AWTAX vs. FSTEX
Compare and contrast key facts about Virtus Water Fund (AWTAX) and Invesco Energy Fund (FSTEX).
AWTAX is managed by Allianz. It was launched on Mar 30, 2008. FSTEX is managed by Invesco. It was launched on Jan 18, 1984.
Performance
AWTAX vs. FSTEX - Performance Comparison
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AWTAX vs. FSTEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AWTAX Virtus Water Fund | -2.95% | 11.87% | 5.25% | 11.99% | -21.01% | 25.39% | 16.68% | 32.78% | -12.50% | 21.99% |
FSTEX Invesco Energy Fund | 38.85% | 12.31% | 6.00% | 0.28% | 52.85% | 55.99% | -32.13% | 4.78% | -26.82% | -8.26% |
Returns By Period
In the year-to-date period, AWTAX achieves a -2.95% return, which is significantly lower than FSTEX's 38.85% return. Over the past 10 years, AWTAX has underperformed FSTEX with an annualized return of 7.71%, while FSTEX has yielded a comparatively higher 8.77% annualized return.
AWTAX
- 1D
- 0.77%
- 1M
- -10.19%
- YTD
- -2.95%
- 6M
- -4.73%
- 1Y
- 7.28%
- 3Y*
- 6.88%
- 5Y*
- 3.78%
- 10Y*
- 7.71%
FSTEX
- 1D
- -0.55%
- 1M
- 13.19%
- YTD
- 38.85%
- 6M
- 42.88%
- 1Y
- 43.71%
- 3Y*
- 20.07%
- 5Y*
- 25.80%
- 10Y*
- 8.77%
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AWTAX vs. FSTEX - Expense Ratio Comparison
AWTAX has a 1.22% expense ratio, which is lower than FSTEX's 1.36% expense ratio.
Return for Risk
AWTAX vs. FSTEX — Risk / Return Rank
AWTAX
FSTEX
AWTAX vs. FSTEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus Water Fund (AWTAX) and Invesco Energy Fund (FSTEX). 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.
| AWTAX | FSTEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.51 | 2.04 | -1.53 |
Sortino ratioReturn per unit of downside risk | 0.81 | 2.54 | -1.73 |
Omega ratioGain probability vs. loss probability | 1.10 | 1.37 | -0.27 |
Calmar ratioReturn relative to maximum drawdown | 0.62 | 2.31 | -1.69 |
Martin ratioReturn relative to average drawdown | 2.11 | 8.35 | -6.24 |
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
| AWTAX | FSTEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.51 | 2.04 | -1.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.22 | 1.03 | -0.80 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.30 | +0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.27 | +0.05 |
Correlation
The correlation between AWTAX and FSTEX is 0.54, 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.
Dividends
AWTAX vs. FSTEX - Dividend Comparison
AWTAX's dividend yield for the trailing twelve months is around 12.29%, more than FSTEX's 1.60% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AWTAX Virtus Water Fund | 12.29% | 11.93% | 7.78% | 3.30% | 0.42% | 7.72% | 1.61% | 2.98% | 3.71% | 2.43% | 0.99% | 0.38% |
FSTEX Invesco Energy Fund | 1.60% | 2.22% | 4.03% | 2.11% | 0.89% | 1.80% | 2.21% | 1.53% | 3.05% | 2.22% | 1.10% | 1.58% |
Drawdowns
AWTAX vs. FSTEX - Drawdown Comparison
The maximum AWTAX drawdown since its inception was -54.12%, smaller than the maximum FSTEX drawdown of -83.31%. Use the drawdown chart below to compare losses from any high point for AWTAX and FSTEX.
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Drawdown Indicators
| AWTAX | FSTEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.12% | -83.31% | +29.19% |
Max Drawdown (1Y)Largest decline over 1 year | -10.95% | -18.57% | +7.62% |
Max Drawdown (5Y)Largest decline over 5 years | -30.85% | -26.88% | -3.97% |
Max Drawdown (10Y)Largest decline over 10 years | -32.78% | -73.41% | +40.63% |
Current DrawdownCurrent decline from peak | -10.27% | -0.55% | -9.72% |
Average DrawdownAverage peak-to-trough decline | -9.92% | -25.28% | +15.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.23% | 5.13% | -1.90% |
Volatility
AWTAX vs. FSTEX - Volatility Comparison
Virtus Water Fund (AWTAX) has a higher volatility of 4.84% compared to Invesco Energy Fund (FSTEX) at 4.36%. This indicates that AWTAX's price experiences larger fluctuations and is considered to be riskier than FSTEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AWTAX | FSTEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.84% | 4.36% | +0.48% |
Volatility (6M)Calculated over the trailing 6-month period | 8.94% | 12.75% | -3.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.71% | 22.29% | -7.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.10% | 25.29% | -8.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.26% | 29.77% | -12.51% |