LCEAX vs. VDIGX
Compare and contrast key facts about Invesco Diversified Dividend Fund (LCEAX) and Vanguard Dividend Growth Fund (VDIGX).
LCEAX is managed by Invesco. It was launched on Dec 31, 2001. VDIGX is managed by Vanguard. It was launched on May 15, 1992.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LCEAX or VDIGX.
Key characteristics
| LCEAX | VDIGX | |
|---|---|---|
| YTD Return | 17.38% | 12.90% |
| 1Y Return | 30.38% | 22.44% |
| 3Y Return (Ann) | 8.19% | 6.32% |
| 5Y Return (Ann) | 9.22% | 11.15% |
| 10Y Return (Ann) | 7.81% | 11.04% |
| Sharpe Ratio | 2.88 | 2.46 |
| Sortino Ratio | 4.04 | 3.37 |
| Omega Ratio | 1.53 | 1.44 |
| Calmar Ratio | 3.66 | 3.93 |
| Martin Ratio | 18.56 | 13.70 |
| Ulcer Index | 1.58% | 1.58% |
| Daily Std Dev | 10.18% | 8.79% |
| Max Drawdown | -50.30% | -45.23% |
| Current Drawdown | 0.00% | -2.30% |
Correlation
The correlation between LCEAX and VDIGX is 0.91, 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. VDIGX - Performance Comparison
In the year-to-date period, LCEAX achieves a 17.38% return, which is significantly higher than VDIGX's 12.90% return. Over the past 10 years, LCEAX has underperformed VDIGX with an annualized return of 7.81%, while VDIGX has yielded a comparatively higher 11.04% 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. VDIGX - Expense Ratio Comparison
LCEAX has a 0.81% expense ratio, which is higher than VDIGX's 0.27% expense ratio.
Risk-Adjusted Performance
LCEAX vs. VDIGX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Diversified Dividend Fund (LCEAX) and Vanguard Dividend Growth Fund (VDIGX). 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. VDIGX - Dividend Comparison
LCEAX's dividend yield for the trailing twelve months is around 1.48%, less than VDIGX's 1.63% 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% |
VDIGX Vanguard Dividend Growth Fund | 1.63% | 1.69% | 1.67% | 1.46% | 1.62% | 1.72% | 2.15% | 1.92% | 1.92% | 1.93% | 1.91% | 1.80% |
Drawdowns
LCEAX vs. VDIGX - Drawdown Comparison
The maximum LCEAX drawdown since its inception was -50.30%, which is greater than VDIGX's maximum drawdown of -45.23%. Use the drawdown chart below to compare losses from any high point for LCEAX and VDIGX. For additional features, visit the drawdowns tool.
Volatility
LCEAX vs. VDIGX - Volatility Comparison
Invesco Diversified Dividend Fund (LCEAX) has a higher volatility of 3.47% compared to Vanguard Dividend Growth Fund (VDIGX) at 2.66%. This indicates that LCEAX's price experiences larger fluctuations and is considered to be riskier than VDIGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.