility for USA Mutuals All Seasons Fund (UNAVX) is 2.66%, while Invesco Balanced-Risk Allocation Fund (ABRYX) has a volatility of 4.10%. This indicates that UNAVX experiences smaller price fluctuations and is considered to be less risky than ABRYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| UNAVX | ABRYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.66% | 4.10% | -1.44% |
Volatility (6M)Calculated over the trailing 6-month period | 3.74% | 7.58% | -3.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.55% | 9.38% | -3.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.83% | 12.13% | -4.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.93% | 10.88% | +2.05% |