Correlation
The correlation between IEGAX and VTIP is 0.07, 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. VTIP
Compare and contrast key facts about Invesco EQV International Small Company Fund (IEGAX) and Vanguard Short-Term Inflation-Protected Securities ETF (VTIP).
IEGAX is managed by Invesco. It was launched on Aug 30, 2000. VTIP is a passively managed fund by Vanguard that tracks the performance of the Barclays Capital U.S. Treasury Inflation-Protected Securities (TIPS) 0-5 Years Index (Series-L). It was launched on Oct 12, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IEGAX or VTIP.
Performance
IEGAX vs. VTIP - Performance Comparison
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Key characteristics
IEGAX:
0.79
VTIP:
3.36
IEGAX:
1.11
VTIP:
5.08
IEGAX:
1.15
VTIP:
1.75
IEGAX:
0.49
VTIP:
6.99
IEGAX:
2.16
VTIP:
20.77
IEGAX:
5.01%
VTIP:
0.33%
IEGAX:
14.34%
VTIP:
2.04%
IEGAX:
-73.20%
VTIP:
-6.27%
IEGAX:
-3.49%
VTIP:
-0.38%
Returns By Period
In the year-to-date period, IEGAX achieves a 18.38% return, which is significantly higher than VTIP's 3.51% return. Over the past 10 years, IEGAX has outperformed VTIP with an annualized return of 3.66%, while VTIP has yielded a comparatively lower 2.85% annualized return.
IEGAX
18.38%
8.23%
12.28%
10.82%
7.06%
11.57%
3.66%
VTIP
3.51%
-0.22%
3.40%
6.58%
3.41%
3.88%
2.85%
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IEGAX vs. VTIP - Expense Ratio Comparison
IEGAX has a 1.49% expense ratio, which is higher than VTIP's 0.04% expense ratio.
Risk-Adjusted Performance
IEGAX vs. VTIP — Risk-Adjusted Performance Rank
IEGAX
VTIP
IEGAX vs. VTIP - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco EQV International Small Company Fund (IEGAX) and Vanguard Short-Term Inflation-Protected Securities ETF (VTIP). 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. VTIP - Dividend Comparison
IEGAX's dividend yield for the trailing twelve months is around 2.68%, less than VTIP's 2.76% 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% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 2.76% | 2.70% | 3.36% | 6.84% | 4.68% | 1.20% | 1.95% | 2.45% | 1.52% | 0.76% | 0.00% | 0.82% |
Drawdowns
IEGAX vs. VTIP - Drawdown Comparison
The maximum IEGAX drawdown since its inception was -73.20%, which is greater than VTIP's maximum drawdown of -6.27%. Use the drawdown chart below to compare losses from any high point for IEGAX and VTIP.
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Volatility
IEGAX vs. VTIP - Volatility Comparison
Invesco EQV International Small Company Fund (IEGAX) has a higher volatility of 2.97% compared to Vanguard Short-Term Inflation-Protected Securities ETF (VTIP) at 0.80%. This indicates that IEGAX's price experiences larger fluctuations and is considered to be riskier than VTIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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