AFRAX vs. VADDX
Compare and contrast key facts about Invesco Floating Rate ESG Fund (AFRAX) and Invesco Equally-Weighted S&P 500 Fund (VADDX).
AFRAX is managed by Invesco. It was launched on Apr 30, 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
AFRAX vs. VADDX - Performance Comparison
Loading graphics...
AFRAX vs. VADDX - 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% |
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, AFRAX achieves a -1.27% return, which is significantly higher than VADDX's -1.41% return. Over the past 10 years, AFRAX has underperformed VADDX with an annualized return of 4.62%, while VADDX has yielded a comparatively higher 10.72% 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%
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%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
AFRAX vs. VADDX - Expense Ratio Comparison
AFRAX has a 1.04% expense ratio, which is higher than VADDX's 0.27% expense ratio.
Return for Risk
AFRAX vs. VADDX — Risk / Return Rank
AFRAX
VADDX
AFRAX vs. VADDX - 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 (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.
| AFRAX | VADDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.31 | 0.66 | +0.65 |
Sortino ratioReturn per unit of downside risk | 2.39 | 1.04 | +1.35 |
Omega ratioGain probability vs. loss probability | 1.43 | 1.15 | +0.28 |
Calmar ratioReturn relative to maximum drawdown | 1.75 | 0.73 | +1.01 |
Martin ratioReturn relative to average drawdown | 5.94 | 3.33 | +2.61 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| AFRAX | VADDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.31 | 0.66 | +0.65 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.37 | 0.46 | +0.91 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.25 | 0.58 | +0.67 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.73 | 0.46 | +0.27 |
Correlation
The correlation between AFRAX and VADDX 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. VADDX - Dividend Comparison
AFRAX's dividend yield for the trailing twelve months is around 7.21%, less than VADDX's 10.23% 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% |
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
AFRAX vs. VADDX - Drawdown Comparison
The maximum AFRAX drawdown since its inception was -37.60%, smaller than the maximum VADDX drawdown of -60.12%. Use the drawdown chart below to compare losses from any high point for AFRAX and VADDX.
Loading graphics...
Drawdown Indicators
| AFRAX | VADDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.60% | -60.12% | +22.52% |
Max Drawdown (1Y)Largest decline over 1 year | -1.98% | -12.61% | +10.63% |
Max Drawdown (5Y)Largest decline over 5 years | -6.29% | -21.58% | +15.29% |
Max Drawdown (10Y)Largest decline over 10 years | -18.91% | -39.39% | +20.48% |
Current DrawdownCurrent decline from peak | -1.27% | -7.88% | +6.61% |
Average DrawdownAverage peak-to-trough decline | -4.42% | -7.04% | +2.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.58% | 2.77% | -2.19% |
Volatility
AFRAX vs. VADDX - Volatility Comparison
The current volatility for Invesco Floating Rate ESG Fund (AFRAX) is 0.60%, while Invesco Equally-Weighted S&P 500 Fund (VADDX) has a volatility of 3.77%. This indicates that AFRAX experiences smaller price fluctuations and is considered to be less risky than VADDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| AFRAX | VADDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.60% | 3.77% | -3.17% |
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% |