AEDAX vs. VADDX
Compare and contrast key facts about Invesco EQV European Equity Fund (AEDAX) and Invesco Equally-Weighted S&P 500 Fund (VADDX).
AEDAX is managed by Invesco. It was launched on Nov 2, 1997. VADDX is a passively managed fund by Invesco that tracks the performance of the S&P 500 Equal Weight Index. It was launched on Jul 28, 1997.
Performance
AEDAX vs. VADDX - Performance Comparison
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AEDAX vs. VADDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AEDAX Invesco EQV European Equity Fund | 0.69% | 23.92% | -0.79% | 19.64% | -21.77% | 14.22% | -0.06% | 24.54% | -18.86% | 26.90% |
VADDX Invesco Equally-Weighted S&P 500 Fund | -1.41% | 11.16% | 12.68% | 13.58% | -11.86% | 29.27% | 12.56% | 28.92% | -7.96% | 18.55% |
Returns By Period
In the year-to-date period, AEDAX achieves a 0.69% return, which is significantly higher than VADDX's -1.41% return. Over the past 10 years, AEDAX has underperformed VADDX with an annualized return of 5.29%, while VADDX has yielded a comparatively higher 10.72% annualized return.
AEDAX
- 1D
- 0.15%
- 1M
- -9.80%
- YTD
- 0.69%
- 6M
- 6.57%
- 1Y
- 18.92%
- 3Y*
- 10.42%
- 5Y*
- 4.50%
- 10Y*
- 5.29%
VADDX
- 1D
- -0.23%
- 1M
- -7.88%
- YTD
- -1.41%
- 6M
- -0.10%
- 1Y
- 10.33%
- 3Y*
- 10.89%
- 5Y*
- 7.50%
- 10Y*
- 10.72%
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AEDAX vs. VADDX - Expense Ratio Comparison
AEDAX has a 1.37% expense ratio, which is higher than VADDX's 0.27% expense ratio.
Return for Risk
AEDAX vs. VADDX — Risk / Return Rank
AEDAX
VADDX
AEDAX vs. VADDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco EQV European Equity Fund (AEDAX) and Invesco Equally-Weighted S&P 500 Fund (VADDX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| AEDAX | VADDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.09 | 0.66 | +0.43 |
Sortino ratioReturn per unit of downside risk | 1.52 | 1.04 | +0.48 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.15 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.62 | 0.73 | +0.89 |
Martin ratioReturn relative to average drawdown | 5.66 | 3.33 | +2.33 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AEDAX | VADDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.09 | 0.66 | +0.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.26 | 0.46 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.31 | 0.58 | -0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.46 | -0.01 |
Correlation
The correlation between AEDAX and VADDX is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
AEDAX vs. VADDX - Dividend Comparison
AEDAX's dividend yield for the trailing twelve months is around 16.80%, more than VADDX's 10.23% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AEDAX Invesco EQV European Equity Fund | 16.80% | 16.92% | 10.53% | 2.58% | 7.48% | 9.40% | 1.30% | 2.53% | 1.43% | 1.86% | 1.59% | 4.78% |
VADDX Invesco Equally-Weighted S&P 500 Fund | 10.23% | 10.09% | 8.88% | 4.86% | 8.45% | 9.92% | 6.38% | 4.68% | 7.13% | 2.97% | 0.30% | 2.98% |
Drawdowns
AEDAX vs. VADDX - Drawdown Comparison
The maximum AEDAX drawdown since its inception was -60.46%, roughly equal to the maximum VADDX drawdown of -60.12%. Use the drawdown chart below to compare losses from any high point for AEDAX and VADDX.
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Drawdown Indicators
| AEDAX | VADDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.46% | -60.12% | -0.34% |
Max Drawdown (1Y)Largest decline over 1 year | -10.59% | -12.61% | +2.02% |
Max Drawdown (5Y)Largest decline over 5 years | -38.81% | -21.58% | -17.23% |
Max Drawdown (10Y)Largest decline over 10 years | -40.03% | -39.39% | -0.64% |
Current DrawdownCurrent decline from peak | -10.38% | -7.88% | -2.50% |
Average DrawdownAverage peak-to-trough decline | -16.99% | -7.04% | -9.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.04% | 2.77% | +0.27% |
Volatility
AEDAX vs. VADDX - Volatility Comparison
Invesco EQV European Equity Fund (AEDAX) has a higher volatility of 7.06% compared to Invesco Equally-Weighted S&P 500 Fund (VADDX) at 3.77%. This indicates that AEDAX's price experiences larger fluctuations and is considered to be riskier than VADDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AEDAX | VADDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.06% | 3.77% | +3.29% |
Volatility (6M)Calculated over the trailing 6-month period | 10.66% | 8.70% | +1.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.41% | 17.17% | -0.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.48% | 16.27% | +1.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.36% | 18.53% | -1.17% |