Returns
| Series | 1 week | 1 month | 3 months | 6 months | YTD | 1 year | 3 years (ann.) | 5 years (ann.) | 10 years (ann.) | Since inception (ann.) |
|---|---|---|---|---|---|---|---|---|---|---|
| Market-price return | +1.63% | -0.49% | -3.76% | -5.23% | -7.07% | -9.19% | +0.16% | -6.87% | -2.81% | -0.89% |
| Market-price total return | +2.13% | -0.00% | -2.41% | -2.60% | -2.80% | -3.72% | +5.76% | -1.45% | +2.67% | +5.05% |
| NAV return | +0.39% | -1.28% | -3.62% | -5.39% | -6.42% | -7.37% | +0.48% | -5.79% | -2.64% | -0.99% |
| NAV total return | +0.39% | -1.28% | -2.80% | -3.40% | -2.88% | -2.63% | +5.66% | -0.66% | +2.53% | +4.61% |
Performance through Oct 14, 2026. Price and NAV returns are simple changes; total returns reinvest each distribution at the series value on its ex-date (first observation on/after). Periods of one year or less are cumulative; longer periods are annualised. Series are built from unadjusted prices plus the distribution record so no distribution is counted twice. Corporate actions: the vendor price series is split-adjusted; rights offerings and mergers are not restated — check Corporate Actions.
Growth of $10,000, five years
Risk statistics
| Statistic | Market price | NAV | Specification |
|---|---|---|---|
| Volatility, 1 year | 0.06% | 0.04% | annualised SD of daily total returns, √252 |
| Volatility, 3 years | 0.10% | 0.05% | as above |
| Volatility, 5 years | 0.12% | 0.06% | as above |
| Maximum drawdown, 3 years | -11.52% | -4.81% | peak-to-trough on the total-return index |
| Sharpe ratio, 3 years | 0.17 | 0.36 | excess over FRED DGS3MO (window average) (avg 4.52%), annualised |
| Sortino ratio, 3 years | 0.25 | 0.51 | downside deviation of excess returns |
| Beta vs. benchmark proxy, 3 years | 0.79 | — | AGG (U.S. aggregate bond ETF proxy), daily, aligned dates |
| Correlation, 3 years | 0.42 | — | as above |
| Observations (3y) | 751 | — | minimum 60; rankings require 500 |
Market-price and NAV volatility are different quantities and are never mixed. NAV volatility for funds holding stale-marked or illiquid assets can understate economic risk.
CEF Explorer research page for Invesco Bond Fund. Figures carry their own dates and sources; a discount to NAV does not guarantee convergence or any return. This is not investment advice.