CAAMX vs. VADDX
Compare and contrast key facts about Invesco Select Risk: Moderately Conservative Investor Fund (CAAMX) and Invesco Equally-Weighted S&P 500 Fund (VADDX).
CAAMX is managed by Invesco. It was launched on Apr 28, 2005. 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
CAAMX vs. VADDX - Performance Comparison
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CAAMX vs. VADDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CAAMX Invesco Select Risk: Moderately Conservative Investor Fund | -1.36% | 11.19% | 6.17% | 9.83% | -16.68% | 7.30% | 10.23% | 14.41% | -4.51% | 6.31% |
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, CAAMX achieves a -1.36% return, which is significantly lower than VADDX's 0.61% return. Over the past 10 years, CAAMX has underperformed VADDX with an annualized return of 4.37%, while VADDX has yielded a comparatively higher 10.94% annualized return.
CAAMX
- 1D
- 0.00%
- 1M
- -4.68%
- YTD
- -1.36%
- 6M
- 0.53%
- 1Y
- 9.51%
- 3Y*
- 7.18%
- 5Y*
- 2.46%
- 10Y*
- 4.37%
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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CAAMX vs. VADDX - Expense Ratio Comparison
CAAMX has a 0.44% expense ratio, which is higher than VADDX's 0.27% expense ratio.
Return for Risk
CAAMX vs. VADDX — Risk / Return Rank
CAAMX
VADDX
CAAMX vs. VADDX - 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 (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.
| CAAMX | VADDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.24 | 0.74 | +0.50 |
Sortino ratioReturn per unit of downside risk | 1.77 | 1.15 | +0.62 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.16 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.59 | 0.93 | +0.65 |
Martin ratioReturn relative to average drawdown | 6.86 | 4.21 | +2.65 |
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 | VADDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.24 | 0.74 | +0.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 0.48 | -0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.59 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.46 | +0.13 |
Correlation
The correlation between CAAMX and VADDX is 0.85, 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. VADDX - Dividend Comparison
CAAMX's dividend yield for the trailing twelve months is around 3.04%, less than VADDX's 10.03% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CAAMX Invesco Select Risk: Moderately Conservative Investor Fund | 3.04% | 2.90% | 2.44% | 1.73% | 4.57% | 5.03% | 7.84% | 6.43% | 4.05% | 1.71% | 2.46% | 2.77% |
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
CAAMX vs. VADDX - Drawdown Comparison
The maximum CAAMX drawdown since its inception was -29.13%, smaller than the maximum VADDX drawdown of -60.12%. Use the drawdown chart below to compare losses from any high point for CAAMX and VADDX.
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Drawdown Indicators
| CAAMX | VADDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.13% | -60.12% | +30.99% |
Max Drawdown (1Y)Largest decline over 1 year | -5.64% | -12.61% | +6.97% |
Max Drawdown (5Y)Largest decline over 5 years | -22.18% | -21.58% | -0.60% |
Max Drawdown (10Y)Largest decline over 10 years | -22.18% | -39.39% | +17.21% |
Current DrawdownCurrent decline from peak | -4.68% | -5.99% | +1.31% |
Average DrawdownAverage peak-to-trough decline | -4.35% | -7.03% | +2.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.31% | 2.80% | -1.49% |
Volatility
CAAMX vs. VADDX - Volatility Comparison
The current volatility for Invesco Select Risk: Moderately Conservative Investor Fund (CAAMX) is 2.62%, while Invesco Equally-Weighted S&P 500 Fund (VADDX) has a volatility of 4.48%. This indicates that CAAMX experiences smaller price fluctuations and is considered to be less risky 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
| CAAMX | VADDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.62% | 4.48% | -1.86% |
Volatility (6M)Calculated over the trailing 6-month period | 4.87% | 8.88% | -4.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.91% | 17.25% | -9.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.75% | 16.30% | -8.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.50% | 18.54% | -11.04% |