Correlation
The correlation between IEGAX and VOO is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
IEGAX vs. VOO
Compare and contrast key facts about Invesco EQV International Small Company Fund (IEGAX) and Vanguard S&P 500 ETF (VOO).
IEGAX is managed by Invesco. It was launched on Aug 30, 2000. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IEGAX or VOO.
Performance
IEGAX vs. VOO - Performance Comparison
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Key characteristics
IEGAX:
0.79
VOO:
0.74
IEGAX:
1.11
VOO:
1.04
IEGAX:
1.15
VOO:
1.15
IEGAX:
0.49
VOO:
0.68
IEGAX:
2.16
VOO:
2.58
IEGAX:
5.01%
VOO:
4.93%
IEGAX:
14.34%
VOO:
19.54%
IEGAX:
-73.20%
VOO:
-33.99%
IEGAX:
-3.49%
VOO:
-3.55%
Returns By Period
In the year-to-date period, IEGAX achieves a 18.38% return, which is significantly higher than VOO's 0.90% return. Over the past 10 years, IEGAX has underperformed VOO with an annualized return of 3.66%, while VOO has yielded a comparatively higher 12.81% annualized return.
IEGAX
18.38%
8.23%
12.28%
10.82%
7.06%
11.57%
3.66%
VOO
0.90%
5.53%
-1.46%
13.29%
14.31%
15.89%
12.81%
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IEGAX vs. VOO - Expense Ratio Comparison
IEGAX has a 1.49% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
IEGAX vs. VOO — Risk-Adjusted Performance Rank
IEGAX
VOO
IEGAX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco EQV International Small Company Fund (IEGAX) and Vanguard S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
IEGAX's dividend yield for the trailing twelve months is around 2.68%, more than VOO's 1.29% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IEGAX Invesco EQV International Small Company Fund | 2.68% | 3.17% | 2.26% | 2.98% | 4.22% | 1.11% | 4.55% | 3.87% | 6.32% | 8.68% | 8.20% | 9.90% |
VOO Vanguard S&P 500 ETF | 1.29% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
Drawdowns
IEGAX vs. VOO - Drawdown Comparison
The maximum IEGAX drawdown since its inception was -73.20%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for IEGAX and VOO.
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Volatility
IEGAX vs. VOO - Volatility Comparison
The current volatility for Invesco EQV International Small Company Fund (IEGAX) is 2.97%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.84%. This indicates that IEGAX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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