BRCAX vs. VTI
Compare and contrast key facts about Invesco Balanced-Risk Commodity Strategy Fund Class A (BRCAX) and Vanguard Total Stock Market ETF (VTI).
BRCAX is managed by Invesco. It was launched on Nov 30, 2010. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BRCAX or VTI.
Key characteristics
| BRCAX | VTI | |
|---|---|---|
| YTD Return | 5.57% | 26.70% |
| 1Y Return | 4.10% | 38.81% |
| 3Y Return (Ann) | 3.06% | 8.86% |
| 5Y Return (Ann) | 7.76% | 15.46% |
| 10Y Return (Ann) | 1.55% | 12.95% |
| Sharpe Ratio | 0.34 | 3.23 |
| Sortino Ratio | 0.55 | 4.29 |
| Omega Ratio | 1.06 | 1.60 |
| Calmar Ratio | 0.15 | 4.77 |
| Martin Ratio | 1.04 | 21.07 |
| Ulcer Index | 3.79% | 1.94% |
| Daily Std Dev | 11.79% | 12.59% |
| Max Drawdown | -60.98% | -55.45% |
| Current Drawdown | -21.11% | 0.00% |
Correlation
The correlation between BRCAX and VTI is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
BRCAX vs. VTI - Performance Comparison
In the year-to-date period, BRCAX achieves a 5.57% return, which is significantly lower than VTI's 26.70% return. Over the past 10 years, BRCAX has underperformed VTI with an annualized return of 1.55%, while VTI has yielded a comparatively higher 12.95% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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BRCAX vs. VTI - Expense Ratio Comparison
BRCAX has a 1.40% expense ratio, which is higher than VTI's 0.03% expense ratio.
Risk-Adjusted Performance
BRCAX vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Balanced-Risk Commodity Strategy Fund Class A (BRCAX) and Vanguard Total Stock Market ETF (VTI). 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.
Dividends
BRCAX vs. VTI - Dividend Comparison
BRCAX's dividend yield for the trailing twelve months is around 3.20%, more than VTI's 1.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRCAX Invesco Balanced-Risk Commodity Strategy Fund Class A | 3.20% | 3.38% | 9.99% | 16.91% | 0.00% | 0.89% | 0.15% | 0.00% | 2.57% | 0.00% | 0.00% | 0.08% |
VTI Vanguard Total Stock Market ETF | 1.26% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
BRCAX vs. VTI - Drawdown Comparison
The maximum BRCAX drawdown since its inception was -60.98%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for BRCAX and VTI. For additional features, visit the drawdowns tool.
Volatility
BRCAX vs. VTI - Volatility Comparison
The current volatility for Invesco Balanced-Risk Commodity Strategy Fund Class A (BRCAX) is 3.80%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 4.07%. This indicates that BRCAX experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.