PortfoliosLab logo
FSTUX vs. VHYAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FSTUX and VHYAX 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.


-0.50.00.51.0
Correlation: 0.8

Performance

FSTUX vs. VHYAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Dividend Income Fund (FSTUX) and Vanguard High Dividend Yield Index Fund Admiral Shares (VHYAX). The values are adjusted to include any dividend payments, if applicable.

20.00%40.00%60.00%80.00%100.00%NovemberDecember2025FebruaryMarchApril
31.78%
80.97%
FSTUX
VHYAX

Key characteristics

Sharpe Ratio

FSTUX:

-0.01

VHYAX:

0.51

Sortino Ratio

FSTUX:

0.09

VHYAX:

0.81

Omega Ratio

FSTUX:

1.01

VHYAX:

1.11

Calmar Ratio

FSTUX:

-0.01

VHYAX:

0.56

Martin Ratio

FSTUX:

-0.03

VHYAX:

2.34

Ulcer Index

FSTUX:

5.75%

VHYAX:

3.44%

Daily Std Dev

FSTUX:

15.35%

VHYAX:

15.89%

Max Drawdown

FSTUX:

-64.53%

VHYAX:

-35.14%

Current Drawdown

FSTUX:

-11.69%

VHYAX:

-7.75%

Returns By Period

In the year-to-date period, FSTUX achieves a -1.44% return, which is significantly higher than VHYAX's -2.36% return.


FSTUX

YTD

-1.44%

1M

-2.98%

6M

-8.29%

1Y

-0.13%

5Y*

6.13%

10Y*

3.84%

VHYAX

YTD

-2.36%

1M

-2.96%

6M

-2.85%

1Y

8.52%

5Y*

12.67%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FSTUX vs. VHYAX - Expense Ratio Comparison

FSTUX has a 0.94% expense ratio, which is higher than VHYAX's 0.08% expense ratio.


Expense ratio chart for FSTUX: current value is 0.94%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FSTUX: 0.94%
Expense ratio chart for VHYAX: current value is 0.08%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VHYAX: 0.08%

Risk-Adjusted Performance

FSTUX vs. VHYAX — Risk-Adjusted Performance Rank

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

FSTUX
The Risk-Adjusted Performance Rank of FSTUX is 2222
Overall Rank
The Sharpe Ratio Rank of FSTUX is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of FSTUX is 2222
Sortino Ratio Rank
The Omega Ratio Rank of FSTUX is 2222
Omega Ratio Rank
The Calmar Ratio Rank of FSTUX is 2222
Calmar Ratio Rank
The Martin Ratio Rank of FSTUX is 2222
Martin Ratio Rank

VHYAX
The Risk-Adjusted Performance Rank of VHYAX is 6161
Overall Rank
The Sharpe Ratio Rank of VHYAX is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of VHYAX is 5757
Sortino Ratio Rank
The Omega Ratio Rank of VHYAX is 5858
Omega Ratio Rank
The Calmar Ratio Rank of VHYAX is 6969
Calmar Ratio Rank
The Martin Ratio Rank of VHYAX is 6464
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for FSTUX, currently valued at -0.01, compared to the broader market-1.000.001.002.003.00
FSTUX: -0.01
VHYAX: 0.51
The chart of Sortino ratio for FSTUX, currently valued at 0.09, compared to the broader market-2.000.002.004.006.008.00
FSTUX: 0.09
VHYAX: 0.81
The chart of Omega ratio for FSTUX, currently valued at 1.01, compared to the broader market0.501.001.502.002.503.00
FSTUX: 1.01
VHYAX: 1.11
The chart of Calmar ratio for FSTUX, currently valued at -0.01, compared to the broader market0.002.004.006.008.0010.00
FSTUX: -0.01
VHYAX: 0.56
The chart of Martin ratio for FSTUX, currently valued at -0.03, compared to the broader market0.0010.0020.0030.0040.0050.00
FSTUX: -0.03
VHYAX: 2.34

The current FSTUX Sharpe Ratio is -0.01, which is lower than the VHYAX Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of FSTUX and VHYAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.01
0.51
FSTUX
VHYAX

Dividends

FSTUX vs. VHYAX - Dividend Comparison

FSTUX's dividend yield for the trailing twelve months is around 1.52%, less than VHYAX's 2.96% yield.


TTM20242023202220212020201920182017201620152014
FSTUX
Invesco Dividend Income Fund
1.52%1.73%2.05%1.78%1.81%2.17%2.53%2.73%1.80%1.74%2.00%2.03%
VHYAX
Vanguard High Dividend Yield Index Fund Admiral Shares
2.96%2.72%3.10%2.98%2.74%3.16%3.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FSTUX vs. VHYAX - Drawdown Comparison

The maximum FSTUX drawdown since its inception was -64.53%, 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.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-11.69%
-7.75%
FSTUX
VHYAX

Volatility

FSTUX vs. VHYAX - Volatility Comparison

The current volatility for Invesco Dividend Income Fund (FSTUX) is 10.26%, while Vanguard High Dividend Yield Index Fund Admiral Shares (VHYAX) has a volatility of 11.39%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
10.26%
11.39%
FSTUX
VHYAX