GTSAX vs. VADAX
Compare and contrast key facts about Invesco Small Cap Growth Fund (GTSAX) and Invesco Equally-Weighted S&P 500 Fund Class A (VADAX).
GTSAX is managed by Invesco. It was launched on Oct 18, 1995. VADAX is managed by Invesco.
Performance
GTSAX vs. VADAX - Performance Comparison
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GTSAX vs. VADAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GTSAX Invesco Small Cap Growth Fund | 0.50% | 5.80% | 16.19% | 12.66% | -35.61% | 5.71% | 57.23% | 24.30% | -9.16% | 24.94% |
VADAX Invesco Equally-Weighted S&P 500 Fund Class A | 0.54% | 10.89% | 12.40% | 13.29% | -12.07% | 28.93% | 12.30% | 28.59% | -8.19% | 18.26% |
Returns By Period
In the year-to-date period, GTSAX achieves a 0.50% return, which is significantly lower than VADAX's 0.54% return. Over the past 10 years, GTSAX has underperformed VADAX with an annualized return of 9.07%, while VADAX has yielded a comparatively higher 10.69% annualized return.
GTSAX
- 1D
- 4.64%
- 1M
- -6.85%
- YTD
- 0.50%
- 6M
- 2.18%
- 1Y
- 20.37%
- 3Y*
- 9.09%
- 5Y*
- -1.95%
- 10Y*
- 9.07%
VADAX
- 1D
- 2.04%
- 1M
- -5.84%
- YTD
- 0.54%
- 6M
- 1.62%
- 1Y
- 12.19%
- 3Y*
- 11.36%
- 5Y*
- 7.44%
- 10Y*
- 10.69%
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GTSAX vs. VADAX - Expense Ratio Comparison
GTSAX has a 1.14% expense ratio, which is higher than VADAX's 0.52% expense ratio.
Return for Risk
GTSAX vs. VADAX — Risk / Return Rank
GTSAX
VADAX
GTSAX vs. VADAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Small Cap Growth Fund (GTSAX) and Invesco Equally-Weighted S&P 500 Fund Class A (VADAX). 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.
| GTSAX | VADAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.80 | 0.72 | +0.08 |
Sortino ratioReturn per unit of downside risk | 1.26 | 1.13 | +0.13 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.16 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.25 | 0.91 | +0.33 |
Martin ratioReturn relative to average drawdown | 4.31 | 4.10 | +0.21 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GTSAX | VADAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.80 | 0.72 | +0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.08 | 0.46 | -0.54 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.38 | 0.58 | -0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.45 | 0.00 |
Correlation
The correlation between GTSAX and VADAX is 0.84, 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
GTSAX vs. VADAX - Dividend Comparison
GTSAX's dividend yield for the trailing twelve months is around 10.39%, more than VADAX's 10.15% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GTSAX Invesco Small Cap Growth Fund | 10.39% | 10.45% | 0.00% | 0.00% | 3.60% | 38.91% | 13.85% | 8.96% | 9.76% | 9.23% | 9.35% | 10.11% |
VADAX Invesco Equally-Weighted S&P 500 Fund Class A | 10.15% | 10.21% | 8.77% | 4.69% | 8.49% | 9.80% | 6.21% | 4.49% | 6.90% | 2.76% | 0.30% | 2.77% |
Drawdowns
GTSAX vs. VADAX - Drawdown Comparison
The maximum GTSAX drawdown since its inception was -63.62%, which is greater than VADAX's maximum drawdown of -60.27%. Use the drawdown chart below to compare losses from any high point for GTSAX and VADAX.
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Drawdown Indicators
| GTSAX | VADAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.62% | -60.27% | -3.35% |
Max Drawdown (1Y)Largest decline over 1 year | -14.25% | -12.61% | -1.64% |
Max Drawdown (5Y)Largest decline over 5 years | -47.85% | -21.74% | -26.11% |
Max Drawdown (10Y)Largest decline over 10 years | -47.85% | -39.32% | -8.53% |
Current DrawdownCurrent decline from peak | -20.73% | -6.01% | -14.72% |
Average DrawdownAverage peak-to-trough decline | -18.99% | -7.13% | -11.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.12% | 2.80% | +1.32% |
Volatility
GTSAX vs. VADAX - Volatility Comparison
Invesco Small Cap Growth Fund (GTSAX) has a higher volatility of 11.58% compared to Invesco Equally-Weighted S&P 500 Fund Class A (VADAX) at 4.47%. This indicates that GTSAX's price experiences larger fluctuations and is considered to be riskier than VADAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GTSAX | VADAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.58% | 4.47% | +7.11% |
Volatility (6M)Calculated over the trailing 6-month period | 18.72% | 8.87% | +9.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.41% | 17.25% | +9.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.46% | 16.30% | +8.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.06% | 18.54% | +5.52% |