Correlation
The correlation between AEDAX and VTIAX is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
AEDAX vs. VTIAX
Compare and contrast key facts about Invesco EQV European Equity Fund (AEDAX) and Vanguard Total International Stock Index Fund Admiral Shares (VTIAX).
AEDAX is managed by Invesco. It was launched on Nov 2, 1997. VTIAX is managed by Vanguard. It was launched on Nov 29, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AEDAX or VTIAX.
Performance
AEDAX vs. VTIAX - Performance Comparison
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Key characteristics
AEDAX:
0.00
VTIAX:
0.88
AEDAX:
-0.05
VTIAX:
1.17
AEDAX:
0.99
VTIAX:
1.16
AEDAX:
-0.07
VTIAX:
0.93
AEDAX:
-0.24
VTIAX:
2.92
AEDAX:
9.34%
VTIAX:
4.20%
AEDAX:
17.60%
VTIAX:
15.53%
AEDAX:
-65.78%
VTIAX:
-35.82%
AEDAX:
-18.10%
VTIAX:
-0.50%
Returns By Period
The year-to-date returns for both investments are quite close, with AEDAX having a 13.65% return and VTIAX slightly higher at 13.83%. Over the past 10 years, AEDAX has underperformed VTIAX with an annualized return of 1.12%, while VTIAX has yielded a comparatively higher 5.56% annualized return.
AEDAX
13.65%
4.41%
3.63%
-0.93%
4.09%
3.18%
1.12%
VTIAX
13.83%
4.66%
10.90%
13.52%
9.14%
10.35%
5.56%
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AEDAX vs. VTIAX - Expense Ratio Comparison
AEDAX has a 1.37% expense ratio, which is higher than VTIAX's 0.11% expense ratio.
Risk-Adjusted Performance
AEDAX vs. VTIAX — Risk-Adjusted Performance Rank
AEDAX
VTIAX
AEDAX vs. VTIAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco EQV European Equity Fund (AEDAX) and Vanguard Total International Stock Index Fund Admiral Shares (VTIAX). 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.
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Dividends
AEDAX vs. VTIAX - Dividend Comparison
AEDAX's dividend yield for the trailing twelve months is around 9.27%, more than VTIAX's 2.88% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AEDAX Invesco EQV European Equity Fund | 9.27% | 10.53% | 2.58% | 7.48% | 9.40% | 1.30% | 2.53% | 1.43% | 1.86% | 1.59% | 4.78% | 6.48% |
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 2.88% | 3.33% | 3.21% | 3.05% | 3.05% | 2.10% | 3.04% | 3.17% | 2.74% | 2.93% | 2.84% | 3.40% |
Drawdowns
AEDAX vs. VTIAX - Drawdown Comparison
The maximum AEDAX drawdown since its inception was -65.78%, which is greater than VTIAX's maximum drawdown of -35.82%. Use the drawdown chart below to compare losses from any high point for AEDAX and VTIAX.
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Volatility
AEDAX vs. VTIAX - Volatility Comparison
Invesco EQV European Equity Fund (AEDAX) has a higher volatility of 3.41% compared to Vanguard Total International Stock Index Fund Admiral Shares (VTIAX) at 2.71%. This indicates that AEDAX's price experiences larger fluctuations and is considered to be riskier than VTIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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