FSTUX vs. VYM
Compare and contrast key facts about Invesco Dividend Income Fund (FSTUX) and Vanguard High Dividend Yield ETF (VYM).
FSTUX is managed by Invesco. It was launched on Jun 2, 1986. VYM is a passively managed fund by Vanguard that tracks the performance of the FTSE High Dividend Yield Index. It was launched on Nov 10, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FSTUX or VYM.
Performance
FSTUX vs. VYM - Performance Comparison
Returns By Period
In the year-to-date period, FSTUX achieves a 17.33% return, which is significantly lower than VYM's 22.98% return. Over the past 10 years, FSTUX has underperformed VYM with an annualized return of 5.19%, while VYM has yielded a comparatively higher 10.16% annualized return.
FSTUX
17.33%
3.93%
11.83%
20.00%
6.40%
5.19%
VYM
22.98%
4.70%
15.01%
31.23%
11.35%
10.16%
Key characteristics
| FSTUX | VYM | |
|---|---|---|
| Sharpe Ratio | 2.07 | 2.94 |
| Sortino Ratio | 2.86 | 4.16 |
| Omega Ratio | 1.37 | 1.54 |
| Calmar Ratio | 2.55 | 6.02 |
| Martin Ratio | 12.23 | 19.03 |
| Ulcer Index | 1.63% | 1.64% |
| Daily Std Dev | 9.66% | 10.62% |
| Max Drawdown | -64.54% | -56.98% |
| Current Drawdown | 0.00% | 0.00% |
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FSTUX vs. VYM - Expense Ratio Comparison
FSTUX has a 0.94% expense ratio, which is higher than VYM's 0.06% expense ratio.
Correlation
The correlation between FSTUX and VYM is 0.86, 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. VYM - 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 ETF (VYM). 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. VYM - Dividend Comparison
FSTUX's dividend yield for the trailing twelve months is around 1.47%, less than VYM's 2.70% 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% |
VYM Vanguard High Dividend Yield ETF | 2.70% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% | 2.78% | 2.81% |
Drawdowns
FSTUX vs. VYM - Drawdown Comparison
The maximum FSTUX drawdown since its inception was -64.54%, which is greater than VYM's maximum drawdown of -56.98%. Use the drawdown chart below to compare losses from any high point for FSTUX and VYM. For additional features, visit the drawdowns tool.
Volatility
FSTUX vs. VYM - Volatility Comparison
The current volatility for Invesco Dividend Income Fund (FSTUX) is 3.07%, while Vanguard High Dividend Yield ETF (VYM) has a volatility of 3.82%. This indicates that FSTUX experiences smaller price fluctuations and is considered to be less risky than VYM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.