FSTUX vs. VADDX

Last updated Aug 4, 2026

FSTUX (Invesco Dividend Income Fund) and VADDX (Invesco Equally-Weighted S&P 500 Fund) are both mutual funds - FSTUX is a Large Cap Value Equities fund managed by Invesco, while VADDX is a S&P 500 fund tracking the S&P 500 Equal Weight Index. Over the past 10 years, FSTUX returned 8.41%/yr vs 11.70%/yr for VADDX. Their 0.78 correlation means they have sometimes moved together and sometimes differently. FSTUX charges 0.94%/yr vs 0.27%/yr for VADDX.

Performance

FSTUX vs. VADDX - Performance Comparison

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

Returns By Period

In the year-to-date period, FSTUX achieves a 9.80% return, which is significantly lower than VADDX's 13.07% return. Over the past 10 years, FSTUX has underperformed VADDX with an annualized return of 8.41%, while VADDX has yielded a comparatively higher 11.70% annualized return.

FSTUX

• 1D: 0.03%
• 1M: 0.97%
• 6M: 5.41%
• YTD: 9.80%
• 1Y: 18.42%
• 3Y*: 13.18%
• 5Y*: 10.10%
• 10Y*: 8.41%
• ALL TIME*: 9.02%

VADDX

• 1D: -0.18%
• 1M: -0.02%
• 6M: 8.81%
• YTD: 13.07%
• 1Y: 20.24%
• 3Y*: 13.45%
• 5Y*: 8.75%
• 10Y*: 11.70%
• ALL TIME*: 9.43%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
FSTUX Invesco Dividend Income Fund	$0.00	$0.00	$0.00
VADDX Invesco Equally-Weighted S&P 500 Fund	$0.00	$0.00	$0.00

FSTUX vs. VADDX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FSTUX Invesco Dividend Income Fund	9.80%	15.48%	11.49%	7.10%	0.58%	18.98%	0.56%	18.10%	-7.45%	8.88%
VADDX Invesco Equally-Weighted S&P 500 Fund	13.07%	11.16%	12.68%	13.58%	-11.86%	29.27%	12.56%	28.92%	-7.96%	18.55%

Correlation

The correlation between FSTUX and VADDX is 0.83, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.83
Correlation (3Y) Balances recent behavior with more history.	0.91
Correlation (5Y) Shows whether the relationship held over a longer period.	0.91
Correlation (10Y) Provides a long-term view across more market conditions.	0.88
Correlation (All Time) Calculated using the full available price history since Jul 28, 1997	0.78

The correlation between FSTUX and VADDX shifts across timeframes, from 0.78 (all time) to 0.91 (3 years), reflecting how their relationship changes across market environments.

Return for Risk

FSTUX vs. VADDX — Risk / Return Rank

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

FSTUX

FSTUX Risk / Return Rank: 72
FSTUX Sharpe Ratio Rank: 75
FSTUX Sortino Ratio Rank: 76
FSTUX Omega Ratio Rank: 71
FSTUX Calmar Ratio Rank: 76
FSTUX Martin Ratio Rank: 64

VADDX

VADDX Risk / Return Rank: 66
VADDX Sharpe Ratio Rank: 64
VADDX Sortino Ratio Rank: 66
VADDX Omega Ratio Rank: 58
VADDX Calmar Ratio Rank: 71
VADDX Martin Ratio Rank: 72

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.

FSTUX vs. VADDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Dividend Income Fund (FSTUX) 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.

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.

	FSTUX	VADDX	Difference
Sharpe ratio: Return per unit of total volatility	1.82	1.63	+0.19
Sortino ratio: Return per unit of downside risk	2.68	2.38	+0.31
Omega ratio: Gain probability vs. loss probability	1.33	1.29	+0.04
Calmar ratio: Return relative to maximum drawdown	2.59	2.43	+0.17
Martin ratio: Return relative to average drawdown	8.69	9.38	-0.69

FSTUX vs. VADDX - Sharpe Ratio Comparison

The current FSTUX Sharpe Ratio is 1.82, which is comparable to the VADDX Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of FSTUX and VADDX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

FSTUX vs. VADDX - Drawdown Comparison

The maximum FSTUX drawdown since its inception was -62.41%, roughly equal to the maximum VADDX drawdown of -60.12%. Use the drawdown chart below to compare losses from any high point for FSTUX and VADDX.

Drawdown Indicators

	FSTUX	VADDX	Difference
Max Drawdown Largest peak-to-trough decline	-62.41%	-60.12%	-2.29%
Max Drawdown (1Y) Largest decline over 1 year	-6.82%	-7.88%	+1.06%
Max Drawdown (3Y) Largest decline over 3 years	-12.99%	-17.86%	+4.87%
Max Drawdown (5Y) Largest decline over 5 years	-16.18%	-21.58%	+5.40%
Max Drawdown (10Y) Largest decline over 10 years	-31.89%	-39.39%	+7.50%
Current Drawdown Current decline from peak	-0.68%	-1.24%	+0.56%
Average Drawdown Average peak-to-trough decline	-11.86%	-6.96%	-4.90%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.03%	2.04%	-0.01%

Volatility

FSTUX vs. VADDX - Volatility Comparison

Invesco Dividend Income Fund (FSTUX) and Invesco Equally-Weighted S&P 500 Fund (VADDX) have volatilities of 2.88% and 2.88%, 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.

Volatility by Period

	FSTUX	VADDX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.88%	2.88%	0.00%
Volatility (6M) Calculated over the trailing 6-month period	7.46%	8.56%	-1.10%
Volatility (1Y) Calculated over the trailing 1-year period	9.75%	11.77%	-2.02%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.97%	16.24%	-3.27%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.50%	18.46%	-3.96%

FSTUX vs. VADDX - Expense Ratio Comparison

FSTUX has a 0.94% expense ratio, which is higher than VADDX's 0.27% expense ratio.

Dividends

FSTUX vs. VADDX - Dividend Comparison

FSTUX's dividend yield for the trailing twelve months is around 10.97%, more than VADDX's 8.92% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FSTUX Invesco Dividend Income Fund	10.97%	11.91%	7.47%	5.59%	5.72%	6.49%	2.17%	3.24%	10.97%	4.09%	2.28%	4.24%
VADDX Invesco Equally-Weighted S&P 500 Fund	8.92%	10.09%	8.88%	4.86%	8.45%	9.92%	6.38%	4.68%	7.13%	2.97%	0.30%	2.98%

Frequently Asked Questions

Can I hold both FSTUX and VADDX in my portfolio?

FSTUX and VADDX have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FSTUX or VADDX?

VADDX has higher volatility (2.88%) compared to FSTUX (2.88%). In terms of maximum drawdown, FSTUX dropped -62.41% vs VADDX's -60.12%.

Which has better risk-adjusted returns?

FSTUX currently has the higher Sharpe Ratio (1.82 vs 1.63), 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.