Correlation
The correlation between IEGAX and GSY is 0.01, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
IEGAX vs. GSY
Compare and contrast key facts about Invesco EQV International Small Company Fund (IEGAX) and Invesco Ultra Short Duration ETF (GSY).
IEGAX is managed by Invesco. It was launched on Aug 30, 2000. GSY is an actively managed fund by Invesco. It was launched on Feb 12, 2008.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IEGAX or GSY.
Performance
IEGAX vs. GSY - Performance Comparison
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Key characteristics
IEGAX:
0.88
GSY:
11.09
IEGAX:
1.13
GSY:
27.06
IEGAX:
1.15
GSY:
6.09
IEGAX:
0.50
GSY:
31.67
IEGAX:
2.21
GSY:
207.39
IEGAX:
5.01%
GSY:
0.03%
IEGAX:
14.41%
GSY:
0.51%
IEGAX:
-73.20%
GSY:
-12.14%
IEGAX:
-3.36%
GSY:
0.00%
Returns By Period
In the year-to-date period, IEGAX achieves a 18.53% return, which is significantly higher than GSY's 1.93% return. Over the past 10 years, IEGAX has outperformed GSY with an annualized return of 3.79%, while GSY has yielded a comparatively lower 2.51% annualized return.
IEGAX
18.53%
9.21%
13.37%
12.54%
7.02%
11.60%
3.79%
GSY
1.93%
0.40%
2.43%
5.66%
4.92%
2.99%
2.51%
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IEGAX vs. GSY - Expense Ratio Comparison
IEGAX has a 1.49% expense ratio, which is higher than GSY's 0.22% expense ratio.
Risk-Adjusted Performance
IEGAX vs. GSY — Risk-Adjusted Performance Rank
IEGAX
GSY
IEGAX vs. GSY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco EQV International Small Company Fund (IEGAX) and Invesco Ultra Short Duration ETF (GSY). 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.
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Dividends
IEGAX vs. GSY - Dividend Comparison
IEGAX's dividend yield for the trailing twelve months is around 2.67%, less than GSY's 5.05% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IEGAX Invesco EQV International Small Company Fund | 2.67% | 3.17% | 2.26% | 2.98% | 4.22% | 1.10% | 4.55% | 3.87% | 6.32% | 8.68% | 8.20% | 9.90% |
GSY Invesco Ultra Short Duration ETF | 5.05% | 5.31% | 4.95% | 1.70% | 0.58% | 1.45% | 2.71% | 2.30% | 1.80% | 1.30% | 1.17% | 1.29% |
Drawdowns
IEGAX vs. GSY - Drawdown Comparison
The maximum IEGAX drawdown since its inception was -73.20%, which is greater than GSY's maximum drawdown of -12.14%. Use the drawdown chart below to compare losses from any high point for IEGAX and GSY.
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Volatility
IEGAX vs. GSY - Volatility Comparison
Invesco EQV International Small Company Fund (IEGAX) has a higher volatility of 2.99% compared to Invesco Ultra Short Duration ETF (GSY) at 0.12%. This indicates that IEGAX's price experiences larger fluctuations and is considered to be riskier than GSY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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