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LCEAX vs. VDIGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LCEAX and VDIGX is 0.90, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

LCEAX vs. VDIGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Diversified Dividend Fund (LCEAX) and Vanguard Dividend Growth Fund (VDIGX). The values are adjusted to include any dividend payments, if applicable.

100.00%150.00%200.00%250.00%300.00%350.00%400.00%450.00%December2025FebruaryMarchAprilMay
155.75%
358.05%
LCEAX
VDIGX

Key characteristics

Sharpe Ratio

LCEAX:

-0.05

VDIGX:

-0.29

Sortino Ratio

LCEAX:

0.06

VDIGX:

-0.26

Omega Ratio

LCEAX:

1.01

VDIGX:

0.96

Calmar Ratio

LCEAX:

-0.03

VDIGX:

-0.21

Martin Ratio

LCEAX:

-0.10

VDIGX:

-0.58

Ulcer Index

LCEAX:

8.19%

VDIGX:

8.57%

Daily Std Dev

LCEAX:

17.85%

VDIGX:

17.35%

Max Drawdown

LCEAX:

-53.71%

VDIGX:

-46.89%

Current Drawdown

LCEAX:

-18.70%

VDIGX:

-15.96%

Returns By Period

In the year-to-date period, LCEAX achieves a 0.18% return, which is significantly higher than VDIGX's -2.86% return. Over the past 10 years, LCEAX has underperformed VDIGX with an annualized return of 1.41%, while VDIGX has yielded a comparatively higher 6.09% annualized return.


LCEAX

YTD

0.18%

1M

8.07%

6M

-9.01%

1Y

-1.88%

5Y*

3.82%

10Y*

1.41%

VDIGX

YTD

-2.86%

1M

6.88%

6M

-11.95%

1Y

-5.55%

5Y*

7.39%

10Y*

6.09%

*Annualized

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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.


Expense ratio chart for LCEAX: current value is 0.81%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
LCEAX: 0.81%
Expense ratio chart for VDIGX: current value is 0.27%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VDIGX: 0.27%

Risk-Adjusted Performance

LCEAX vs. VDIGX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LCEAX
The Risk-Adjusted Performance Rank of LCEAX is 1313
Overall Rank
The Sharpe Ratio Rank of LCEAX is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of LCEAX is 1313
Sortino Ratio Rank
The Omega Ratio Rank of LCEAX is 1313
Omega Ratio Rank
The Calmar Ratio Rank of LCEAX is 1414
Calmar Ratio Rank
The Martin Ratio Rank of LCEAX is 1414
Martin Ratio Rank

VDIGX
The Risk-Adjusted Performance Rank of VDIGX is 66
Overall Rank
The Sharpe Ratio Rank of VDIGX is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of VDIGX is 66
Sortino Ratio Rank
The Omega Ratio Rank of VDIGX is 55
Omega Ratio Rank
The Calmar Ratio Rank of VDIGX is 55
Calmar Ratio Rank
The Martin Ratio Rank of VDIGX is 66
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for LCEAX, currently valued at -0.05, compared to the broader market-1.000.001.002.003.00
LCEAX: -0.05
VDIGX: -0.28
The chart of Sortino ratio for LCEAX, currently valued at 0.06, compared to the broader market-2.000.002.004.006.008.00
LCEAX: 0.06
VDIGX: -0.25
The chart of Omega ratio for LCEAX, currently valued at 1.01, compared to the broader market0.501.001.502.002.503.00
LCEAX: 1.01
VDIGX: 0.96
The chart of Calmar ratio for LCEAX, currently valued at -0.03, compared to the broader market0.002.004.006.008.0010.00
LCEAX: -0.03
VDIGX: -0.21
The chart of Martin ratio for LCEAX, currently valued at -0.10, compared to the broader market0.0010.0020.0030.0040.00
LCEAX: -0.10
VDIGX: -0.57

The current LCEAX Sharpe Ratio is -0.05, which is higher than the VDIGX Sharpe Ratio of -0.29. The chart below compares the historical Sharpe Ratios of LCEAX and VDIGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50December2025FebruaryMarchAprilMay
-0.05
-0.28
LCEAX
VDIGX

Dividends

LCEAX vs. VDIGX - Dividend Comparison

LCEAX's dividend yield for the trailing twelve months is around 11.93%, more than VDIGX's 1.92% yield.


TTM20242023202220212020201920182017201620152014
LCEAX
Invesco Diversified Dividend Fund
11.93%12.00%7.87%12.23%18.25%3.76%5.02%7.74%2.52%4.08%1.72%3.49%
VDIGX
Vanguard Dividend Growth Fund
1.92%1.87%1.69%1.67%1.46%1.62%1.72%2.15%1.92%1.92%1.93%1.91%

Drawdowns

LCEAX vs. VDIGX - Drawdown Comparison

The maximum LCEAX drawdown since its inception was -53.71%, which is greater than VDIGX's maximum drawdown of -46.89%. Use the drawdown chart below to compare losses from any high point for LCEAX and VDIGX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-18.70%
-15.96%
LCEAX
VDIGX

Volatility

LCEAX vs. VDIGX - Volatility Comparison

Invesco Diversified Dividend Fund (LCEAX) and Vanguard Dividend Growth Fund (VDIGX) have volatilities of 10.04% and 10.29%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%December2025FebruaryMarchAprilMay
10.04%
10.29%
LCEAX
VDIGX