FSTEX vs. IVNQX
FSTEX (Invesco Energy Fund) and IVNQX (Invesco Nasdaq 100 Index Fund) are both mutual funds - FSTEX is a Energy Equities fund managed by Invesco, while IVNQX is a Large Cap Growth Equities fund tracking the Nasdaq-100 Index. Over the past 5 years, FSTEX returned 24.17%/yr vs 14.15%/yr for IVNQX. Their 0.17 correlation means their historical movements had little consistent relationship. FSTEX charges 1.36%/yr vs 0.29%/yr for IVNQX.
Performance
FSTEX vs. IVNQX - Performance Comparison
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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%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
FSTEX Invesco Energy Fund | $0.00 | $0.00 | $0.00 |
| $0.00 | $0.00 | $0.00 |
FSTEX vs. IVNQX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
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
FSTEX
IVNQX
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.
| FSTEX | IVNQX | Difference | |
|---|---|---|---|
| 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 |
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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
| FSTEX | IVNQX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -4.89% | -8.28% | +3.39% |
Average DrawdownAverage peak-to-trough decline | -25.14% | -8.12% | -17.02% |
Ulcer IndexDepth 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
| FSTEX | IVNQX | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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