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BRCAX vs. VTI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BRCAX and VTI is 0.26, 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.


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Performance

BRCAX vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Balanced-Risk Commodity Strategy Fund Class A (BRCAX) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
4.64%
5.30%
BRCAX
VTI

Key characteristics

Sharpe Ratio

BRCAX:

0.74

VTI:

1.26

Sortino Ratio

BRCAX:

1.13

VTI:

1.73

Omega Ratio

BRCAX:

1.14

VTI:

1.23

Calmar Ratio

BRCAX:

0.33

VTI:

1.91

Martin Ratio

BRCAX:

2.27

VTI:

7.42

Ulcer Index

BRCAX:

3.64%

VTI:

2.21%

Daily Std Dev

BRCAX:

11.15%

VTI:

13.02%

Max Drawdown

BRCAX:

-60.99%

VTI:

-55.45%

Current Drawdown

BRCAX:

-18.21%

VTI:

-4.82%

Returns By Period

In the year-to-date period, BRCAX achieves a 3.80% return, which is significantly higher than VTI's -0.45% return. Over the past 10 years, BRCAX has underperformed VTI with an annualized return of 2.71%, while VTI has yielded a comparatively higher 12.10% annualized return.


BRCAX

YTD

3.80%

1M

0.92%

6M

4.64%

1Y

8.26%

5Y*

10.70%

10Y*

2.71%

VTI

YTD

-0.45%

1M

-3.72%

6M

5.30%

1Y

16.25%

5Y*

15.71%

10Y*

12.10%

*Annualized

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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.


Expense ratio chart for BRCAX: current value at 1.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.40%
Expense ratio chart for VTI: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

BRCAX vs. VTI — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BRCAX
The Risk-Adjusted Performance Rank of BRCAX is 4141
Overall Rank
The Sharpe Ratio Rank of BRCAX is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of BRCAX is 4646
Sortino Ratio Rank
The Omega Ratio Rank of BRCAX is 4141
Omega Ratio Rank
The Calmar Ratio Rank of BRCAX is 3232
Calmar Ratio Rank
The Martin Ratio Rank of BRCAX is 4242
Martin Ratio Rank

VTI
The Risk-Adjusted Performance Rank of VTI is 6262
Overall Rank
The Sharpe Ratio Rank of VTI is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of VTI is 5555
Sortino Ratio Rank
The Omega Ratio Rank of VTI is 5959
Omega Ratio Rank
The Calmar Ratio Rank of VTI is 6868
Calmar Ratio Rank
The Martin Ratio Rank of VTI is 6969
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for BRCAX, currently valued at 0.74, compared to the broader market-1.000.001.002.003.004.000.741.26
The chart of Sortino ratio for BRCAX, currently valued at 1.13, compared to the broader market0.002.004.006.008.0010.0012.001.131.73
The chart of Omega ratio for BRCAX, currently valued at 1.14, compared to the broader market1.002.003.004.001.141.23
The chart of Calmar ratio for BRCAX, currently valued at 0.33, compared to the broader market0.005.0010.0015.000.331.91
The chart of Martin ratio for BRCAX, currently valued at 2.27, compared to the broader market0.0020.0040.0060.0080.002.277.42
BRCAX
VTI

The current BRCAX Sharpe Ratio is 0.74, which is lower than the VTI Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of BRCAX and VTI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00SeptemberOctoberNovemberDecember2025February
0.74
1.26
BRCAX
VTI

Dividends

BRCAX vs. VTI - Dividend Comparison

BRCAX's dividend yield for the trailing twelve months is around 2.42%, more than VTI's 1.27% yield.


TTM20242023202220212020201920182017201620152014
BRCAX
Invesco Balanced-Risk Commodity Strategy Fund Class A
2.42%2.52%3.38%9.99%16.91%0.00%0.89%0.15%0.00%2.57%0.00%0.00%
VTI
Vanguard Total Stock Market ETF
1.27%1.27%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%

Drawdowns

BRCAX vs. VTI - Drawdown Comparison

The maximum BRCAX drawdown since its inception was -60.99%, 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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-18.21%
-4.82%
BRCAX
VTI

Volatility

BRCAX vs. VTI - Volatility Comparison

The current volatility for Invesco Balanced-Risk Commodity Strategy Fund Class A (BRCAX) is 2.76%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 3.36%. 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.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
2.76%
3.36%
BRCAX
VTI