FSTUX vs. VUSA.L
Compare and contrast key facts about Invesco Dividend Income Fund (FSTUX) and Vanguard S&P 500 UCITS ETF (VUSA.L).
FSTUX is managed by Invesco. It was launched on Jun 2, 1986. VUSA.L is a passively managed fund by Vanguard that tracks the performance of the Russell 1000 TR USD. It was launched on May 22, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FSTUX or VUSA.L.
Performance
FSTUX vs. VUSA.L - Performance Comparison
Returns By Period
In the year-to-date period, FSTUX achieves a 17.33% return, which is significantly lower than VUSA.L's 28.64% return. Over the past 10 years, FSTUX has underperformed VUSA.L with an annualized return of 5.19%, while VUSA.L has yielded a comparatively higher 15.92% annualized return.
FSTUX
17.33%
3.93%
11.83%
20.00%
6.40%
5.19%
VUSA.L
28.64%
6.51%
15.73%
33.97%
16.29%
15.92%
Key characteristics
| FSTUX | VUSA.L | |
|---|---|---|
| Sharpe Ratio | 2.07 | 3.08 |
| Sortino Ratio | 2.86 | 4.31 |
| Omega Ratio | 1.37 | 1.60 |
| Calmar Ratio | 2.55 | 5.50 |
| Martin Ratio | 12.23 | 21.81 |
| Ulcer Index | 1.63% | 1.58% |
| Daily Std Dev | 9.66% | 11.18% |
| Max Drawdown | -64.54% | -25.47% |
| Current Drawdown | 0.00% | 0.00% |
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FSTUX vs. VUSA.L - Expense Ratio Comparison
FSTUX has a 0.94% expense ratio, which is higher than VUSA.L's 0.07% expense ratio.
Correlation
The correlation between FSTUX and VUSA.L is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
FSTUX vs. VUSA.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Dividend Income Fund (FSTUX) and Vanguard S&P 500 UCITS ETF (VUSA.L). 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. VUSA.L - Dividend Comparison
FSTUX's dividend yield for the trailing twelve months is around 1.47%, more than VUSA.L's 0.73% 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% |
VUSA.L Vanguard S&P 500 UCITS ETF | 0.73% | 1.25% | 1.41% | 1.05% | 1.46% | 1.48% | 1.70% | 1.60% | 1.55% | 1.73% | 1.50% | 1.62% |
Drawdowns
FSTUX vs. VUSA.L - Drawdown Comparison
The maximum FSTUX drawdown since its inception was -64.54%, which is greater than VUSA.L's maximum drawdown of -25.47%. Use the drawdown chart below to compare losses from any high point for FSTUX and VUSA.L. For additional features, visit the drawdowns tool.
Volatility
FSTUX vs. VUSA.L - Volatility Comparison
The current volatility for Invesco Dividend Income Fund (FSTUX) is 3.07%, while Vanguard S&P 500 UCITS ETF (VUSA.L) has a volatility of 3.72%. This indicates that FSTUX experiences smaller price fluctuations and is considered to be less risky than VUSA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.