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 Bloomberg U.S. Treasury Inflation-Protected Securities (TIPS) 0-5 Year Index. It was launched on Oct 12, 2012.
Performance
IEGAX vs. VTIP - Performance Comparison
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IEGAX vs. VTIP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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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
IEGAX
VTIP
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.
| IEGAX | VTIP | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.99 | 2.09 | -1.10 |
Sortino ratioReturn per unit of downside risk | 1.37 | 3.15 | -1.78 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.44 | -0.25 |
Calmar ratioReturn relative to maximum drawdown | 1.14 | 4.11 | -2.97 |
Martin ratioReturn relative to average drawdown | 4.49 | 13.24 | -8.75 |
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
| IEGAX | VTIP | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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
| IEGAX | VTIP | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -12.41% | -0.26% | -12.15% |
Average DrawdownAverage peak-to-trough decline | -13.31% | -1.05% | -12.26% |
Ulcer IndexDepth 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
| IEGAX | VTIP | Difference | |
|---|---|---|---|
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% |