FSTUX vs. VHYAX
Compare and contrast key facts about Invesco Dividend Income Fund (FSTUX) and Vanguard High Dividend Yield Index Fund Admiral Shares (VHYAX).
FSTUX is managed by Invesco. It was launched on Jun 2, 1986. VHYAX is managed by Vanguard. It was launched on Feb 7, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FSTUX or VHYAX.
Performance
FSTUX vs. VHYAX - Performance Comparison
Returns By Period
In the year-to-date period, FSTUX achieves a 17.33% return, which is significantly lower than VHYAX's 22.99% return.
FSTUX
17.33%
3.93%
11.83%
20.00%
6.40%
5.19%
VHYAX
22.99%
4.67%
15.00%
31.18%
11.30%
N/A
Key characteristics
| FSTUX | VHYAX | |
|---|---|---|
| Sharpe Ratio | 2.07 | 2.93 |
| Sortino Ratio | 2.86 | 4.13 |
| Omega Ratio | 1.37 | 1.54 |
| Calmar Ratio | 2.55 | 5.99 |
| Martin Ratio | 12.23 | 18.84 |
| Ulcer Index | 1.63% | 1.65% |
| Daily Std Dev | 9.66% | 10.63% |
| Max Drawdown | -64.54% | -35.14% |
| Current Drawdown | 0.00% | 0.00% |
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FSTUX vs. VHYAX - Expense Ratio Comparison
FSTUX has a 0.94% expense ratio, which is higher than VHYAX's 0.08% expense ratio.
Correlation
The correlation between FSTUX and VHYAX is 0.95, 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.
Risk-Adjusted Performance
FSTUX vs. VHYAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Dividend Income Fund (FSTUX) and Vanguard High Dividend Yield Index Fund Admiral Shares (VHYAX). 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.
Dividends
FSTUX vs. VHYAX - Dividend Comparison
FSTUX's dividend yield for the trailing twelve months is around 1.47%, less than VHYAX's 2.68% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSTUX Invesco Dividend Income Fund | 1.47% | 2.05% | 1.78% | 1.81% | 2.17% | 2.53% | 2.73% | 1.80% | 1.74% | 2.00% | 2.03% | 2.67% |
VHYAX Vanguard High Dividend Yield Index Fund Admiral Shares | 2.68% | 3.10% | 2.98% | 2.74% | 3.16% | 3.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FSTUX vs. VHYAX - Drawdown Comparison
The maximum FSTUX drawdown since its inception was -64.54%, which is greater than VHYAX's maximum drawdown of -35.14%. Use the drawdown chart below to compare losses from any high point for FSTUX and VHYAX. For additional features, visit the drawdowns tool.
Volatility
FSTUX vs. VHYAX - Volatility Comparison
The current volatility for Invesco Dividend Income Fund (FSTUX) is 3.07%, while Vanguard High Dividend Yield Index Fund Admiral Shares (VHYAX) has a volatility of 3.84%. This indicates that FSTUX experiences smaller price fluctuations and is considered to be less risky than VHYAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.