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Invesco EQV International Equity Fund (AIIEX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISINUS0088821022
CUSIP008882102
IssuerInvesco
Inception DateApr 6, 1992
CategoryForeign Large Cap Equities
Min. Investment$1,000
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Growth

Expense Ratio

AIIEX has a high expense ratio of 1.35%, indicating higher-than-average management fees.


Expense ratio chart for AIIEX: current value at 1.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.35%

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 International Equity Fund

Popular comparisons: AIIEX vs. PRBLX, AIIEX vs. FMAGX, AIIEX vs. VT, AIIEX vs. SCHF

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Invesco EQV International 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.


600.00%700.00%800.00%900.00%1,000.00%1,100.00%1,200.00%December2024FebruaryMarchAprilMay
644.65%
1,157.29%
AIIEX (Invesco EQV International Equity Fund)
Benchmark (^GSPC)

S&P 500

Returns By Period

Invesco EQV International Equity Fund had a return of 4.69% year-to-date (YTD) and 11.07% in the last 12 months. Over the past 10 years, Invesco EQV International Equity Fund had an annualized return of 4.08%, while the S&P 500 had an annualized return of 10.84%, indicating that Invesco EQV International Equity Fund did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date4.69%10.00%
1 month3.24%2.41%
6 months12.62%16.70%
1 year11.07%26.85%
5 years (annualized)5.96%12.81%
10 years (annualized)4.08%10.84%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.40%4.53%1.19%-3.99%4.69%
20239.07%-3.02%3.93%0.92%-2.51%4.40%1.26%-4.48%-4.55%-1.51%7.85%6.14%17.55%
2022-3.95%-4.26%-2.65%-7.30%2.98%-8.33%6.17%-5.46%-8.73%3.60%13.30%-3.35%-18.58%
2021-0.40%1.55%1.74%1.71%2.24%-0.72%-1.37%1.36%-4.57%3.08%-3.76%4.95%5.53%
2020-3.19%-6.46%-14.06%8.28%4.30%4.26%5.88%4.05%-1.01%-2.85%10.53%5.62%13.35%
20197.90%3.51%2.18%3.76%-5.82%7.31%-0.72%-1.35%1.83%2.10%1.38%3.67%28.04%
20184.91%-5.39%-0.36%-0.81%-2.44%-1.73%2.90%-2.11%0.73%-7.80%1.00%-4.88%-15.48%
20173.13%1.28%3.15%2.39%2.78%0.61%2.57%-0.59%2.29%1.38%0.38%1.29%22.65%
2016-4.87%-0.54%7.40%0.38%-0.47%-2.35%3.52%-0.00%0.25%-3.29%-2.53%2.24%-0.86%
2015-0.53%4.93%-0.86%3.60%-0.58%-3.15%-0.00%-7.70%-2.90%7.04%-0.06%-1.62%-2.62%
2014-5.35%5.93%0.24%1.62%1.74%2.05%-1.73%1.13%-4.57%0.59%1.72%-2.99%-0.18%
20133.78%-1.30%1.12%1.61%-0.66%-2.95%4.89%-0.94%6.51%2.84%0.48%2.30%18.69%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of AIIEX is 30, 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 AIIEX is 3030
AIIEX (Invesco EQV International Equity Fund)
The Sharpe Ratio Rank of AIIEX is 3030Sharpe Ratio Rank
The Sortino Ratio Rank of AIIEX is 2929Sortino Ratio Rank
The Omega Ratio Rank of AIIEX is 2626Omega Ratio Rank
The Calmar Ratio Rank of AIIEX is 3939Calmar Ratio Rank
The Martin Ratio Rank of AIIEX is 2828Martin 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 International Equity Fund (AIIEX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


AIIEX
Sharpe ratio
The chart of Sharpe ratio for AIIEX, currently valued at 0.97, compared to the broader market-1.000.001.002.003.004.000.97
Sortino ratio
The chart of Sortino ratio for AIIEX, currently valued at 1.45, compared to the broader market-2.000.002.004.006.008.0010.0012.001.45
Omega ratio
The chart of Omega ratio for AIIEX, currently valued at 1.17, compared to the broader market0.501.001.502.002.503.003.501.17
Calmar ratio
The chart of Calmar ratio for AIIEX, currently valued at 0.61, compared to the broader market0.002.004.006.008.0010.0012.000.61
Martin ratio
The chart of Martin ratio for AIIEX, currently valued at 2.52, compared to the broader market0.0020.0040.0060.002.52
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.35, compared to the broader market-1.000.001.002.003.004.002.35
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.33, compared to the broader market-2.000.002.004.006.008.0010.0012.003.33
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.41, compared to the broader market0.501.001.502.002.503.003.501.41
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.90, compared to the broader market0.002.004.006.008.0010.0012.001.90
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.02, compared to the broader market0.0020.0040.0060.009.02

Sharpe Ratio

The current Invesco EQV International Equity Fund Sharpe ratio is 0.97. 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 International 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
0.97
2.35
AIIEX (Invesco EQV International Equity Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Invesco EQV International Equity Fund granted a 1.49% dividend yield in the last twelve months. The annual payout for that period amounted to $0.36 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.36$0.36$2.35$6.94$4.11$3.49$2.75$0.93$0.37$0.39$1.57$0.36

Dividend yield

1.49%1.56%11.90%25.61%12.69%10.81%9.83%2.56%1.22%1.24%4.86%1.07%

Monthly Dividends

The table displays the monthly dividend distributions for Invesco EQV International 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$0.36$0.36
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.35$2.35
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$6.94$6.94
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$4.11$4.11
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.49$3.49
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.75$2.75
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.93$0.93
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.37$0.37
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.39$0.39
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.57$1.57
2013$0.36$0.36

Drawdowns

Drawdowns Chart

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


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchAprilMay
-2.23%
-0.15%
AIIEX (Invesco EQV International Equity Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Invesco EQV International 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 International Equity Fund was 58.30%, occurring on Oct 9, 2002. Recovery took 897 trading sessions.

The current Invesco EQV International Equity Fund drawdown is 2.23%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-58.3%Mar 7, 2000648Oct 9, 2002897May 4, 20061545
-54.11%Nov 1, 2007266Nov 20, 20081210Sep 16, 20131476
-36.94%Dec 16, 201967Mar 23, 2020174Nov 27, 2020241
-30.76%Sep 8, 2021279Oct 14, 2022
-27.41%Jul 21, 199855Oct 5, 1998263Oct 7, 1999318

Volatility

Volatility Chart

The current Invesco EQV International Equity Fund volatility is 3.43%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%December2024FebruaryMarchAprilMay
3.43%
3.35%
AIIEX (Invesco EQV International Equity Fund)
Benchmark (^GSPC)