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Invesco EQV European Equity Fund (AEDAX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US0088828548

CUSIP

008882854

Issuer

Invesco

Inception Date

Nov 2, 1997

Min. Investment

$1,000

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

AEDAX has a high expense ratio of 1.37%, indicating higher-than-average management fees.


Expense ratio chart for AEDAX: current value at 1.37% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.37%

Share Price Chart


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Compare to other instruments

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


Popular comparisons:
AEDAX vs. ANXG.L AEDAX vs. FXAIX AEDAX vs. VTIAX
Popular comparisons:
AEDAX vs. ANXG.L AEDAX vs. FXAIX AEDAX vs. VTIAX

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Invesco EQV European Equity Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


400.00%450.00%500.00%550.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
531.95%
449.59%
AEDAX (Invesco EQV European Equity Fund)
Benchmark (^GSPC)

Returns By Period

Invesco EQV European Equity Fund had a return of 4.04% year-to-date (YTD) and 9.03% in the last 12 months. Over the past 10 years, Invesco EQV European Equity Fund had an annualized return of 3.43%, while the S&P 500 had an annualized return of 11.62%, indicating that Invesco EQV European Equity Fund did not perform as well as the benchmark.


AEDAX

YTD

4.04%

1M

0.14%

6M

-4.22%

1Y

9.03%

5Y (annualized)

2.86%

10Y (annualized)

3.43%

^GSPC (Benchmark)

YTD

27.68%

1M

1.58%

6M

13.90%

1Y

32.27%

5Y (annualized)

14.27%

10Y (annualized)

11.62%

Monthly Returns

The table below presents the monthly returns of AEDAX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.06%3.18%1.67%-3.31%6.58%-2.23%3.12%3.18%-1.45%-5.87%-2.00%4.04%
20238.58%-1.05%2.39%3.16%-5.21%3.69%1.68%-3.77%-4.53%-1.79%9.85%6.42%19.64%
2022-5.15%-6.41%-5.26%-5.43%1.47%-9.94%6.99%-8.16%-8.71%7.61%13.48%-1.73%-21.77%
2021-1.06%3.17%4.06%3.79%2.41%-0.94%2.17%3.01%-5.12%2.99%-6.20%5.87%14.22%
2020-2.74%-8.88%-17.57%7.82%5.54%3.36%4.73%3.05%-3.52%-5.94%13.16%4.94%-0.06%
20198.09%2.33%0.25%3.41%-4.41%5.61%-0.44%-2.55%2.16%2.32%1.42%4.61%24.54%
20184.99%-4.66%-2.59%-1.14%-1.33%-0.48%1.84%-3.32%-0.42%-7.16%0.14%-5.96%-18.86%
20173.02%0.91%3.02%5.83%2.80%-1.11%2.04%0.36%3.81%0.91%1.42%1.23%26.90%
2016-5.52%-0.83%5.77%1.05%0.00%-5.02%3.80%0.53%0.47%-4.72%-1.16%3.58%-2.73%
2015-0.40%6.02%-2.51%4.79%2.30%-2.66%2.07%-6.23%-1.85%4.68%0.00%-4.23%1.15%
2014-3.88%5.67%-0.30%1.68%1.08%1.00%-4.49%0.08%-3.84%-1.60%1.17%-2.62%-6.33%
20134.28%-0.17%0.93%2.46%-0.23%-2.29%5.99%-1.66%5.83%2.73%0.92%2.95%23.54%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of AEDAX is 12, indicating that it is in the bottom 12% of mutual funds on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of AEDAX is 1212
Overall Rank
The Sharpe Ratio Rank of AEDAX is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of AEDAX is 99
Sortino Ratio Rank
The Omega Ratio Rank of AEDAX is 88
Omega Ratio Rank
The Calmar Ratio Rank of AEDAX is 2727
Calmar Ratio Rank
The Martin Ratio Rank of AEDAX is 1010
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Invesco EQV European Equity Fund (AEDAX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for AEDAX, currently valued at 0.76, compared to the broader market-1.000.001.002.003.004.005.000.762.77
The chart of Sortino ratio for AEDAX, currently valued at 1.13, compared to the broader market-2.000.002.004.006.008.0010.0012.001.133.66
The chart of Omega ratio for AEDAX, currently valued at 1.13, compared to the broader market1.002.003.004.001.131.51
The chart of Calmar ratio for AEDAX, currently valued at 0.71, compared to the broader market0.005.0010.0015.000.713.99
The chart of Martin ratio for AEDAX, currently valued at 2.72, compared to the broader market0.0020.0040.0060.0080.002.7217.73
AEDAX
^GSPC

The current Invesco EQV European Equity Fund Sharpe ratio is 0.76. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Invesco EQV European Equity Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.76
2.77
AEDAX (Invesco EQV European Equity Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Invesco EQV European Equity Fund provided a 1.44% dividend yield over the last twelve months, with an annual payout of $0.52 per share.


0.00%0.50%1.00%1.50%2.00%2.50%$0.00$0.20$0.40$0.60$0.80$1.0020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.52$0.52$0.01$1.04$0.51$1.02$0.47$0.77$0.53$0.51$0.69$0.46

Dividend yield

1.44%1.49%0.04%2.53%1.30%2.53%1.43%1.86%1.59%1.46%1.97%1.16%

Monthly Dividends

The table displays the monthly dividend distributions for Invesco EQV European Equity Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.52$0.52
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.01$0.01
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.04$1.04
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.51$0.51
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.02$1.02
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.47$0.47
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.77$0.77
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.53$0.53
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.51$0.51
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.69$0.69
2013$0.46$0.46

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.44%
0
AEDAX (Invesco EQV European Equity Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Invesco EQV European Equity Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Invesco EQV European Equity Fund was 60.46%, occurring on Mar 9, 2009. Recovery took 1108 trading sessions.

The current Invesco EQV European Equity Fund drawdown is 7.44%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-60.46%Nov 1, 2007338Mar 9, 20091108Aug 2, 20131446
-58.11%Mar 13, 2000644Oct 9, 2002813Jan 3, 20061457
-40.03%Jan 29, 2018538Mar 18, 2020229Feb 12, 2021767
-38.81%Sep 7, 2021267Sep 27, 2022479Aug 23, 2024746
-30.25%Jul 21, 199859Oct 9, 1998259Oct 7, 1999318

Volatility

Volatility Chart

The current Invesco EQV European Equity Fund volatility is 3.79%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.79%
2.22%
AEDAX (Invesco EQV European Equity Fund)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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