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IEGAX vs. VTIP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IEGAX vs. VTIP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco EQV International Small Company Fund (IEGAX) and Vanguard Short-Term Inflation-Protected Securities ETF (VTIP). The values are adjusted to include any dividend payments, if applicable.

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IEGAX vs. VTIP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IEGAX
Invesco EQV International Small Company Fund
-4.25%25.92%-2.63%14.10%-11.28%18.40%10.18%18.54%-18.70%33.43%
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
0.99%6.07%4.74%4.62%-2.94%5.36%4.95%4.86%0.56%0.82%

Returns By Period

In the year-to-date period, IEGAX achieves a -4.25% return, which is significantly lower than VTIP's 0.99% return. Over the past 10 years, IEGAX has outperformed VTIP with an annualized return of 7.54%, while VTIP has yielded a comparatively lower 3.07% annualized return.


IEGAX

1D
-0.83%
1M
-12.41%
YTD
-4.25%
6M
-1.74%
1Y
16.44%
3Y*
8.82%
5Y*
5.44%
10Y*
7.54%

VTIP

1D
0.02%
1M
0.10%
YTD
0.99%
6M
1.37%
1Y
3.94%
3Y*
4.66%
5Y*
3.48%
10Y*
3.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IEGAX vs. VTIP - Expense Ratio Comparison

IEGAX has a 1.49% expense ratio, which is higher than VTIP's 0.03% expense ratio.


Return for Risk

IEGAX vs. VTIP — Risk / Return Rank

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

IEGAX
IEGAX Risk / Return Rank: 4747
Overall Rank
IEGAX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
IEGAX Sortino Ratio Rank: 4747
Sortino Ratio Rank
IEGAX Omega Ratio Rank: 4444
Omega Ratio Rank
IEGAX Calmar Ratio Rank: 4646
Calmar Ratio Rank
IEGAX Martin Ratio Rank: 4444
Martin Ratio Rank

VTIP
VTIP Risk / Return Rank: 9494
Overall Rank
VTIP Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
VTIP Sortino Ratio Rank: 9696
Sortino Ratio Rank
VTIP Omega Ratio Rank: 9595
Omega Ratio Rank
VTIP Calmar Ratio Rank: 9696
Calmar Ratio Rank
VTIP Martin Ratio Rank: 9393
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.

IEGAX vs. VTIP - Risk-Adjusted Trends 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.


IEGAXVTIPDifference

Sharpe ratio

Return per unit of total volatility

0.99

2.09

-1.10

Sortino ratio

Return per unit of downside risk

1.37

3.15

-1.78

Omega ratio

Gain probability vs. loss probability

1.19

1.44

-0.25

Calmar ratio

Return relative to maximum drawdown

1.14

4.11

-2.97

Martin ratio

Return relative to average drawdown

4.49

13.24

-8.75

IEGAX vs. VTIP - Sharpe Ratio Comparison

The current IEGAX Sharpe Ratio is 0.99, which is lower than the VTIP Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of IEGAX and VTIP, 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


IEGAXVTIPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

2.09

-1.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

1.26

-0.84

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

1.12

-0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.87

-0.35

Correlation

The correlation between IEGAX and VTIP is 0.20, 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.


Dividends

IEGAX vs. VTIP - Dividend Comparison

IEGAX's dividend yield for the trailing twelve months is around 14.57%, more than VTIP's 3.77% yield.


TTM20252024202320222021202020192018201720162015
IEGAX
Invesco EQV International Small Company Fund
14.57%13.95%3.17%2.26%2.98%4.22%1.11%4.55%3.87%6.32%6.29%8.20%
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
3.77%3.81%2.70%2.86%6.84%4.68%1.20%1.95%2.45%1.52%0.76%0.00%

Drawdowns

IEGAX vs. VTIP - Drawdown Comparison

The maximum IEGAX drawdown since its inception was -65.36%, 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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Drawdown Indicators


IEGAXVTIPDifference

Max Drawdown

Largest peak-to-trough decline

-65.36%

-6.27%

-59.09%

Max Drawdown (1Y)

Largest decline over 1 year

-12.41%

-0.98%

-11.43%

Max Drawdown (5Y)

Largest decline over 5 years

-23.64%

-5.50%

-18.14%

Max Drawdown (10Y)

Largest decline over 10 years

-43.09%

-6.27%

-36.82%

Current Drawdown

Current decline from peak

-12.41%

-0.26%

-12.15%

Average Drawdown

Average peak-to-trough decline

-13.31%

-1.05%

-12.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.14%

0.30%

+2.84%

Volatility

IEGAX vs. VTIP - Volatility Comparison

Invesco EQV International Small Company Fund (IEGAX) has a higher volatility of 6.52% compared to Vanguard Short-Term Inflation-Protected Securities ETF (VTIP) at 0.60%. 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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Volatility by Period


IEGAXVTIPDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.52%

0.60%

+5.92%

Volatility (6M)

Calculated over the trailing 6-month period

10.39%

0.97%

+9.42%

Volatility (1Y)

Calculated over the trailing 1-year period

15.19%

1.90%

+13.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.92%

2.78%

+10.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.95%

2.74%

+11.21%