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CNSDX vs. VADDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CNSDX vs. VADDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Convertible Securities Fund (CNSDX) and Invesco Equally-Weighted S&P 500 Fund (VADDX). The values are adjusted to include any dividend payments, if applicable.

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CNSDX vs. VADDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CNSDX
Invesco Convertible Securities Fund
2.40%16.24%9.95%8.18%-15.51%4.69%44.68%21.25%-1.60%10.68%
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, CNSDX achieves a 2.40% return, which is significantly higher than VADDX's 0.61% return. Over the past 10 years, CNSDX has underperformed VADDX with an annualized return of 9.97%, while VADDX has yielded a comparatively higher 10.94% annualized return.


CNSDX

1D
2.89%
1M
-3.94%
YTD
2.40%
6M
1.85%
1Y
22.33%
3Y*
11.66%
5Y*
4.27%
10Y*
9.97%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CNSDX vs. VADDX - Expense Ratio Comparison

CNSDX has a 0.68% expense ratio, which is higher than VADDX's 0.27% expense ratio.


Return for Risk

CNSDX vs. VADDX — Risk / Return Rank

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

CNSDX
CNSDX Risk / Return Rank: 7575
Overall Rank
CNSDX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
CNSDX Sortino Ratio Rank: 7272
Sortino Ratio Rank
CNSDX Omega Ratio Rank: 6262
Omega Ratio Rank
CNSDX Calmar Ratio Rank: 8989
Calmar Ratio Rank
CNSDX Martin Ratio Rank: 8080
Martin Ratio Rank

VADDX
VADDX Risk / Return Rank: 3232
Overall Rank
VADDX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
VADDX Sortino Ratio Rank: 3131
Sortino Ratio Rank
VADDX Omega Ratio Rank: 3030
Omega Ratio Rank
VADDX Calmar Ratio Rank: 3131
Calmar Ratio Rank
VADDX Martin Ratio Rank: 3838
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.

CNSDX vs. VADDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Convertible Securities Fund (CNSDX) 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.


CNSDXVADDXDifference

Sharpe ratio

Return per unit of total volatility

1.42

0.74

+0.69

Sortino ratio

Return per unit of downside risk

1.96

1.15

+0.81

Omega ratio

Gain probability vs. loss probability

1.26

1.16

+0.10

Calmar ratio

Return relative to maximum drawdown

2.59

0.93

+1.65

Martin ratio

Return relative to average drawdown

8.79

4.21

+4.58

CNSDX vs. VADDX - Sharpe Ratio Comparison

The current CNSDX Sharpe Ratio is 1.42, which is higher than the VADDX Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of CNSDX and VADDX, 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


CNSDXVADDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.42

0.74

+0.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.48

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

0.59

+0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

0.46

+0.21

Correlation

The correlation between CNSDX and VADDX is 0.81, 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

CNSDX vs. VADDX - Dividend Comparison

CNSDX's dividend yield for the trailing twelve months is around 11.50%, more than VADDX's 10.03% yield.


TTM20252024202320222021202020192018201720162015
CNSDX
Invesco Convertible Securities Fund
11.50%11.77%3.46%1.46%3.97%28.36%10.96%5.21%12.65%4.57%3.74%2.74%
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

CNSDX vs. VADDX - Drawdown Comparison

The maximum CNSDX drawdown since its inception was -39.33%, smaller than the maximum VADDX drawdown of -60.12%. Use the drawdown chart below to compare losses from any high point for CNSDX and VADDX.


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Drawdown Indicators


CNSDXVADDXDifference

Max Drawdown

Largest peak-to-trough decline

-39.33%

-60.12%

+20.79%

Max Drawdown (1Y)

Largest decline over 1 year

-8.09%

-12.61%

+4.52%

Max Drawdown (5Y)

Largest decline over 5 years

-22.73%

-21.58%

-1.15%

Max Drawdown (10Y)

Largest decline over 10 years

-24.19%

-39.39%

+15.20%

Current Drawdown

Current decline from peak

-5.44%

-5.99%

+0.55%

Average Drawdown

Average peak-to-trough decline

-6.94%

-7.03%

+0.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.38%

2.80%

-0.42%

Volatility

CNSDX vs. VADDX - Volatility Comparison

Invesco Convertible Securities Fund (CNSDX) has a higher volatility of 6.96% compared to Invesco Equally-Weighted S&P 500 Fund (VADDX) at 4.48%. This indicates that CNSDX'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


CNSDXVADDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.96%

4.48%

+2.48%

Volatility (6M)

Calculated over the trailing 6-month period

12.93%

8.88%

+4.05%

Volatility (1Y)

Calculated over the trailing 1-year period

16.04%

17.25%

-1.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.03%

16.30%

-4.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.63%

18.54%

-5.91%