LCEAX vs. FXAIX
Compare and contrast key facts about Invesco Diversified Dividend Fund (LCEAX) and Fidelity 500 Index Fund (FXAIX).
LCEAX is managed by Invesco. It was launched on Dec 31, 2001. FXAIX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LCEAX or FXAIX.
Key characteristics
| LCEAX | FXAIX | |
|---|---|---|
| YTD Return | 17.38% | 27.16% |
| 1Y Return | 30.38% | 39.89% |
| 3Y Return (Ann) | 8.19% | 10.29% |
| 5Y Return (Ann) | 9.22% | 16.01% |
| 10Y Return (Ann) | 7.81% | 13.33% |
| Sharpe Ratio | 2.88 | 3.13 |
| Sortino Ratio | 4.04 | 4.16 |
| Omega Ratio | 1.53 | 1.59 |
| Calmar Ratio | 3.66 | 4.59 |
| Martin Ratio | 18.56 | 20.80 |
| Ulcer Index | 1.58% | 1.86% |
| Daily Std Dev | 10.18% | 12.39% |
| Max Drawdown | -50.30% | -33.79% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between LCEAX and FXAIX is 0.86, 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.
Performance
LCEAX vs. FXAIX - Performance Comparison
In the year-to-date period, LCEAX achieves a 17.38% return, which is significantly lower than FXAIX's 27.16% return. Over the past 10 years, LCEAX has underperformed FXAIX with an annualized return of 7.81%, while FXAIX has yielded a comparatively higher 13.33% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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LCEAX vs. FXAIX - Expense Ratio Comparison
LCEAX has a 0.81% expense ratio, which is higher than FXAIX's 0.02% expense ratio.
Risk-Adjusted Performance
LCEAX vs. FXAIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Diversified Dividend Fund (LCEAX) and Fidelity 500 Index Fund (FXAIX). 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.
Dividends
LCEAX vs. FXAIX - Dividend Comparison
LCEAX's dividend yield for the trailing twelve months is around 1.48%, more than FXAIX's 1.21% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LCEAX Invesco Diversified Dividend Fund | 1.48% | 1.90% | 2.07% | 2.08% | 2.24% | 2.25% | 2.61% | 1.78% | 1.62% | 1.72% | 1.50% | 1.44% |
FXAIX Fidelity 500 Index Fund | 1.21% | 1.45% | 1.69% | 1.22% | 1.60% | 1.95% | 2.07% | 1.81% | 2.01% | 2.56% | 2.63% | 1.84% |
Drawdowns
LCEAX vs. FXAIX - Drawdown Comparison
The maximum LCEAX drawdown since its inception was -50.30%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for LCEAX and FXAIX. For additional features, visit the drawdowns tool.
Volatility
LCEAX vs. FXAIX - Volatility Comparison
The current volatility for Invesco Diversified Dividend Fund (LCEAX) is 3.47%, while Fidelity 500 Index Fund (FXAIX) has a volatility of 3.91%. This indicates that LCEAX experiences smaller price fluctuations and is considered to be less risky than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.