VAFIX vs. TVRIX
Compare and contrast key facts about Invesco American Franchise Fund Class Y (VAFIX) and Guggenheim Directional Allocation Fund (TVRIX).
VAFIX is managed by Invesco. It was launched on Jun 23, 2005. TVRIX is managed by Guggenheim. It was launched on Jun 18, 2012.
Performance
VAFIX vs. TVRIX - Performance Comparison
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VAFIX vs. TVRIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VAFIX Invesco American Franchise Fund Class Y | -13.48% | 12.12% | 35.11% | 41.27% | -31.05% | 11.47% | 42.53% | 36.82% | -3.71% | 27.38% |
TVRIX Guggenheim Directional Allocation Fund | -7.13% | 13.83% | 7.87% | 11.00% | -17.53% | 27.30% | 5.08% | 30.45% | -7.53% | 23.45% |
Returns By Period
In the year-to-date period, VAFIX achieves a -13.48% return, which is significantly lower than TVRIX's -7.13% return. Over the past 10 years, VAFIX has outperformed TVRIX with an annualized return of 13.78%, while TVRIX has yielded a comparatively lower 8.46% annualized return.
VAFIX
- 1D
- -1.41%
- 1M
- -9.67%
- YTD
- -13.48%
- 6M
- -15.80%
- 1Y
- 11.24%
- 3Y*
- 17.90%
- 5Y*
- 6.83%
- 10Y*
- 13.78%
TVRIX
- 1D
- -0.65%
- 1M
- -6.83%
- YTD
- -7.13%
- 6M
- -4.50%
- 1Y
- 9.48%
- 3Y*
- 7.90%
- 5Y*
- 4.51%
- 10Y*
- 8.46%
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VAFIX vs. TVRIX - Expense Ratio Comparison
VAFIX has a 0.72% expense ratio, which is lower than TVRIX's 1.09% expense ratio.
Return for Risk
VAFIX vs. TVRIX — Risk / Return Rank
VAFIX
TVRIX
VAFIX vs. TVRIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco American Franchise Fund Class Y (VAFIX) and Guggenheim Directional Allocation Fund (TVRIX). 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.
| VAFIX | TVRIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.44 | 0.80 | -0.36 |
Sortino ratioReturn per unit of downside risk | 0.79 | 1.18 | -0.39 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.17 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 0.35 | 1.01 | -0.67 |
Martin ratioReturn relative to average drawdown | 1.10 | 4.24 | -3.14 |
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
| VAFIX | TVRIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.44 | 0.80 | -0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.30 | 0.31 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | 0.48 | +0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.54 | -0.01 |
Correlation
The correlation between VAFIX and TVRIX is 0.84, 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
VAFIX vs. TVRIX - Dividend Comparison
VAFIX's dividend yield for the trailing twelve months is around 15.16%, more than TVRIX's 10.38% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VAFIX Invesco American Franchise Fund Class Y | 15.16% | 13.12% | 3.52% | 0.00% | 7.89% | 25.28% | 8.48% | 6.66% | 10.16% | 5.26% | 4.01% | 4.84% |
TVRIX Guggenheim Directional Allocation Fund | 10.38% | 9.64% | 0.00% | 2.03% | 0.71% | 14.34% | 0.30% | 16.62% | 14.33% | 0.00% | 0.00% | 0.00% |
Drawdowns
VAFIX vs. TVRIX - Drawdown Comparison
The maximum VAFIX drawdown since its inception was -48.20%, which is greater than TVRIX's maximum drawdown of -39.36%. Use the drawdown chart below to compare losses from any high point for VAFIX and TVRIX.
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Drawdown Indicators
| VAFIX | TVRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.20% | -39.36% | -8.84% |
Max Drawdown (1Y)Largest decline over 1 year | -19.21% | -8.45% | -10.76% |
Max Drawdown (5Y)Largest decline over 5 years | -38.69% | -24.87% | -13.82% |
Max Drawdown (10Y)Largest decline over 10 years | -38.69% | -39.36% | +0.67% |
Current DrawdownCurrent decline from peak | -19.21% | -11.36% | -7.85% |
Average DrawdownAverage peak-to-trough decline | -8.19% | -6.10% | -2.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.10% | 2.02% | +4.08% |
Volatility
VAFIX vs. TVRIX - Volatility Comparison
Invesco American Franchise Fund Class Y (VAFIX) has a higher volatility of 6.77% compared to Guggenheim Directional Allocation Fund (TVRIX) at 3.48%. This indicates that VAFIX's price experiences larger fluctuations and is considered to be riskier than TVRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VAFIX | TVRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.77% | 3.48% | +3.29% |
Volatility (6M)Calculated over the trailing 6-month period | 15.04% | 7.45% | +7.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.03% | 12.40% | +12.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.95% | 14.42% | +8.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.17% | 17.79% | +4.38% |