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ICIFX vs. VADAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ICIFX vs. VADAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Conservative Income Fund (ICIFX) 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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ICIFX vs. VADAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ICIFX
Invesco Conservative Income Fund
0.39%4.97%5.74%4.77%0.37%-0.09%1.74%2.83%2.03%1.45%
VADAX
Invesco Equally-Weighted S&P 500 Fund Class A
-1.47%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, ICIFX achieves a 0.39% return, which is significantly higher than VADAX's -1.47% return. Over the past 10 years, ICIFX has underperformed VADAX with an annualized return of 2.47%, while VADAX has yielded a comparatively higher 10.47% annualized return.


ICIFX

1D
0.10%
1M
-0.30%
YTD
0.39%
6M
1.54%
1Y
4.02%
3Y*
4.86%
5Y*
3.22%
10Y*
2.47%

VADAX

1D
-0.23%
1M
-7.89%
YTD
-1.47%
6M
-0.21%
1Y
10.07%
3Y*
10.61%
5Y*
7.23%
10Y*
10.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ICIFX vs. VADAX - Expense Ratio Comparison

ICIFX has a 0.27% expense ratio, which is lower than VADAX's 0.52% expense ratio.


Return for Risk

ICIFX vs. VADAX — Risk / Return Rank

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

ICIFX
ICIFX Risk / Return Rank: 9999
Overall Rank
ICIFX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
ICIFX Sortino Ratio Rank: 9999
Sortino Ratio Rank
ICIFX Omega Ratio Rank: 9999
Omega Ratio Rank
ICIFX Calmar Ratio Rank: 9999
Calmar Ratio Rank
ICIFX Martin Ratio Rank: 9999
Martin Ratio Rank

VADAX
VADAX Risk / Return Rank: 2828
Overall Rank
VADAX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
VADAX Sortino Ratio Rank: 2929
Sortino Ratio Rank
VADAX Omega Ratio Rank: 2828
Omega Ratio Rank
VADAX Calmar Ratio Rank: 2525
Calmar Ratio Rank
VADAX Martin Ratio Rank: 3030
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.

ICIFX vs. VADAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Conservative Income Fund (ICIFX) 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.


ICIFXVADAXDifference

Sharpe ratio

Return per unit of total volatility

3.02

0.64

+2.38

Sortino ratio

Return per unit of downside risk

9.62

1.02

+8.60

Omega ratio

Gain probability vs. loss probability

3.31

1.14

+2.17

Calmar ratio

Return relative to maximum drawdown

11.46

0.71

+10.75

Martin ratio

Return relative to average drawdown

41.54

3.23

+38.32

ICIFX vs. VADAX - Sharpe Ratio Comparison

The current ICIFX Sharpe Ratio is 3.02, which is higher than the VADAX Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of ICIFX 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


ICIFXVADAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.02

0.64

+2.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

2.43

0.45

+1.99

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

2.26

0.57

+1.69

Sharpe Ratio (All Time)

Calculated using the full available price history

2.18

0.44

+1.74

Correlation

The correlation between ICIFX and VADAX is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

ICIFX vs. VADAX - Dividend Comparison

ICIFX's dividend yield for the trailing twelve months is around 4.24%, less than VADAX's 10.36% yield.


TTM20252024202320222021202020192018201720162015
ICIFX
Invesco Conservative Income Fund
4.24%4.74%5.37%3.53%1.47%0.40%1.22%2.29%2.21%1.34%0.91%0.47%
VADAX
Invesco Equally-Weighted S&P 500 Fund Class A
10.36%10.21%8.77%4.69%8.49%9.80%6.21%4.49%6.90%2.76%0.30%2.77%

Drawdowns

ICIFX vs. VADAX - Drawdown Comparison

The maximum ICIFX drawdown since its inception was -2.19%, smaller than the maximum VADAX drawdown of -60.27%. Use the drawdown chart below to compare losses from any high point for ICIFX and VADAX.


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Drawdown Indicators


ICIFXVADAXDifference

Max Drawdown

Largest peak-to-trough decline

-2.19%

-60.27%

+58.08%

Max Drawdown (1Y)

Largest decline over 1 year

-0.40%

-12.61%

+12.21%

Max Drawdown (5Y)

Largest decline over 5 years

-1.24%

-21.74%

+20.50%

Max Drawdown (10Y)

Largest decline over 10 years

-2.19%

-39.32%

+37.13%

Current Drawdown

Current decline from peak

-0.30%

-7.89%

+7.59%

Average Drawdown

Average peak-to-trough decline

-0.11%

-7.13%

+7.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.11%

2.78%

-2.67%

Volatility

ICIFX vs. VADAX - Volatility Comparison

The current volatility for Invesco Conservative Income Fund (ICIFX) is 0.26%, while Invesco Equally-Weighted S&P 500 Fund Class A (VADAX) has a volatility of 3.76%. This indicates that ICIFX experiences smaller price fluctuations and is considered to be less risky 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


ICIFXVADAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.26%

3.76%

-3.50%

Volatility (6M)

Calculated over the trailing 6-month period

0.99%

8.70%

-7.71%

Volatility (1Y)

Calculated over the trailing 1-year period

1.49%

17.17%

-15.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.33%

16.27%

-14.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.10%

18.53%

-17.43%