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Invesco S&P 500 Index Fund (SPIDX) Sharpe Ratio: 2.50

Mutual Fund · Currency in USD · Last updated Jun 4, 2026

The fund invests, under normal circumstances, at least 80% of its net assets (plus any borrowings for investment purposes) in common stocks of companies included in the S&P 500 Index, and in derivatives and other instruments that have economic characteristics similar to such securities. The index is a well-known stock market index that includes common stocks of 500 companies representing the large-capitalization segment of the U.S. equity market.

SPIDX's Sharpe Ratio of 2.50 indicates that for each unit of volatility, it generates 2.50 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 4, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

SPIDX Sharpe Ratio Rank

SPIDX Sharpe Ratio Rank: 74.374
Above Average

SPIDX ranks above 74.3% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating above-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Above-average risk-adjusted returns with room for improvement
  • Compare against category peers to gauge relative positioning
  • Monitor for movement toward top tier or decline toward median
  • Consider pairing with top-tier holdings to improve portfolio efficiency

SPIDX Sharpe Ratio Market Positioning

The chart shows SPIDX's Sharpe Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 1.42 or lower
  • Yellow zone (middle 50%): 1.42 to 2.51
  • Green zone (top 25%): 2.51 or higher
  • Top 1%: 4.65+
  • Median: 2.09 — half of all investments score higher

How it compares to other similar mutual funds

The table compares Invesco S&P 500 Index Fund's Sharpe Ratio with other mutual funds in the S&P 500 category across multiple time periods, showing how SPIDX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 4, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
PLFIXPrincipal Large Cap S&P 500 Index Fund Institutional2.55
SPINXSEI Institutional Investments Trust S&P 500 Index Fund2.53
TRSPXNuveen S&P 500 Index Fund Retirement Class2.52
USPRXVictory 500 Index Fund2.52
FXAIXFidelity 500 Index Fund2.52
BSPGXiShares S&P 500 Index Fund Class G2.52
VFIAXVanguard 500 Index Fund Admiral Shares2.52
WFSPXiShares S&P 500 Index Fund2.52
SWPPXSchwab S&P 500 Index Fund2.52
BSPPXiShares S&P 500 Index Fund Investor P Shares2.51
SPIDXInvesco S&P 500 Index Fund2.50

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows SPIDX's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when SPIDX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does SPIDX fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

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