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FSTEX vs. IVNQX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FSTEX vs. IVNQX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Energy Fund (FSTEX) and Invesco Nasdaq 100 Index Fund (IVNQX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FSTEX achieves a 32.80% return, which is significantly higher than IVNQX's 11.50% return.


FSTEX

1D
0.78%
1M
12.82%
6M
18.22%
YTD
32.80%
1Y
42.48%
3Y*
16.16%
5Y*
24.17%
10Y*
7.77%
ALL TIME*
6.88%

IVNQX

1D
3.35%
1M
-4.16%
6M
10.20%
YTD
11.50%
1Y
23.89%
3Y*
21.84%
5Y*
14.15%
10Y*
ALL TIME*
16.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

FSTEX vs. IVNQX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
FSTEX
Invesco Energy Fund
32.80%12.31%6.00%0.28%52.85%55.99%27.62%
IVNQX
Invesco Nasdaq 100 Index Fund
11.50%20.77%25.43%54.62%-32.05%26.75%8.46%

Correlation

The correlation between FSTEX and IVNQX is -0.12, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.12

Correlation (3Y)
Balances recent behavior with more history.

0.06

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.18

Correlation (All Time)
Calculated using the full available price history since Oct 15, 2020

0.17

The correlation between FSTEX and IVNQX shifts across timeframes, from -0.12 (1 year) to 0.18 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

FSTEX vs. IVNQX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FSTEX
FSTEX Risk / Return Rank: 7373
Overall Rank
FSTEX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
FSTEX Sortino Ratio Rank: 7474
Sortino Ratio Rank
FSTEX Omega Ratio Rank: 7474
Omega Ratio Rank
FSTEX Calmar Ratio Rank: 7474
Calmar Ratio Rank
FSTEX Martin Ratio Rank: 5959
Martin Ratio Rank

IVNQX
IVNQX Risk / Return Rank: 3838
Overall Rank
IVNQX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
IVNQX Sortino Ratio Rank: 3535
Sortino Ratio Rank
IVNQX Omega Ratio Rank: 3434
Omega Ratio Rank
IVNQX Calmar Ratio Rank: 4747
Calmar Ratio Rank
IVNQX Martin Ratio Rank: 4040
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FSTEX vs. IVNQX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Energy Fund (FSTEX) and Invesco Nasdaq 100 Index Fund (IVNQX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FSTEXIVNQXDifference
Sharpe ratioReturn per unit of total volatility

+0.89

Sortino ratioReturn per unit of downside risk

+0.98

Omega ratioGain probability vs. loss probability

1.32

1.19

+0.13

Calmar ratioReturn relative to maximum drawdown

2.41

1.76

+0.65

Martin ratioReturn relative to average drawdown

7.66

5.65

+2.01

FSTEX vs. IVNQX - Sharpe Ratio Comparison

The current FSTEX Sharpe Ratio is 1.97, which is higher than the IVNQX Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of FSTEX and IVNQX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FSTEX vs. IVNQX - Drawdown Comparison

The maximum FSTEX drawdown since its inception was -83.31%, which is greater than IVNQX's maximum drawdown of -34.83%. Use the drawdown chart below to compare losses from any high point for FSTEX and IVNQX.


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Drawdown Indicators


FSTEXIVNQXDifference

Max Drawdown

Largest peak-to-trough decline

-83.31%

-34.83%

-48.48%

Max Drawdown (1Y)

Largest decline over 1 year

-16.54%

-11.95%

-4.59%

Max Drawdown (3Y)

Largest decline over 3 years

-18.58%

-22.70%

+4.12%

Max Drawdown (5Y)

Largest decline over 5 years

-26.88%

-34.83%

+7.95%

Max Drawdown (10Y)

Largest decline over 10 years

-73.41%

Current Drawdown

Current decline from peak

-4.89%

-8.28%

+3.39%

Average Drawdown

Average peak-to-trough decline

-25.14%

-8.12%

-17.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.23%

3.70%

+1.53%

Volatility

FSTEX vs. IVNQX - Volatility Comparison

Invesco Energy Fund (FSTEX) and Invesco Nasdaq 100 Index Fund (IVNQX) have volatilities of 6.68% and 6.87%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSTEXIVNQXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.68%

6.87%

-0.19%

Volatility (6M)

Calculated over the trailing 6-month period

16.59%

15.96%

+0.63%

Volatility (1Y)

Calculated over the trailing 1-year period

20.23%

19.38%

+0.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.99%

22.99%

+2.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.59%

22.61%

+6.98%

FSTEX vs. IVNQX - Expense Ratio Comparison

FSTEX has a 1.36% expense ratio, which is higher than IVNQX's 0.29% expense ratio.


Dividends

FSTEX vs. IVNQX - Dividend Comparison

FSTEX's dividend yield for the trailing twelve months is around 1.67%, more than IVNQX's 1.17% yield.


PositionTTM20252024202320222021202020192018201720162015
FSTEX
Invesco Energy Fund
1.67%2.22%4.03%2.11%0.89%1.80%2.21%1.53%3.05%2.22%1.10%1.58%
IVNQX
Invesco Nasdaq 100 Index Fund
1.17%1.31%0.72%0.54%0.73%0.84%0.19%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FSTEX and IVNQX have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IVNQX has higher volatility (6.87%) compared to FSTEX (6.68%). In terms of maximum drawdown, FSTEX dropped -83.31% vs IVNQX's -34.83%.

FSTEX currently has the higher Sharpe Ratio (1.97 vs 1.08), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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