AFRAX vs. VADAX
Compare and contrast key facts about Invesco Floating Rate ESG Fund (AFRAX) and Invesco Equally-Weighted S&P 500 Fund Class A (VADAX).
AFRAX is managed by Invesco. It was launched on Apr 30, 1997. VADAX is managed by Invesco.
Performance
AFRAX vs. VADAX - Performance Comparison
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AFRAX vs. VADAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AFRAX Invesco Floating Rate ESG Fund | -1.27% | 4.57% | 6.80% | 10.86% | -2.26% | 6.24% | 1.53% | 7.25% | -0.19% | 3.99% |
VADAX Invesco Equally-Weighted S&P 500 Fund Class A | -1.47% | 10.89% | 12.40% | 13.29% | -12.07% | 28.93% | 12.30% | 28.59% | -8.19% | 18.26% |
Returns By Period
In the year-to-date period, AFRAX achieves a -1.27% return, which is significantly higher than VADAX's -1.47% return. Over the past 10 years, AFRAX has underperformed VADAX with an annualized return of 4.62%, while VADAX has yielded a comparatively higher 10.47% annualized return.
AFRAX
- 1D
- 0.00%
- 1M
- -0.32%
- YTD
- -1.27%
- 6M
- -0.90%
- 1Y
- 3.17%
- 3Y*
- 6.05%
- 5Y*
- 4.30%
- 10Y*
- 4.62%
VADAX
- 1D
- -0.23%
- 1M
- -7.89%
- YTD
- -1.47%
- 6M
- -0.21%
- 1Y
- 10.07%
- 3Y*
- 10.61%
- 5Y*
- 7.23%
- 10Y*
- 10.47%
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AFRAX vs. VADAX - Expense Ratio Comparison
AFRAX has a 1.04% expense ratio, which is higher than VADAX's 0.52% expense ratio.
Return for Risk
AFRAX vs. VADAX — Risk / Return Rank
AFRAX
VADAX
AFRAX vs. VADAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Floating Rate ESG Fund (AFRAX) and Invesco Equally-Weighted S&P 500 Fund Class A (VADAX). 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.
| AFRAX | VADAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.31 | 0.64 | +0.66 |
Sortino ratioReturn per unit of downside risk | 2.39 | 1.02 | +1.37 |
Omega ratioGain probability vs. loss probability | 1.43 | 1.14 | +0.28 |
Calmar ratioReturn relative to maximum drawdown | 1.75 | 0.71 | +1.03 |
Martin ratioReturn relative to average drawdown | 5.94 | 3.23 | +2.72 |
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
| AFRAX | VADAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.31 | 0.64 | +0.66 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.37 | 0.45 | +0.92 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.25 | 0.57 | +0.68 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.73 | 0.44 | +0.29 |
Correlation
The correlation between AFRAX and VADAX is 0.15, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
AFRAX vs. VADAX - Dividend Comparison
AFRAX's dividend yield for the trailing twelve months is around 7.21%, less than VADAX's 10.36% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AFRAX Invesco Floating Rate ESG Fund | 7.21% | 8.06% | 8.39% | 7.85% | 7.03% | 3.84% | 4.13% | 5.52% | 4.59% | 4.04% | 4.01% | 5.23% |
VADAX Invesco Equally-Weighted S&P 500 Fund Class A | 10.36% | 10.21% | 8.77% | 4.69% | 8.49% | 9.80% | 6.21% | 4.49% | 6.90% | 2.76% | 0.30% | 2.77% |
Drawdowns
AFRAX vs. VADAX - Drawdown Comparison
The maximum AFRAX drawdown since its inception was -37.60%, smaller than the maximum VADAX drawdown of -60.27%. Use the drawdown chart below to compare losses from any high point for AFRAX and VADAX.
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Drawdown Indicators
| AFRAX | VADAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.60% | -60.27% | +22.67% |
Max Drawdown (1Y)Largest decline over 1 year | -1.98% | -12.61% | +10.63% |
Max Drawdown (5Y)Largest decline over 5 years | -6.29% | -21.74% | +15.45% |
Max Drawdown (10Y)Largest decline over 10 years | -18.91% | -39.32% | +20.41% |
Current DrawdownCurrent decline from peak | -1.27% | -7.89% | +6.62% |
Average DrawdownAverage peak-to-trough decline | -4.42% | -7.13% | +2.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.58% | 2.78% | -2.20% |
Volatility
AFRAX vs. VADAX - Volatility Comparison
The current volatility for Invesco Floating Rate ESG Fund (AFRAX) is 0.60%, while Invesco Equally-Weighted S&P 500 Fund Class A (VADAX) has a volatility of 3.76%. This indicates that AFRAX experiences smaller price fluctuations and is considered to be less risky than VADAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AFRAX | VADAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.60% | 3.76% | -3.16% |
Volatility (6M)Calculated over the trailing 6-month period | 1.79% | 8.70% | -6.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.92% | 17.17% | -14.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.16% | 16.27% | -13.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.72% | 18.53% | -14.81% |