ICIFX vs. VADDX
Compare and contrast key facts about Invesco Conservative Income Fund (ICIFX) and Invesco Equally-Weighted S&P 500 Fund (VADDX).
ICIFX is managed by Invesco. It was launched on Jul 1, 2014. VADDX is a passively managed fund by Invesco that tracks the performance of the S&P 500 Equal Weight Index. It was launched on Jul 28, 1997.
Performance
ICIFX vs. VADDX - Performance Comparison
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ICIFX vs. VADDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
VADDX Invesco Equally-Weighted S&P 500 Fund | 0.61% | 11.16% | 12.68% | 13.58% | -11.86% | 29.27% | 12.56% | 28.92% | -7.96% | 18.55% |
Returns By Period
In the year-to-date period, ICIFX achieves a 0.39% return, which is significantly lower than VADDX's 0.61% return. Over the past 10 years, ICIFX has underperformed VADDX with an annualized return of 2.47%, while VADDX has yielded a comparatively higher 10.94% annualized return.
ICIFX
- 1D
- 0.00%
- 1M
- -0.20%
- YTD
- 0.39%
- 6M
- 1.54%
- 1Y
- 4.02%
- 3Y*
- 4.86%
- 5Y*
- 3.20%
- 10Y*
- 2.47%
VADDX
- 1D
- 2.06%
- 1M
- -5.82%
- YTD
- 0.61%
- 6M
- 1.75%
- 1Y
- 12.48%
- 3Y*
- 11.64%
- 5Y*
- 7.70%
- 10Y*
- 10.94%
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ICIFX vs. VADDX - Expense Ratio Comparison
Both ICIFX and VADDX have an expense ratio of 0.27%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Return for Risk
ICIFX vs. VADDX — Risk / Return Rank
ICIFX
VADDX
ICIFX vs. VADDX - 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 (VADDX). 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.
| ICIFX | VADDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.83 | 0.74 | +2.09 |
Sortino ratioReturn per unit of downside risk | 8.70 | 1.15 | +7.55 |
Omega ratioGain probability vs. loss probability | 3.09 | 1.16 | +1.93 |
Calmar ratioReturn relative to maximum drawdown | 11.20 | 0.93 | +10.27 |
Martin ratioReturn relative to average drawdown | 40.01 | 4.21 | +35.80 |
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
| ICIFX | VADDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.83 | 0.74 | +2.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 2.42 | 0.48 | +1.94 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 2.25 | 0.59 | +1.66 |
Sharpe Ratio (All Time)Calculated using the full available price history | 2.18 | 0.46 | +1.72 |
Correlation
The correlation between ICIFX and VADDX 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. VADDX - Dividend Comparison
ICIFX's dividend yield for the trailing twelve months is around 4.24%, less than VADDX's 10.03% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VADDX Invesco Equally-Weighted S&P 500 Fund | 10.03% | 10.09% | 8.88% | 4.86% | 8.45% | 9.92% | 6.38% | 4.68% | 7.13% | 2.97% | 0.30% | 2.98% |
Drawdowns
ICIFX vs. VADDX - Drawdown Comparison
The maximum ICIFX drawdown since its inception was -2.19%, smaller than the maximum VADDX drawdown of -60.12%. Use the drawdown chart below to compare losses from any high point for ICIFX and VADDX.
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Drawdown Indicators
| ICIFX | VADDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -2.19% | -60.12% | +57.93% |
Max Drawdown (1Y)Largest decline over 1 year | -0.40% | -12.61% | +12.21% |
Max Drawdown (5Y)Largest decline over 5 years | -1.24% | -21.58% | +20.34% |
Max Drawdown (10Y)Largest decline over 10 years | -2.19% | -39.39% | +37.20% |
Current DrawdownCurrent decline from peak | -0.30% | -5.99% | +5.69% |
Average DrawdownAverage peak-to-trough decline | -0.11% | -7.03% | +6.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.11% | 2.80% | -2.69% |
Volatility
ICIFX vs. VADDX - Volatility Comparison
The current volatility for Invesco Conservative Income Fund (ICIFX) is 0.25%, while Invesco Equally-Weighted S&P 500 Fund (VADDX) has a volatility of 4.48%. This indicates that ICIFX experiences smaller price fluctuations and is considered to be less risky than VADDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ICIFX | VADDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.25% | 4.48% | -4.23% |
Volatility (6M)Calculated over the trailing 6-month period | 0.99% | 8.88% | -7.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.49% | 17.25% | -15.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.33% | 16.30% | -14.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.10% | 18.54% | -17.44% |