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VUSSX vs. ACEIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VUSSX vs. ACEIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Quality Income Fund Class R6 (VUSSX) and Invesco Equity and Income Fund (ACEIX). The values are adjusted to include any dividend payments, if applicable.

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VUSSX vs. ACEIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VUSSX
Invesco Quality Income Fund Class R6
-0.17%8.61%1.38%4.81%-12.14%-1.37%5.79%6.37%0.26%1.61%
ACEIX
Invesco Equity and Income Fund
-1.20%12.85%11.77%10.08%-7.75%18.02%9.96%19.17%-9.74%8.31%

Returns By Period

In the year-to-date period, VUSSX achieves a -0.17% return, which is significantly higher than ACEIX's -1.20% return.


VUSSX

1D
0.61%
1M
-2.27%
YTD
-0.17%
6M
1.40%
1Y
5.10%
3Y*
3.86%
5Y*
0.15%
10Y*

ACEIX

1D
-0.37%
1M
-5.34%
YTD
-1.20%
6M
2.41%
1Y
11.40%
3Y*
11.00%
5Y*
6.63%
10Y*
8.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VUSSX vs. ACEIX - Expense Ratio Comparison

VUSSX has a 0.53% expense ratio, which is lower than ACEIX's 0.78% expense ratio.


Return for Risk

VUSSX vs. ACEIX — Risk / Return Rank

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

VUSSX
VUSSX Risk / Return Rank: 6363
Overall Rank
VUSSX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
VUSSX Sortino Ratio Rank: 6262
Sortino Ratio Rank
VUSSX Omega Ratio Rank: 4646
Omega Ratio Rank
VUSSX Calmar Ratio Rank: 8484
Calmar Ratio Rank
VUSSX Martin Ratio Rank: 6060
Martin Ratio Rank

ACEIX
ACEIX Risk / Return Rank: 5656
Overall Rank
ACEIX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
ACEIX Sortino Ratio Rank: 5656
Sortino Ratio Rank
ACEIX Omega Ratio Rank: 6161
Omega Ratio Rank
ACEIX Calmar Ratio Rank: 5050
Calmar Ratio Rank
ACEIX Martin Ratio Rank: 5454
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.

VUSSX vs. ACEIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Quality Income Fund Class R6 (VUSSX) 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.


VUSSXACEIXDifference

Sharpe ratio

Return per unit of total volatility

1.13

1.05

+0.09

Sortino ratio

Return per unit of downside risk

1.62

1.47

+0.15

Omega ratio

Gain probability vs. loss probability

1.20

1.23

-0.03

Calmar ratio

Return relative to maximum drawdown

2.10

1.21

+0.89

Martin ratio

Return relative to average drawdown

5.77

5.18

+0.59

VUSSX vs. ACEIX - Sharpe Ratio Comparison

The current VUSSX Sharpe Ratio is 1.13, which is comparable to the ACEIX Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of VUSSX and ACEIX, 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


VUSSXACEIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.13

1.05

+0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.02

0.60

-0.58

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.71

-0.42

Correlation

The correlation between VUSSX and ACEIX is 0.06, 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

VUSSX vs. ACEIX - Dividend Comparison

VUSSX's dividend yield for the trailing twelve months is around 3.44%, less than ACEIX's 6.98% yield.


TTM20252024202320222021202020192018201720162015
VUSSX
Invesco Quality Income Fund Class R6
3.44%3.69%4.30%3.20%3.37%3.49%4.00%4.09%4.27%2.78%0.00%0.00%
ACEIX
Invesco Equity and Income Fund
6.98%6.87%8.28%6.91%6.65%13.74%2.94%5.53%8.91%6.73%3.94%5.17%

Drawdowns

VUSSX vs. ACEIX - Drawdown Comparison

The maximum VUSSX drawdown since its inception was -18.43%, smaller than the maximum ACEIX drawdown of -40.08%. Use the drawdown chart below to compare losses from any high point for VUSSX and ACEIX.


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Drawdown Indicators


VUSSXACEIXDifference

Max Drawdown

Largest peak-to-trough decline

-18.43%

-40.08%

+21.65%

Max Drawdown (1Y)

Largest decline over 1 year

-2.95%

-8.63%

+5.68%

Max Drawdown (5Y)

Largest decline over 5 years

-17.85%

-16.73%

-1.12%

Max Drawdown (10Y)

Largest decline over 10 years

-30.80%

Current Drawdown

Current decline from peak

-2.27%

-5.50%

+3.23%

Average Drawdown

Average peak-to-trough decline

-4.61%

-4.63%

+0.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.07%

2.01%

-0.94%

Volatility

VUSSX vs. ACEIX - Volatility Comparison

The current volatility for Invesco Quality Income Fund Class R6 (VUSSX) is 1.82%, while Invesco Equity and Income Fund (ACEIX) has a volatility of 2.88%. This indicates that VUSSX experiences smaller price fluctuations and is considered to be less risky than ACEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VUSSXACEIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.82%

2.88%

-1.06%

Volatility (6M)

Calculated over the trailing 6-month period

2.78%

6.13%

-3.35%

Volatility (1Y)

Calculated over the trailing 1-year period

4.92%

11.63%

-6.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.42%

11.13%

-4.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.17%

12.84%

-7.67%