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GTSAX vs. VADAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GTSAX vs. VADAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Small Cap Growth Fund (GTSAX) and Invesco Equally-Weighted S&P 500 Fund Class A (VADAX). The values are adjusted to include any dividend payments, if applicable.

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GTSAX vs. VADAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

GTSAX
GTSAX Risk / Return Rank: 3535
Overall Rank
GTSAX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
GTSAX Sortino Ratio Rank: 3434
Sortino Ratio Rank
GTSAX Omega Ratio Rank: 2929
Omega Ratio Rank
GTSAX Calmar Ratio Rank: 4343
Calmar Ratio Rank
GTSAX Martin Ratio Rank: 3737
Martin Ratio Rank

VADAX
VADAX Risk / Return Rank: 3131
Overall Rank
VADAX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
VADAX Sortino Ratio Rank: 3030
Sortino Ratio Rank
VADAX Omega Ratio Rank: 2929
Omega Ratio Rank
VADAX Calmar Ratio Rank: 3131
Calmar Ratio Rank
VADAX Martin Ratio Rank: 3838
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


GTSAXVADAXDifference

Sharpe ratio

Return per unit of total volatility

0.80

0.72

+0.08

Sortino ratio

Return per unit of downside risk

1.26

1.13

+0.13

Omega ratio

Gain probability vs. loss probability

1.17

1.16

+0.01

Calmar ratio

Return relative to maximum drawdown

1.25

0.91

+0.33

Martin ratio

Return relative to average drawdown

4.31

4.10

+0.21

GTSAX vs. VADAX - Sharpe Ratio Comparison

The current GTSAX Sharpe Ratio is 0.80, which is comparable to the VADAX Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of GTSAX and VADAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GTSAXVADAXDifference

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.


TTM20252024202320222021202020192018201720162015
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


GTSAXVADAXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-20.73%

-6.01%

-14.72%

Average Drawdown

Average peak-to-trough decline

-18.99%

-7.13%

-11.86%

Ulcer Index

Depth 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


GTSAXVADAXDifference

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%