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BRCYX vs. VADAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BRCYX vs. VADAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Balanced-Risk Commodity Strategy Fund (BRCYX) and Invesco Equally-Weighted S&P 500 Fund Class A (VADAX). The values are adjusted to include any dividend payments, if applicable.

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BRCYX vs. VADAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BRCYX
Invesco Balanced-Risk Commodity Strategy Fund
27.96%18.82%5.70%-3.15%7.94%19.54%7.89%4.49%-12.03%4.88%
VADAX
Invesco Equally-Weighted S&P 500 Fund Class A
-1.47%10.89%12.40%13.29%-12.07%28.93%12.30%28.59%-8.19%18.26%

Returns By Period

In the year-to-date period, BRCYX achieves a 27.96% return, which is significantly higher than VADAX's -1.47% return. Over the past 10 years, BRCYX has underperformed VADAX with an annualized return of 8.73%, while VADAX has yielded a comparatively higher 10.47% annualized return.


BRCYX

1D
0.81%
1M
11.91%
YTD
27.96%
6M
36.80%
1Y
43.09%
3Y*
16.68%
5Y*
13.44%
10Y*
8.73%

VADAX

1D
-0.23%
1M
-7.89%
YTD
-1.47%
6M
-0.21%
1Y
10.07%
3Y*
10.61%
5Y*
7.23%
10Y*
10.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BRCYX vs. VADAX - Expense Ratio Comparison

BRCYX has a 1.06% expense ratio, which is higher than VADAX's 0.52% expense ratio.


Return for Risk

BRCYX vs. VADAX — Risk / Return Rank

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

BRCYX
BRCYX Risk / Return Rank: 9696
Overall Rank
BRCYX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
BRCYX Sortino Ratio Rank: 9595
Sortino Ratio Rank
BRCYX Omega Ratio Rank: 9494
Omega Ratio Rank
BRCYX Calmar Ratio Rank: 9898
Calmar Ratio Rank
BRCYX Martin Ratio Rank: 9797
Martin Ratio Rank

VADAX
VADAX Risk / Return Rank: 2828
Overall Rank
VADAX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
VADAX Sortino Ratio Rank: 2929
Sortino Ratio Rank
VADAX Omega Ratio Rank: 2828
Omega Ratio Rank
VADAX Calmar Ratio Rank: 2525
Calmar Ratio Rank
VADAX Martin Ratio Rank: 3030
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BRCYX vs. VADAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Balanced-Risk Commodity Strategy Fund (BRCYX) and Invesco Equally-Weighted S&P 500 Fund Class A (VADAX). 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.


BRCYXVADAXDifference

Sharpe ratio

Return per unit of total volatility

2.60

0.64

+1.96

Sortino ratio

Return per unit of downside risk

3.14

1.02

+2.12

Omega ratio

Gain probability vs. loss probability

1.48

1.14

+0.34

Calmar ratio

Return relative to maximum drawdown

4.85

0.71

+4.14

Martin ratio

Return relative to average drawdown

16.15

3.23

+12.93

BRCYX vs. VADAX - Sharpe Ratio Comparison

The current BRCYX Sharpe Ratio is 2.60, which is higher than the VADAX Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of BRCYX and VADAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BRCYXVADAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.60

0.64

+1.96

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.87

0.45

+0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.57

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.44

-0.26

Correlation

The correlation between BRCYX and VADAX 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.


Dividends

BRCYX vs. VADAX - Dividend Comparison

BRCYX's dividend yield for the trailing twelve months is around 10.72%, more than VADAX's 10.36% yield.


TTM20252024202320222021202020192018201720162015
BRCYX
Invesco Balanced-Risk Commodity Strategy Fund
10.72%13.71%4.95%3.71%9.93%16.64%0.00%0.91%0.25%0.01%2.74%0.00%
VADAX
Invesco Equally-Weighted S&P 500 Fund Class A
10.36%10.21%8.77%4.69%8.49%9.80%6.21%4.49%6.90%2.76%0.30%2.77%

Drawdowns

BRCYX vs. VADAX - Drawdown Comparison

The maximum BRCYX drawdown since its inception was -60.05%, roughly equal to the maximum VADAX drawdown of -60.27%. Use the drawdown chart below to compare losses from any high point for BRCYX and VADAX.


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Drawdown Indicators


BRCYXVADAXDifference

Max Drawdown

Largest peak-to-trough decline

-60.05%

-60.27%

+0.22%

Max Drawdown (1Y)

Largest decline over 1 year

-9.10%

-12.61%

+3.51%

Max Drawdown (5Y)

Largest decline over 5 years

-20.42%

-21.74%

+1.32%

Max Drawdown (10Y)

Largest decline over 10 years

-38.09%

-39.32%

+1.23%

Current Drawdown

Current decline from peak

-0.11%

-7.89%

+7.78%

Average Drawdown

Average peak-to-trough decline

-27.50%

-7.13%

-20.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.73%

2.78%

-0.05%

Volatility

BRCYX vs. VADAX - Volatility Comparison

Invesco Balanced-Risk Commodity Strategy Fund (BRCYX) has a higher volatility of 7.14% compared to Invesco Equally-Weighted S&P 500 Fund Class A (VADAX) at 3.76%. This indicates that BRCYX's price experiences larger fluctuations and is considered to be riskier than VADAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BRCYXVADAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.14%

3.76%

+3.38%

Volatility (6M)

Calculated over the trailing 6-month period

14.77%

8.70%

+6.07%

Volatility (1Y)

Calculated over the trailing 1-year period

17.06%

17.17%

-0.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.64%

16.27%

-0.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.21%

18.53%

-4.32%