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ISIN
US00141M7700
CUSIP
00141M770
Issuer
Invesco
Inception Date
Oct 18, 1995
Min. Investment
$1,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Small-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

GTSAX Performance Chart

Invesco Small Cap Growth Fund (GTSAX) is up 27.1% since the beginning of the year. GTSAX is currently trading at $36 per share. Investors who bought $1,000 worth of GTSAX shares 5 years ago would now be looking at an investment worth $1,153.


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S&P 500 Index

Returns By Period

Invesco Small Cap Growth Fund (GTSAX) has returned 27.06% so far this year and 43.56% over the past 12 months. Over the last ten years, GTSAX has returned 11.21% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Invesco Small Cap Growth Fund

1D
2.69%
1M
6.08%
YTD
27.06%
6M
23.56%
1Y
43.56%
3Y*
17.73%
5Y*
2.89%
10Y*
11.21%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GTSAX Monthly Returns History

Based on dividend-adjusted daily data since Jan 2, 1996, GTSAX's average daily return is +0.06%, while the average monthly return is +1.13%. At this rate, an investment would double in approximately 5.1 years.

Historically, 61% of months were positive and 39% were negative. The best month was Feb 2000 with a return of +31.3%, while the worst month was Aug 1998 at -21.8%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 8 months.

On a daily basis, GTSAX closed higher 53% of trading days. The best single day was Dec 14, 2007 with a return of +21.1%, while the worst single day was Mar 16, 2020 at -14.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.16%1.18%-5.55%15.42%3.42%5.93%27.06%
20253.25%-7.99%-7.51%-1.15%4.05%7.07%1.82%3.71%1.82%3.90%0.53%-2.63%5.80%
2024-0.94%8.57%2.48%-6.10%2.96%1.22%3.90%0.95%2.67%-2.37%10.95%-7.65%16.19%
20238.72%-0.94%-0.45%-2.93%-2.25%8.18%1.81%-3.44%-5.85%-7.61%9.22%9.60%12.66%
2022-16.71%-2.12%-2.43%-11.87%-4.32%-8.12%11.79%-3.12%-7.92%8.51%3.59%-6.81%-35.61%
20212.03%3.94%-3.36%5.84%-4.57%5.22%-0.61%2.63%-3.62%7.11%-7.01%-0.88%5.71%

Benchmark Metrics

Invesco Small Cap Growth Fund has an annualized alpha of 3.36%, beta of 1.05, and R2 of 0.69 versus S&P 500 Index. Calculated based on daily prices since January 02, 1996.

  • This fund captured 125.16% of S&P 500 Index gains and 110.34% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • This fund generated an annualized alpha of 3.36% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • With beta of 1.05 and R2 of 0.69, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
3.36%
Beta
1.05
0.69
Upside Capture
125.16%
Downside Capture
110.34%

Expense Ratio

GTSAX has a high expense ratio of 1.14%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

GTSAX ranks 52 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


GTSAX Risk / Return Rank: 5252
Overall Rank
GTSAX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
GTSAX Sortino Ratio Rank: 3838
Sortino Ratio Rank
GTSAX Omega Ratio Rank: 3939
Omega Ratio Rank
GTSAX Calmar Ratio Rank: 7777
Calmar Ratio Rank
GTSAX Martin Ratio Rank: 6565
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Invesco Small Cap Growth Fund (GTSAX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


GTSAXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.23

Sortino ratioReturn per unit of downside risk

-0.36

Omega ratioGain probability vs. loss probability

1.31

1.37

-0.06

Calmar ratioReturn relative to maximum drawdown

3.29

2.78

+0.50

Martin ratioReturn relative to average drawdown

11.86

12.44

-0.58

Dividends

Dividend History

Invesco Small Cap Growth Fund provided a 8.22% dividend yield over the last twelve months, with an annual payout of $2.95 per share.


0.00%10.00%20.00%30.00%40.00%$0.00$5.00$10.00$15.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$2.95$2.95$0.00$0.00$0.81$14.14$6.62$3.17$3.03$3.44$3.05$3.24

Dividend yield

8.22%10.45%0.00%0.00%3.60%38.91%13.85%8.96%9.76%9.23%9.35%10.11%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.95$2.95
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$0.00$0.00
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.81$0.81
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$14.14$14.14

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Invesco Small Cap Growth 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 Small Cap Growth Fund was 63.62%, occurring on Oct 9, 2002. Recovery took 1305 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

Dot-com crash2000–2002
-63.62%Oct 2002
2y 7mo5y 2mo
7y 9moMar 2000 - Dec 2007
Financial crisis2007–2009
-53.66%Mar 2009
1y 2mo1y 9mo
2y 11moDec 2007 - Dec 2010
Bear market2022
-47.85%Jun 2022
7mo 9d4y 3d
4y 7moNov 2021 - Jun 2026
COVID crash2020
-37.64%Mar 2020
3mo 3d3mo 20d
6mo 23dDec 2019 - Jul 2020
1998 bear market1998
-36.37%Oct 1998
5mo 19d2mo 24d
8mo 13dApr 1998 - Dec 1998

Drawdown Indicators


GTSAXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-63.62%

-56.78%

-6.84%

Max Drawdown (1Y)

Largest decline over 1 year

-13.42%

-9.10%

-4.32%

Max Drawdown (3Y)

Largest decline over 3 years

-29.24%

-18.90%

-10.34%

Max Drawdown (5Y)

Largest decline over 5 years

-47.85%

-25.43%

-22.42%

Max Drawdown (10Y)

Largest decline over 10 years

-47.85%

-33.92%

-13.93%

Current Drawdown

Current decline from peak

0.00%

-1.80%

+1.80%

Average Drawdown

Average peak-to-trough decline

-18.92%

-10.71%

-8.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.71%

2.03%

+1.68%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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