AWSAX vs. VADDX
Compare and contrast key facts about Invesco Global Core Equity Fund (AWSAX) and Invesco Equally-Weighted S&P 500 Fund (VADDX).
AWSAX is managed by Invesco. It was launched on Dec 28, 2000. 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
AWSAX vs. VADDX - Performance Comparison
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AWSAX vs. VADDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AWSAX Invesco Global Core Equity Fund | -3.55% | 15.33% | 16.49% | 21.79% | -22.22% | 15.71% | 7.29% | 24.54% | -15.01% | 22.83% |
VADDX Invesco Equally-Weighted S&P 500 Fund | 0.61% | 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, AWSAX achieves a -3.55% return, which is significantly lower than VADDX's 0.61% return. Over the past 10 years, AWSAX has underperformed VADDX with an annualized return of 7.65%, while VADDX has yielded a comparatively higher 10.94% annualized return.
AWSAX
- 1D
- 3.07%
- 1M
- -5.97%
- YTD
- -3.55%
- 6M
- -2.70%
- 1Y
- 13.06%
- 3Y*
- 13.15%
- 5Y*
- 6.06%
- 10Y*
- 7.65%
VADDX
- 1D
- 2.06%
- 1M
- -5.82%
- YTD
- 0.61%
- 6M
- 1.75%
- 1Y
- 12.48%
- 3Y*
- 11.64%
- 5Y*
- 7.70%
- 10Y*
- 10.94%
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AWSAX vs. VADDX - Expense Ratio Comparison
AWSAX has a 1.22% expense ratio, which is higher than VADDX's 0.27% expense ratio.
Return for Risk
AWSAX vs. VADDX — Risk / Return Rank
AWSAX
VADDX
AWSAX vs. VADDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Global Core Equity Fund (AWSAX) 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.
| AWSAX | VADDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.80 | 0.74 | +0.06 |
Sortino ratioReturn per unit of downside risk | 1.29 | 1.15 | +0.14 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.16 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.11 | 0.93 | +0.18 |
Martin ratioReturn relative to average drawdown | 4.55 | 4.21 | +0.34 |
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
| AWSAX | VADDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.80 | 0.74 | +0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.39 | 0.48 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.59 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.46 | -0.14 |
Correlation
The correlation between AWSAX and VADDX is 0.86, 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
AWSAX vs. VADDX - Dividend Comparison
AWSAX's dividend yield for the trailing twelve months is around 9.58%, less than VADDX's 10.03% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AWSAX Invesco Global Core Equity Fund | 9.58% | 9.24% | 8.01% | 2.48% | 3.26% | 5.38% | 15.26% | 1.21% | 8.57% | 5.24% | 0.35% | 1.22% |
VADDX Invesco Equally-Weighted S&P 500 Fund | 10.03% | 10.09% | 8.88% | 4.86% | 8.45% | 9.92% | 6.38% | 4.68% | 7.13% | 2.97% | 0.30% | 2.98% |
Drawdowns
AWSAX vs. VADDX - Drawdown Comparison
The maximum AWSAX drawdown since its inception was -57.00%, smaller than the maximum VADDX drawdown of -60.12%. Use the drawdown chart below to compare losses from any high point for AWSAX and VADDX.
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Drawdown Indicators
| AWSAX | VADDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.00% | -60.12% | +3.12% |
Max Drawdown (1Y)Largest decline over 1 year | -10.42% | -12.61% | +2.19% |
Max Drawdown (5Y)Largest decline over 5 years | -31.23% | -21.58% | -9.65% |
Max Drawdown (10Y)Largest decline over 10 years | -36.12% | -39.39% | +3.27% |
Current DrawdownCurrent decline from peak | -7.35% | -5.99% | -1.36% |
Average DrawdownAverage peak-to-trough decline | -10.67% | -7.03% | -3.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.55% | 2.80% | -0.25% |
Volatility
AWSAX vs. VADDX - Volatility Comparison
Invesco Global Core Equity Fund (AWSAX) has a higher volatility of 6.08% compared to Invesco Equally-Weighted S&P 500 Fund (VADDX) at 4.48%. This indicates that AWSAX's price experiences larger fluctuations and is considered to be riskier than VADDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AWSAX | VADDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.08% | 4.48% | +1.60% |
Volatility (6M)Calculated over the trailing 6-month period | 9.80% | 8.88% | +0.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.04% | 17.25% | -0.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.75% | 16.30% | -0.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.12% | 18.54% | -1.42% |