AWSAX vs. VMVFX
Compare and contrast key facts about Invesco Global Core Equity Fund (AWSAX) and Vanguard Global Minimum Volatility Fund Investor Shares (VMVFX).
AWSAX is managed by Invesco. It was launched on Dec 28, 2000. VMVFX is managed by Vanguard. It was launched on Dec 12, 2013.
Performance
AWSAX vs. VMVFX - Performance Comparison
Loading graphics...
AWSAX vs. VMVFX - 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% |
VMVFX Vanguard Global Minimum Volatility Fund Investor Shares | 2.85% | 12.74% | 13.38% | 7.82% | -4.48% | 23.74% | -3.99% | 23.28% | -1.79% | 15.93% |
Returns By Period
In the year-to-date period, AWSAX achieves a -3.55% return, which is significantly lower than VMVFX's 2.85% return. Over the past 10 years, AWSAX has underperformed VMVFX with an annualized return of 7.65%, while VMVFX has yielded a comparatively higher 9.14% 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%
VMVFX
- 1D
- 1.12%
- 1M
- -4.98%
- YTD
- 2.85%
- 6M
- 4.18%
- 1Y
- 9.22%
- 3Y*
- 11.81%
- 5Y*
- 10.02%
- 10Y*
- 9.14%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
AWSAX vs. VMVFX - Expense Ratio Comparison
AWSAX has a 1.22% expense ratio, which is higher than VMVFX's 0.21% expense ratio.
Return for Risk
AWSAX vs. VMVFX — Risk / Return Rank
AWSAX
VMVFX
AWSAX vs. VMVFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Global Core Equity Fund (AWSAX) and Vanguard Global Minimum Volatility Fund Investor Shares (VMVFX). 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 | VMVFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.80 | 0.93 | -0.13 |
Sortino ratioReturn per unit of downside risk | 1.29 | 1.34 | -0.05 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.20 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.11 | 1.29 | -0.17 |
Martin ratioReturn relative to average drawdown | 4.55 | 6.16 | -1.61 |
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
| AWSAX | VMVFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.80 | 0.93 | -0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.39 | 0.94 | -0.55 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.73 | -0.29 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.79 | -0.47 |
Correlation
The correlation between AWSAX and VMVFX is 0.80, 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. VMVFX - Dividend Comparison
AWSAX's dividend yield for the trailing twelve months is around 9.58%, less than VMVFX's 9.70% 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% |
VMVFX Vanguard Global Minimum Volatility Fund Investor Shares | 9.70% | 9.98% | 3.77% | 3.05% | 4.96% | 12.73% | 2.02% | 5.12% | 7.27% | 2.30% | 2.71% | 3.22% |
Drawdowns
AWSAX vs. VMVFX - Drawdown Comparison
The maximum AWSAX drawdown since its inception was -57.00%, which is greater than VMVFX's maximum drawdown of -33.09%. Use the drawdown chart below to compare losses from any high point for AWSAX and VMVFX.
Loading graphics...
Drawdown Indicators
| AWSAX | VMVFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.00% | -33.09% | -23.91% |
Max Drawdown (1Y)Largest decline over 1 year | -10.42% | -7.96% | -2.46% |
Max Drawdown (5Y)Largest decline over 5 years | -31.23% | -13.02% | -18.21% |
Max Drawdown (10Y)Largest decline over 10 years | -36.12% | -33.09% | -3.03% |
Current DrawdownCurrent decline from peak | -7.35% | -4.98% | -2.37% |
Average DrawdownAverage peak-to-trough decline | -10.67% | -2.84% | -7.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.55% | 1.66% | +0.89% |
Volatility
AWSAX vs. VMVFX - Volatility Comparison
Invesco Global Core Equity Fund (AWSAX) has a higher volatility of 6.08% compared to Vanguard Global Minimum Volatility Fund Investor Shares (VMVFX) at 2.93%. This indicates that AWSAX's price experiences larger fluctuations and is considered to be riskier than VMVFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| AWSAX | VMVFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.08% | 2.93% | +3.15% |
Volatility (6M)Calculated over the trailing 6-month period | 9.80% | 4.99% | +4.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.04% | 10.06% | +6.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.75% | 10.76% | +4.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.12% | 12.49% | +4.63% |