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ALMIX vs. VTAPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ALMIX vs. VTAPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Short Duration Inflation Protected Fund (ALMIX) and Vanguard Short-Term Inflation-Protected Securities Index Fund Admiral Shares (VTAPX). The values are adjusted to include any dividend payments, if applicable.

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ALMIX vs. VTAPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ALMIX
Invesco Short Duration Inflation Protected Fund
0.89%6.13%4.29%4.17%-4.35%5.20%5.35%4.84%0.12%0.45%
VTAPX
Vanguard Short-Term Inflation-Protected Securities Index Fund Admiral Shares
0.97%6.03%4.73%4.59%-2.84%5.26%4.97%4.85%0.53%0.82%

Returns By Period

In the year-to-date period, ALMIX achieves a 0.89% return, which is significantly lower than VTAPX's 0.97% return. Over the past 10 years, ALMIX has underperformed VTAPX with an annualized return of 2.73%, while VTAPX has yielded a comparatively higher 3.05% annualized return.


ALMIX

1D
0.30%
1M
-0.11%
YTD
0.89%
6M
1.01%
1Y
3.61%
3Y*
4.40%
5Y*
2.98%
10Y*
2.73%

VTAPX

1D
0.28%
1M
0.04%
YTD
0.97%
6M
1.31%
1Y
3.86%
3Y*
4.67%
5Y*
3.48%
10Y*
3.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ALMIX vs. VTAPX - Expense Ratio Comparison

ALMIX has a 0.30% expense ratio, which is higher than VTAPX's 0.06% expense ratio.


Return for Risk

ALMIX vs. VTAPX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ALMIX
ALMIX Risk / Return Rank: 9191
Overall Rank
ALMIX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
ALMIX Sortino Ratio Rank: 9191
Sortino Ratio Rank
ALMIX Omega Ratio Rank: 8888
Omega Ratio Rank
ALMIX Calmar Ratio Rank: 9696
Calmar Ratio Rank
ALMIX Martin Ratio Rank: 9494
Martin Ratio Rank

VTAPX
VTAPX Risk / Return Rank: 9696
Overall Rank
VTAPX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
VTAPX Sortino Ratio Rank: 9696
Sortino Ratio Rank
VTAPX Omega Ratio Rank: 9494
Omega Ratio Rank
VTAPX Calmar Ratio Rank: 9898
Calmar Ratio Rank
VTAPX Martin Ratio Rank: 9696
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ALMIX vs. VTAPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Short Duration Inflation Protected Fund (ALMIX) and Vanguard Short-Term Inflation-Protected Securities Index Fund Admiral Shares (VTAPX). 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.


ALMIXVTAPXDifference

Sharpe ratio

Return per unit of total volatility

1.75

2.28

-0.53

Sortino ratio

Return per unit of downside risk

2.68

3.41

-0.73

Omega ratio

Gain probability vs. loss probability

1.39

1.49

-0.11

Calmar ratio

Return relative to maximum drawdown

3.65

4.65

-1.00

Martin ratio

Return relative to average drawdown

12.15

14.74

-2.59

ALMIX vs. VTAPX - Sharpe Ratio Comparison

The current ALMIX Sharpe Ratio is 1.75, which is comparable to the VTAPX Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of ALMIX and VTAPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ALMIXVTAPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.75

2.28

-0.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.94

1.31

-0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.01

1.37

-0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

1.66

1.04

+0.61

Correlation

The correlation between ALMIX and VTAPX is 0.81, 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.


Dividends

ALMIX vs. VTAPX - Dividend Comparison

ALMIX's dividend yield for the trailing twelve months is around 4.39%, more than VTAPX's 3.55% yield.


TTM20252024202320222021202020192018201720162015
ALMIX
Invesco Short Duration Inflation Protected Fund
4.39%4.38%3.00%3.24%7.59%4.38%1.19%2.17%2.80%2.19%1.53%0.09%
VTAPX
Vanguard Short-Term Inflation-Protected Securities Index Fund Admiral Shares
3.55%3.78%2.68%2.84%6.82%4.67%1.19%1.94%2.45%1.52%0.76%0.00%

Drawdowns

ALMIX vs. VTAPX - Drawdown Comparison

The maximum ALMIX drawdown since its inception was -6.61%, which is greater than VTAPX's maximum drawdown of -5.33%. Use the drawdown chart below to compare losses from any high point for ALMIX and VTAPX.


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Drawdown Indicators


ALMIXVTAPXDifference

Max Drawdown

Largest peak-to-trough decline

-6.61%

-5.33%

-1.28%

Max Drawdown (1Y)

Largest decline over 1 year

-1.18%

-0.92%

-0.26%

Max Drawdown (5Y)

Largest decline over 5 years

-6.61%

-5.33%

-1.28%

Max Drawdown (10Y)

Largest decline over 10 years

-6.61%

-5.33%

-1.28%

Current Drawdown

Current decline from peak

-0.31%

-0.28%

-0.03%

Average Drawdown

Average peak-to-trough decline

-0.45%

-1.04%

+0.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.36%

0.29%

+0.07%

Volatility

ALMIX vs. VTAPX - Volatility Comparison

Invesco Short Duration Inflation Protected Fund (ALMIX) has a higher volatility of 0.68% compared to Vanguard Short-Term Inflation-Protected Securities Index Fund Admiral Shares (VTAPX) at 0.59%. This indicates that ALMIX's price experiences larger fluctuations and is considered to be riskier than VTAPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ALMIXVTAPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.68%

0.59%

+0.09%

Volatility (6M)

Calculated over the trailing 6-month period

1.19%

0.96%

+0.23%

Volatility (1Y)

Calculated over the trailing 1-year period

2.20%

1.79%

+0.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.19%

2.67%

+0.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.71%

2.23%

+0.48%