IUAIX vs. CONWX
Compare and contrast key facts about VY Invesco Equity and Income Portfolio (IUAIX) and Concorde Wealth Management Fund (CONWX).
IUAIX is managed by Voya. It was launched on Dec 9, 2001. CONWX is managed by BlackRock. It was launched on Dec 3, 1987.
Performance
IUAIX vs. CONWX - Performance Comparison
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IUAIX vs. CONWX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IUAIX VY Invesco Equity and Income Portfolio | -1.16% | 10.78% | 11.87% | 10.24% | -7.48% | 18.85% | 9.99% | 20.06% | -9.44% | 10.92% |
CONWX Concorde Wealth Management Fund | 8.18% | 11.95% | 13.58% | 0.20% | -2.51% | 19.73% | 8.76% | 16.84% | -1.95% | 7.17% |
Returns By Period
In the year-to-date period, IUAIX achieves a -1.16% return, which is significantly lower than CONWX's 8.18% return. Both investments have delivered pretty close results over the past 10 years, with IUAIX having a 8.61% annualized return and CONWX not far ahead at 8.62%.
IUAIX
- 1D
- -0.33%
- 1M
- -5.32%
- YTD
- -1.16%
- 6M
- 0.67%
- 1Y
- 9.42%
- 3Y*
- 10.38%
- 5Y*
- 6.40%
- 10Y*
- 8.61%
CONWX
- 1D
- -0.62%
- 1M
- -1.70%
- YTD
- 8.18%
- 6M
- 11.51%
- 1Y
- 17.28%
- 3Y*
- 12.45%
- 5Y*
- 7.53%
- 10Y*
- 8.62%
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IUAIX vs. CONWX - Expense Ratio Comparison
IUAIX has a 0.64% expense ratio, which is lower than CONWX's 1.41% expense ratio.
Return for Risk
IUAIX vs. CONWX — Risk / Return Rank
IUAIX
CONWX
IUAIX vs. CONWX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VY Invesco Equity and Income Portfolio (IUAIX) and Concorde Wealth Management Fund (CONWX). 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.
| IUAIX | CONWX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.82 | 1.70 | -0.89 |
Sortino ratioReturn per unit of downside risk | 1.23 | 2.36 | -1.14 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.37 | -0.19 |
Calmar ratioReturn relative to maximum drawdown | 0.42 | 1.99 | -1.57 |
Martin ratioReturn relative to average drawdown | 1.54 | 11.30 | -9.76 |
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
| IUAIX | CONWX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.82 | 1.70 | -0.89 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.74 | -0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.78 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.78 | -0.30 |
Correlation
The correlation between IUAIX and CONWX is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
IUAIX vs. CONWX - Dividend Comparison
IUAIX's dividend yield for the trailing twelve months is around 38.01%, more than CONWX's 3.41% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IUAIX VY Invesco Equity and Income Portfolio | 38.01% | 37.57% | 10.65% | 7.88% | 18.93% | 2.55% | 5.81% | 7.37% | 9.59% | 4.57% | 6.14% | 11.24% |
CONWX Concorde Wealth Management Fund | 3.41% | 3.69% | 10.55% | 2.16% | 7.85% | 3.63% | 3.86% | 2.16% | 5.09% | 2.48% | 0.00% | 0.00% |
Drawdowns
IUAIX vs. CONWX - Drawdown Comparison
The maximum IUAIX drawdown since its inception was -39.25%, which is greater than CONWX's maximum drawdown of -26.09%. Use the drawdown chart below to compare losses from any high point for IUAIX and CONWX.
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Drawdown Indicators
| IUAIX | CONWX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.25% | -26.09% | -13.16% |
Max Drawdown (1Y)Largest decline over 1 year | -8.76% | -8.60% | -0.16% |
Max Drawdown (5Y)Largest decline over 5 years | -16.56% | -12.49% | -4.07% |
Max Drawdown (10Y)Largest decline over 10 years | -29.60% | -26.09% | -3.51% |
Current DrawdownCurrent decline from peak | -5.53% | -2.03% | -3.50% |
Average DrawdownAverage peak-to-trough decline | -5.63% | -2.78% | -2.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.35% | 1.52% | +1.83% |
Volatility
IUAIX vs. CONWX - Volatility Comparison
VY Invesco Equity and Income Portfolio (IUAIX) has a higher volatility of 2.91% compared to Concorde Wealth Management Fund (CONWX) at 2.12%. This indicates that IUAIX's price experiences larger fluctuations and is considered to be riskier than CONWX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IUAIX | CONWX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.91% | 2.12% | +0.79% |
Volatility (6M)Calculated over the trailing 6-month period | 6.29% | 5.43% | +0.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.78% | 10.70% | +2.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.47% | 10.26% | +1.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.83% | 11.15% | +1.68% |