BRCYX vs. VADDX
Compare and contrast key facts about Invesco Balanced-Risk Commodity Strategy Fund (BRCYX) and Invesco Equally-Weighted S&P 500 Fund (VADDX).
BRCYX is managed by Invesco. It was launched on Nov 29, 2010. VADDX is a passively managed fund by Invesco that tracks the performance of the S&P 500 Equal Weight Index. It was launched on Jul 28, 1997.
Performance
BRCYX vs. VADDX - Performance Comparison
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BRCYX vs. VADDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BRCYX Invesco Balanced-Risk Commodity Strategy Fund | 28.11% | 18.82% | 5.70% | -3.15% | 7.94% | 19.54% | 7.89% | 4.49% | -12.03% | 4.88% |
VADDX Invesco Equally-Weighted S&P 500 Fund | 0.61% | 11.16% | 12.68% | 13.58% | -11.86% | 29.27% | 12.56% | 28.92% | -7.96% | 18.55% |
Returns By Period
In the year-to-date period, BRCYX achieves a 28.11% return, which is significantly higher than VADDX's 0.61% return. Over the past 10 years, BRCYX has underperformed VADDX with an annualized return of 8.74%, while VADDX has yielded a comparatively higher 10.94% annualized return.
BRCYX
- 1D
- 0.11%
- 1M
- 9.65%
- YTD
- 28.11%
- 6M
- 36.58%
- 1Y
- 43.05%
- 3Y*
- 16.72%
- 5Y*
- 13.44%
- 10Y*
- 8.74%
VADDX
- 1D
- 2.06%
- 1M
- -5.82%
- YTD
- 0.61%
- 6M
- 1.75%
- 1Y
- 12.48%
- 3Y*
- 11.64%
- 5Y*
- 7.70%
- 10Y*
- 10.94%
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BRCYX vs. VADDX - Expense Ratio Comparison
BRCYX has a 1.06% expense ratio, which is higher than VADDX's 0.27% expense ratio.
Return for Risk
BRCYX vs. VADDX — Risk / Return Rank
BRCYX
VADDX
BRCYX vs. VADDX - 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 (VADDX). 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.
| BRCYX | VADDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.57 | 0.74 | +1.83 |
Sortino ratioReturn per unit of downside risk | 3.10 | 1.15 | +1.95 |
Omega ratioGain probability vs. loss probability | 1.47 | 1.16 | +0.31 |
Calmar ratioReturn relative to maximum drawdown | 4.84 | 0.93 | +3.91 |
Martin ratioReturn relative to average drawdown | 16.14 | 4.21 | +11.93 |
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
| BRCYX | VADDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.57 | 0.74 | +1.83 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.87 | 0.48 | +0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | 0.59 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.18 | 0.46 | -0.28 |
Correlation
The correlation between BRCYX and VADDX 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. VADDX - Dividend Comparison
BRCYX's dividend yield for the trailing twelve months is around 10.70%, more than VADDX's 10.03% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRCYX Invesco Balanced-Risk Commodity Strategy Fund | 10.70% | 13.71% | 4.95% | 3.71% | 9.93% | 16.64% | 0.00% | 0.91% | 0.25% | 0.01% | 2.74% | 0.00% |
VADDX Invesco Equally-Weighted S&P 500 Fund | 10.03% | 10.09% | 8.88% | 4.86% | 8.45% | 9.92% | 6.38% | 4.68% | 7.13% | 2.97% | 0.30% | 2.98% |
Drawdowns
BRCYX vs. VADDX - Drawdown Comparison
The maximum BRCYX drawdown since its inception was -60.05%, roughly equal to the maximum VADDX drawdown of -60.12%. Use the drawdown chart below to compare losses from any high point for BRCYX and VADDX.
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Drawdown Indicators
| BRCYX | VADDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.05% | -60.12% | +0.07% |
Max Drawdown (1Y)Largest decline over 1 year | -9.10% | -12.61% | +3.51% |
Max Drawdown (5Y)Largest decline over 5 years | -20.42% | -21.58% | +1.16% |
Max Drawdown (10Y)Largest decline over 10 years | -38.09% | -39.39% | +1.30% |
Current DrawdownCurrent decline from peak | 0.00% | -5.99% | +5.99% |
Average DrawdownAverage peak-to-trough decline | -27.49% | -7.03% | -20.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.73% | 2.80% | -0.07% |
Volatility
BRCYX vs. VADDX - Volatility Comparison
Invesco Balanced-Risk Commodity Strategy Fund (BRCYX) has a higher volatility of 6.95% compared to Invesco Equally-Weighted S&P 500 Fund (VADDX) at 4.48%. This indicates that BRCYX's price experiences larger fluctuations and is considered to be riskier than VADDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BRCYX | VADDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.95% | 4.48% | +2.47% |
Volatility (6M)Calculated over the trailing 6-month period | 14.76% | 8.88% | +5.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.02% | 17.25% | -0.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.62% | 16.30% | -0.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.21% | 18.54% | -4.33% |