LCEAX vs. VADDX
Compare and contrast key facts about Invesco Diversified Dividend Fund (LCEAX) and Invesco Equally-Weighted S&P 500 Fund (VADDX).
LCEAX is managed by Invesco. It was launched on Dec 31, 2001. VADDX is a passively managed fund by Invesco that tracks the performance of the S&P 500 Equal Weight Index. It was launched on Jul 28, 1997.
Performance
LCEAX vs. VADDX - Performance Comparison
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LCEAX vs. VADDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LCEAX Invesco Diversified Dividend Fund | 0.18% | 15.56% | 13.09% | 8.88% | -1.67% | 18.98% | 0.10% | 25.05% | -7.84% | 7.49% |
VADDX Invesco Equally-Weighted S&P 500 Fund | 0.61% | 11.16% | 12.68% | 13.58% | -11.86% | 29.27% | 12.56% | 28.92% | -7.96% | 18.55% |
Returns By Period
In the year-to-date period, LCEAX achieves a 0.18% return, which is significantly lower than VADDX's 0.61% return. Over the past 10 years, LCEAX has underperformed VADDX with an annualized return of 8.33%, while VADDX has yielded a comparatively higher 10.94% annualized return.
LCEAX
- 1D
- 1.84%
- 1M
- -5.01%
- YTD
- 0.18%
- 6M
- 3.52%
- 1Y
- 13.89%
- 3Y*
- 12.61%
- 5Y*
- 8.88%
- 10Y*
- 8.33%
VADDX
- 1D
- 2.06%
- 1M
- -5.82%
- YTD
- 0.61%
- 6M
- 1.75%
- 1Y
- 12.48%
- 3Y*
- 11.64%
- 5Y*
- 7.70%
- 10Y*
- 10.94%
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LCEAX vs. VADDX - Expense Ratio Comparison
LCEAX has a 0.81% expense ratio, which is higher than VADDX's 0.27% expense ratio.
Return for Risk
LCEAX vs. VADDX — Risk / Return Rank
LCEAX
VADDX
LCEAX vs. VADDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Diversified Dividend Fund (LCEAX) and Invesco Equally-Weighted S&P 500 Fund (VADDX). 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.
| LCEAX | VADDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.97 | 0.74 | +0.23 |
Sortino ratioReturn per unit of downside risk | 1.40 | 1.15 | +0.26 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.16 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.30 | 0.93 | +0.37 |
Martin ratioReturn relative to average drawdown | 5.57 | 4.21 | +1.36 |
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
| LCEAX | VADDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 0.74 | +0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.48 | +0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.59 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.46 | +0.02 |
Correlation
The correlation between LCEAX and VADDX is 0.94, 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
LCEAX vs. VADDX - Dividend Comparison
LCEAX's dividend yield for the trailing twelve months is around 12.56%, more than VADDX's 10.03% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LCEAX Invesco Diversified Dividend Fund | 12.56% | 12.54% | 12.00% | 7.87% | 12.23% | 18.25% | 3.76% | 5.02% | 7.74% | 1.86% | 3.51% | 5.89% |
VADDX Invesco Equally-Weighted S&P 500 Fund | 10.03% | 10.09% | 8.88% | 4.86% | 8.45% | 9.92% | 6.38% | 4.68% | 7.13% | 2.97% | 0.30% | 2.98% |
Drawdowns
LCEAX vs. VADDX - Drawdown Comparison
The maximum LCEAX drawdown since its inception was -50.30%, smaller than the maximum VADDX drawdown of -60.12%. Use the drawdown chart below to compare losses from any high point for LCEAX and VADDX.
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Drawdown Indicators
| LCEAX | VADDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.30% | -60.12% | +9.82% |
Max Drawdown (1Y)Largest decline over 1 year | -10.41% | -12.61% | +2.20% |
Max Drawdown (5Y)Largest decline over 5 years | -16.10% | -21.58% | +5.48% |
Max Drawdown (10Y)Largest decline over 10 years | -36.16% | -39.39% | +3.23% |
Current DrawdownCurrent decline from peak | -5.80% | -5.99% | +0.19% |
Average DrawdownAverage peak-to-trough decline | -5.66% | -7.03% | +1.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.44% | 2.80% | -0.36% |
Volatility
LCEAX vs. VADDX - Volatility Comparison
The current volatility for Invesco Diversified Dividend Fund (LCEAX) is 4.09%, while Invesco Equally-Weighted S&P 500 Fund (VADDX) has a volatility of 4.48%. This indicates that LCEAX experiences smaller price fluctuations and is considered to be less risky than VADDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LCEAX | VADDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.09% | 4.48% | -0.39% |
Volatility (6M)Calculated over the trailing 6-month period | 7.53% | 8.88% | -1.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.30% | 17.25% | -2.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.67% | 16.30% | -2.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.35% | 18.54% | -3.19% |