CAAMX vs. VADAX
Compare and contrast key facts about Invesco Select Risk: Moderately Conservative Investor Fund (CAAMX) and Invesco Equally-Weighted S&P 500 Fund Class A (VADAX).
CAAMX is managed by Invesco. It was launched on Apr 28, 2005. VADAX is managed by Invesco.
Performance
CAAMX vs. VADAX - Performance Comparison
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CAAMX vs. VADAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CAAMX Invesco Select Risk: Moderately Conservative Investor Fund | -0.04% | 11.19% | 6.17% | 9.83% | -16.68% | 7.30% | 10.23% | 14.41% | -4.51% | 6.31% |
VADAX Invesco Equally-Weighted S&P 500 Fund Class A | 0.54% | 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, CAAMX achieves a -0.04% return, which is significantly lower than VADAX's 0.54% return. Over the past 10 years, CAAMX has underperformed VADAX with an annualized return of 4.51%, while VADAX has yielded a comparatively higher 10.69% annualized return.
CAAMX
- 1D
- 1.34%
- 1M
- -3.00%
- YTD
- -0.04%
- 6M
- 1.60%
- 1Y
- 10.66%
- 3Y*
- 7.65%
- 5Y*
- 2.59%
- 10Y*
- 4.51%
VADAX
- 1D
- 2.04%
- 1M
- -5.84%
- YTD
- 0.54%
- 6M
- 1.62%
- 1Y
- 12.19%
- 3Y*
- 11.36%
- 5Y*
- 7.44%
- 10Y*
- 10.69%
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CAAMX vs. VADAX - Expense Ratio Comparison
CAAMX has a 0.44% expense ratio, which is lower than VADAX's 0.52% expense ratio.
Return for Risk
CAAMX vs. VADAX — Risk / Return Rank
CAAMX
VADAX
CAAMX vs. VADAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Select Risk: Moderately Conservative Investor Fund (CAAMX) 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.
| CAAMX | VADAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.38 | 0.72 | +0.66 |
Sortino ratioReturn per unit of downside risk | 1.99 | 1.13 | +0.86 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.16 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 1.89 | 0.91 | +0.98 |
Martin ratioReturn relative to average drawdown | 8.06 | 4.10 | +3.96 |
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
| CAAMX | VADAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.38 | 0.72 | +0.66 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 0.46 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.58 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.45 | +0.15 |
Correlation
The correlation between CAAMX and VADAX is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
CAAMX vs. VADAX - Dividend Comparison
CAAMX's dividend yield for the trailing twelve months is around 3.00%, less than VADAX's 10.15% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CAAMX Invesco Select Risk: Moderately Conservative Investor Fund | 3.00% | 2.90% | 2.44% | 1.73% | 4.57% | 5.03% | 7.84% | 6.43% | 4.05% | 1.71% | 2.46% | 2.77% |
VADAX Invesco Equally-Weighted S&P 500 Fund Class A | 10.15% | 10.21% | 8.77% | 4.69% | 8.49% | 9.80% | 6.21% | 4.49% | 6.90% | 2.76% | 0.30% | 2.77% |
Drawdowns
CAAMX vs. VADAX - Drawdown Comparison
The maximum CAAMX drawdown since its inception was -29.13%, smaller than the maximum VADAX drawdown of -60.27%. Use the drawdown chart below to compare losses from any high point for CAAMX and VADAX.
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Drawdown Indicators
| CAAMX | VADAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.13% | -60.27% | +31.14% |
Max Drawdown (1Y)Largest decline over 1 year | -5.64% | -12.61% | +6.97% |
Max Drawdown (5Y)Largest decline over 5 years | -22.18% | -21.74% | -0.44% |
Max Drawdown (10Y)Largest decline over 10 years | -22.18% | -39.32% | +17.14% |
Current DrawdownCurrent decline from peak | -3.41% | -6.01% | +2.60% |
Average DrawdownAverage peak-to-trough decline | -4.35% | -7.13% | +2.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.32% | 2.80% | -1.48% |
Volatility
CAAMX vs. VADAX - Volatility Comparison
The current volatility for Invesco Select Risk: Moderately Conservative Investor Fund (CAAMX) is 3.04%, while Invesco Equally-Weighted S&P 500 Fund Class A (VADAX) has a volatility of 4.47%. This indicates that CAAMX experiences smaller price fluctuations and is considered to be less risky 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
| CAAMX | VADAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.04% | 4.47% | -1.43% |
Volatility (6M)Calculated over the trailing 6-month period | 5.03% | 8.87% | -3.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.00% | 17.25% | -9.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.77% | 16.30% | -8.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.52% | 18.54% | -11.02% |