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Invesco Equally-Weighted S&P 500 Fund Class A (VAD...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US00142J8181

CUSIP

00142J818

Issuer

Invesco

Asset Class

Equity

Asset Class Size

Mid-Cap

Asset Class Style

Blend

Expense Ratio

VADAX features an expense ratio of 0.52%, falling within the medium range.


Expense ratio chart for VADAX: current value at 0.52% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.52%

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:
VADAX vs. FSKAX VADAX vs. VADDX VADAX vs. VOO VADAX vs. FXAIX VADAX vs. SPY VADAX vs. SCHD VADAX vs. QQQ VADAX vs. VTSAX VADAX vs. VIGAX VADAX vs. VOOG
Popular comparisons:
VADAX vs. FSKAX VADAX vs. VADDX VADAX vs. VOO VADAX vs. FXAIX VADAX vs. SPY VADAX vs. SCHD VADAX vs. QQQ VADAX vs. VTSAX VADAX vs. VIGAX VADAX vs. VOOG

Performance

Performance Chart

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


-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
6.37%
7.29%
VADAX (Invesco Equally-Weighted S&P 500 Fund Class A)
Benchmark (^GSPC)

Returns By Period

Invesco Equally-Weighted S&P 500 Fund Class A had a return of 11.79% year-to-date (YTD) and 12.18% in the last 12 months. Over the past 10 years, Invesco Equally-Weighted S&P 500 Fund Class A had an annualized return of 9.57%, while the S&P 500 had an annualized return of 11.01%, indicating that Invesco Equally-Weighted S&P 500 Fund Class A did not perform as well as the benchmark.


VADAX

YTD

11.79%

1M

-3.82%

6M

6.43%

1Y

12.18%

5Y*

10.10%

10Y*

9.57%

^GSPC (Benchmark)

YTD

23.11%

1M

-0.36%

6M

7.02%

1Y

23.15%

5Y*

12.80%

10Y*

11.01%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.87%4.13%4.42%-4.92%2.77%-0.49%4.45%2.45%2.30%-1.68%6.38%11.79%
20237.36%-3.36%-0.92%0.30%-3.83%7.68%3.42%-3.19%-5.13%-4.11%9.08%6.79%13.29%
2022-4.38%-0.94%2.58%-6.50%0.94%-9.42%8.66%-3.56%-9.27%9.75%6.64%-4.86%-12.07%
2021-0.88%6.01%5.88%4.70%1.85%0.15%1.27%2.35%-3.83%5.29%-2.55%6.11%28.93%
2020-1.86%-9.02%-18.06%12.54%6.55%1.56%4.82%4.46%-2.60%-0.71%14.25%4.18%12.30%
20199.81%3.63%0.87%3.54%-6.93%7.50%0.81%-3.15%3.07%1.25%3.34%2.72%28.59%
20184.42%-4.38%-0.99%0.37%1.38%0.91%3.17%1.96%0.09%-7.24%2.72%-9.86%-8.19%
20172.05%3.18%-0.02%0.64%0.56%1.13%1.57%-0.96%2.87%1.07%3.78%1.13%18.26%
2016-5.64%1.05%7.91%1.18%1.41%-0.08%4.16%0.14%0.04%-2.43%5.13%1.08%14.12%
2015-2.84%5.66%-0.96%0.34%0.74%-2.27%0.92%-5.47%-3.24%7.21%0.21%-2.40%-2.78%
2014-3.02%5.34%0.60%0.31%2.16%2.82%-2.33%4.19%-2.53%2.96%2.61%0.22%13.71%
20136.46%1.17%4.32%1.56%2.65%-1.09%5.39%-2.79%3.97%4.22%2.28%2.88%35.34%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of VADAX is 62, indicating average performance compared to other mutual funds on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of VADAX is 6262
Overall Rank
The Sharpe Ratio Rank of VADAX is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of VADAX is 5858
Sortino Ratio Rank
The Omega Ratio Rank of VADAX is 5555
Omega Ratio Rank
The Calmar Ratio Rank of VADAX is 8181
Calmar Ratio Rank
The Martin Ratio Rank of VADAX is 6060
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 Equally-Weighted S&P 500 Fund Class A (VADAX) 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 VADAX, currently valued at 1.13, compared to the broader market-1.000.001.002.003.004.001.131.90
The chart of Sortino ratio for VADAX, currently valued at 1.59, compared to the broader market-2.000.002.004.006.008.0010.001.592.54
The chart of Omega ratio for VADAX, currently valued at 1.20, compared to the broader market0.501.001.502.002.503.003.501.201.35
The chart of Calmar ratio for VADAX, currently valued at 1.92, compared to the broader market0.005.0010.0015.001.922.81
The chart of Martin ratio for VADAX, currently valued at 6.16, compared to the broader market0.0020.0040.0060.006.1612.39
VADAX
^GSPC

The current Invesco Equally-Weighted S&P 500 Fund Class A Sharpe ratio is 1.13. 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 Equally-Weighted S&P 500 Fund Class A 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 Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.13
1.90
VADAX (Invesco Equally-Weighted S&P 500 Fund Class A)
Benchmark (^GSPC)

Dividends

Dividend History

Invesco Equally-Weighted S&P 500 Fund Class A provided a 8.82% dividend yield over the last twelve months, with an annual payout of $6.28 per share.


2.00%4.00%6.00%8.00%10.00%$0.00$2.00$4.00$6.00$8.0020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$6.28$3.24$5.42$7.71$4.17$2.85$3.57$1.66$0.69$1.28$1.16$1.57

Dividend yield

8.82%4.69%8.49%9.80%6.21%4.49%6.90%2.76%1.33%2.77%2.37%3.56%

Monthly Dividends

The table displays the monthly dividend distributions for Invesco Equally-Weighted S&P 500 Fund Class A. 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$6.28$6.28
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.24$3.24
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$5.42$5.42
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$7.71$7.71
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$4.17$4.17
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.85$2.85
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.57$3.57
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.66$1.66
2016$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
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.28$1.28
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.16$1.16
2013$1.57$1.57

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.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.84%
-3.58%
VADAX (Invesco Equally-Weighted S&P 500 Fund Class A)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Invesco Equally-Weighted S&P 500 Fund Class A. 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 Equally-Weighted S&P 500 Fund Class A was 60.26%, occurring on Mar 9, 2009. Recovery took 488 trading sessions.

The current Invesco Equally-Weighted S&P 500 Fund Class A drawdown is 6.84%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-60.26%Jul 16, 2007415Mar 9, 2009488Feb 11, 2011903
-39.32%Dec 16, 201967Mar 23, 2020161Nov 9, 2020228
-31.9%May 22, 2001344Oct 9, 2002268Nov 3, 2003612
-22.73%May 11, 2011101Oct 3, 2011111Mar 13, 2012212
-21.74%Jan 5, 2022186Sep 30, 2022342Feb 12, 2024528

Volatility

Volatility Chart

The current Invesco Equally-Weighted S&P 500 Fund Class A volatility is 3.80%, 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
3.80%
3.64%
VADAX (Invesco Equally-Weighted S&P 500 Fund Class A)
Benchmark (^GSPC)
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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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