ASRAX vs. SPHD
Compare and contrast key facts about Invesco Global Real Estate Income Fund (ASRAX) and Invesco S&P 500® High Dividend Low Volatility ETF (SPHD).
ASRAX is managed by Invesco. It was launched on May 30, 2002. SPHD is a passively managed fund by Invesco that tracks the performance of the S&P Low Volatility High Dividend index. It was launched on Oct 18, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ASRAX or SPHD.
Correlation
The correlation between ASRAX and SPHD is 0.66, 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.
Performance
ASRAX vs. SPHD - Performance Comparison
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Key characteristics
ASRAX:
0.28
SPHD:
0.67
ASRAX:
0.51
SPHD:
1.08
ASRAX:
1.07
SPHD:
1.15
ASRAX:
0.19
SPHD:
0.80
ASRAX:
0.61
SPHD:
2.71
ASRAX:
6.38%
SPHD:
3.93%
ASRAX:
12.54%
SPHD:
14.34%
ASRAX:
-75.07%
SPHD:
-41.39%
ASRAX:
-12.21%
SPHD:
-7.19%
Returns By Period
In the year-to-date period, ASRAX achieves a 1.95% return, which is significantly higher than SPHD's -0.86% return. Over the past 10 years, ASRAX has underperformed SPHD with an annualized return of 1.83%, while SPHD has yielded a comparatively higher 8.09% annualized return.
ASRAX
1.95%
7.68%
-2.97%
3.49%
4.51%
1.83%
SPHD
-0.86%
4.52%
-4.50%
9.28%
12.86%
8.09%
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ASRAX vs. SPHD - Expense Ratio Comparison
ASRAX has a 1.20% expense ratio, which is higher than SPHD's 0.30% expense ratio.
Risk-Adjusted Performance
ASRAX vs. SPHD — Risk-Adjusted Performance Rank
ASRAX
SPHD
ASRAX vs. SPHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Global Real Estate Income Fund (ASRAX) and Invesco S&P 500® High Dividend Low Volatility ETF (SPHD). 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
ASRAX vs. SPHD - Dividend Comparison
ASRAX's dividend yield for the trailing twelve months is around 3.52%, more than SPHD's 3.44% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ASRAX Invesco Global Real Estate Income Fund | 3.52% | 3.58% | 2.96% | 2.37% | 1.89% | 2.34% | 5.56% | 3.51% | 3.46% | 4.50% | 3.48% | 4.68% |
SPHD Invesco S&P 500® High Dividend Low Volatility ETF | 3.44% | 3.41% | 4.48% | 3.89% | 3.45% | 4.89% | 4.07% | 4.40% | 3.14% | 3.83% | 3.49% | 3.24% |
Drawdowns
ASRAX vs. SPHD - Drawdown Comparison
The maximum ASRAX drawdown since its inception was -75.07%, which is greater than SPHD's maximum drawdown of -41.39%. Use the drawdown chart below to compare losses from any high point for ASRAX and SPHD. For additional features, visit the drawdowns tool.
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Volatility
ASRAX vs. SPHD - Volatility Comparison
The current volatility for Invesco Global Real Estate Income Fund (ASRAX) is 3.23%, while Invesco S&P 500® High Dividend Low Volatility ETF (SPHD) has a volatility of 5.09%. This indicates that ASRAX experiences smaller price fluctuations and is considered to be less risky than SPHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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