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FSTUX vs. VADDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

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FSTUX vs. VADDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSTUX
Invesco Dividend Income Fund
0.11%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
-1.41%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, FSTUX achieves a 0.11% return, which is significantly higher than VADDX's -1.41% return. Over the past 10 years, FSTUX has underperformed VADDX with an annualized return of 7.84%, while VADDX has yielded a comparatively higher 10.72% annualized return.


FSTUX

1D
-0.34%
1M
-6.59%
YTD
0.11%
6M
2.93%
1Y
12.52%
3Y*
11.62%
5Y*
8.68%
10Y*
7.84%

VADDX

1D
-0.23%
1M
-7.88%
YTD
-1.41%
6M
-0.10%
1Y
10.33%
3Y*
10.89%
5Y*
7.50%
10Y*
10.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSTUX vs. VADDX - Expense Ratio Comparison

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


Return for Risk

FSTUX vs. VADDX — Risk / Return Rank

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

FSTUX
FSTUX Risk / Return Rank: 5454
Overall Rank
FSTUX Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
FSTUX Sortino Ratio Rank: 5454
Sortino Ratio Rank
FSTUX Omega Ratio Rank: 5858
Omega Ratio Rank
FSTUX Calmar Ratio Rank: 4949
Calmar Ratio Rank
FSTUX Martin Ratio Rank: 5353
Martin Ratio Rank

VADDX
VADDX Risk / Return Rank: 2929
Overall Rank
VADDX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
VADDX Sortino Ratio Rank: 3030
Sortino Ratio Rank
VADDX Omega Ratio Rank: 2929
Omega Ratio Rank
VADDX Calmar Ratio Rank: 2525
Calmar Ratio Rank
VADDX Martin Ratio Rank: 3131
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.

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.


FSTUXVADDXDifference

Sharpe ratio

Return per unit of total volatility

1.02

0.66

+0.36

Sortino ratio

Return per unit of downside risk

1.47

1.04

+0.43

Omega ratio

Gain probability vs. loss probability

1.22

1.15

+0.08

Calmar ratio

Return relative to maximum drawdown

1.21

0.73

+0.48

Martin ratio

Return relative to average drawdown

5.23

3.33

+1.90

FSTUX vs. VADDX - Sharpe Ratio Comparison

The current FSTUX Sharpe Ratio is 1.02, which is higher than the VADDX Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of FSTUX 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


FSTUXVADDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

0.66

+0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.46

+0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.58

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.46

-0.07

Correlation

The correlation between FSTUX and VADDX is 0.78, 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

FSTUX vs. VADDX - Dividend Comparison

FSTUX's dividend yield for the trailing twelve months is around 11.91%, more than VADDX's 10.23% yield.


TTM20252024202320222021202020192018201720162015
FSTUX
Invesco Dividend Income Fund
11.91%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
10.23%10.09%8.88%4.86%8.45%9.92%6.38%4.68%7.13%2.97%0.30%2.98%

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.


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Drawdown Indicators


FSTUXVADDXDifference

Max Drawdown

Largest peak-to-trough decline

-62.41%

-60.12%

-2.29%

Max Drawdown (1Y)

Largest decline over 1 year

-10.17%

-12.61%

+2.44%

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

-6.82%

-7.88%

+1.06%

Average Drawdown

Average peak-to-trough decline

-11.95%

-7.04%

-4.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.36%

2.77%

-0.41%

Volatility

FSTUX vs. VADDX - Volatility Comparison

The current volatility for Invesco Dividend Income Fund (FSTUX) is 3.33%, while Invesco Equally-Weighted S&P 500 Fund (VADDX) has a volatility of 3.77%. This indicates that FSTUX 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


FSTUXVADDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.33%

3.77%

-0.44%

Volatility (6M)

Calculated over the trailing 6-month period

6.99%

8.70%

-1.71%

Volatility (1Y)

Calculated over the trailing 1-year period

13.64%

17.17%

-3.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.00%

16.27%

-3.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.48%

18.53%

-4.05%