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

Fund Info

ISINUS0088828548
CUSIP008882854
IssuerInvesco
Inception DateNov 2, 1997
CategoryEurope Equities
Min. Investment$1,000
Asset ClassEquity

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.


Invesco EQV European Equity Fund

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


300.00%350.00%400.00%450.00%500.00%550.00%December2024FebruaryMarchAprilMay
561.17%
379.01%
AEDAX (Invesco EQV European Equity Fund)
Benchmark (^GSPC)

S&P 500

Returns By Period

Invesco EQV European Equity Fund had a return of 8.85% year-to-date (YTD) and 17.02% in the last 12 months. Over the past 10 years, Invesco EQV European Equity Fund had an annualized return of 3.06%, while the S&P 500 had an annualized return of 10.97%, indicating that Invesco EQV European Equity Fund did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date8.85%11.29%
1 month7.28%4.87%
6 months17.90%17.88%
1 year17.02%29.16%
5 years (annualized)5.39%13.20%
10 years (annualized)3.06%10.97%

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%8.85%
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 38, suggesting that the investment has average results relative to other mutual funds in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of AEDAX is 3838
AEDAX (Invesco EQV European Equity Fund)
The Sharpe Ratio Rank of AEDAX is 3737Sharpe Ratio Rank
The Sortino Ratio Rank of AEDAX is 3838Sortino Ratio Rank
The Omega Ratio Rank of AEDAX is 3434Omega Ratio Rank
The Calmar Ratio Rank of AEDAX is 4040Calmar Ratio Rank
The Martin Ratio Rank of AEDAX is 4040Martin 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.


AEDAX
Sharpe ratio
The chart of Sharpe ratio for AEDAX, currently valued at 1.18, compared to the broader market-1.000.001.002.003.004.001.18
Sortino ratio
The chart of Sortino ratio for AEDAX, currently valued at 1.80, compared to the broader market-2.000.002.004.006.008.0010.0012.001.80
Omega ratio
The chart of Omega ratio for AEDAX, currently valued at 1.21, compared to the broader market0.501.001.502.002.503.003.501.21
Calmar ratio
The chart of Calmar ratio for AEDAX, currently valued at 0.67, compared to the broader market0.002.004.006.008.0010.0012.000.67
Martin ratio
The chart of Martin ratio for AEDAX, currently valued at 3.69, compared to the broader market0.0020.0040.0060.003.70
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.44, compared to the broader market-1.000.001.002.003.004.002.44
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.45, compared to the broader market-2.000.002.004.006.008.0010.0012.003.45
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.42, compared to the broader market0.501.001.502.002.503.003.501.42
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.98, compared to the broader market0.002.004.006.008.0010.0012.001.98
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.39, compared to the broader market0.0020.0040.0060.009.39

Sharpe Ratio

The current Invesco EQV European Equity Fund Sharpe ratio is 1.18. This value is calculated based on the past 12 months 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 Ratio0.501.001.502.002.503.00December2024FebruaryMarchAprilMay
1.18
2.44
AEDAX (Invesco EQV European Equity Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Invesco EQV European Equity Fund granted a 2.37% dividend yield in the last twelve months. The annual payout for that period amounted to $0.90 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.90$0.90$2.24$3.87$0.51$1.02$0.47$0.77$0.53$0.51$2.25$1.19

Dividend yield

2.37%2.58%7.48%9.40%1.30%2.53%1.43%1.86%1.59%1.46%6.48%3.02%

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
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.90$0.90
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.24$2.24
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.87$3.87
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$2.25$2.25
2013$1.19$1.19

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-2.05%
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 2.05%.


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, 2022
-30.25%Jul 21, 199859Oct 9, 1998259Oct 7, 1999318

Volatility

Volatility Chart

The current Invesco EQV European Equity Fund volatility is 3.30%, 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%December2024FebruaryMarchAprilMay
3.30%
3.47%
AEDAX (Invesco EQV European Equity Fund)
Benchmark (^GSPC)