OPTFX vs. VADDX
Compare and contrast key facts about Invesco Capital Appreciation Fund (OPTFX) and Invesco Equally-Weighted S&P 500 Fund (VADDX).
OPTFX is managed by Invesco. It was launched on Jan 22, 1981. 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
OPTFX vs. VADDX - Performance Comparison
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OPTFX vs. VADDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
OPTFX Invesco Capital Appreciation Fund | -6.40% | 12.84% | 34.05% | 35.51% | -31.10% | 21.42% | 36.33% | 36.22% | -5.96% | 26.50% |
VADDX Invesco Equally-Weighted S&P 500 Fund | 0.94% | 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, OPTFX achieves a -6.40% return, which is significantly lower than VADDX's 0.94% return. Over the past 10 years, OPTFX has outperformed VADDX with an annualized return of 13.95%, while VADDX has yielded a comparatively lower 10.98% annualized return.
OPTFX
- 1D
- 1.44%
- 1M
- -3.34%
- YTD
- -6.40%
- 6M
- -8.14%
- 1Y
- 17.79%
- 3Y*
- 20.35%
- 5Y*
- 9.15%
- 10Y*
- 13.95%
VADDX
- 1D
- 0.32%
- 1M
- -4.34%
- YTD
- 0.94%
- 6M
- 1.84%
- 1Y
- 11.84%
- 3Y*
- 11.76%
- 5Y*
- 7.77%
- 10Y*
- 10.98%
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OPTFX vs. VADDX - Expense Ratio Comparison
OPTFX has a 0.95% expense ratio, which is higher than VADDX's 0.27% expense ratio.
Return for Risk
OPTFX vs. VADDX — Risk / Return Rank
OPTFX
VADDX
OPTFX vs. VADDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Capital Appreciation Fund (OPTFX) 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.
| OPTFX | VADDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.86 | 0.75 | +0.11 |
Sortino ratioReturn per unit of downside risk | 1.40 | 1.17 | +0.23 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.17 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 0.39 | 1.10 | -0.71 |
Martin ratioReturn relative to average drawdown | 1.18 | 4.92 | -3.74 |
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
| OPTFX | VADDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.86 | 0.75 | +0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 0.48 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.59 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.46 | +0.04 |
Correlation
The correlation between OPTFX and VADDX is 0.85, 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
OPTFX vs. VADDX - Dividend Comparison
OPTFX's dividend yield for the trailing twelve months is around 11.67%, more than VADDX's 9.99% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OPTFX Invesco Capital Appreciation Fund | 11.67% | 10.93% | 2.92% | 0.00% | 0.88% | 28.43% | 3.20% | 23.53% | 9.18% | 9.34% | 4.29% | 13.78% |
VADDX Invesco Equally-Weighted S&P 500 Fund | 9.99% | 10.09% | 8.88% | 4.86% | 8.45% | 9.92% | 6.38% | 4.68% | 7.13% | 2.97% | 0.30% | 2.98% |
Drawdowns
OPTFX vs. VADDX - Drawdown Comparison
The maximum OPTFX drawdown since its inception was -57.95%, roughly equal to the maximum VADDX drawdown of -60.12%. Use the drawdown chart below to compare losses from any high point for OPTFX and VADDX.
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Drawdown Indicators
| OPTFX | VADDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.95% | -60.12% | +2.17% |
Max Drawdown (1Y)Largest decline over 1 year | -16.85% | -8.21% | -8.64% |
Max Drawdown (5Y)Largest decline over 5 years | -35.89% | -21.58% | -14.31% |
Max Drawdown (10Y)Largest decline over 10 years | -35.89% | -39.39% | +3.50% |
Current DrawdownCurrent decline from peak | -12.05% | -5.68% | -6.37% |
Average DrawdownAverage peak-to-trough decline | -14.03% | -7.03% | -7.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.82% | 2.82% | +4.00% |
Volatility
OPTFX vs. VADDX - Volatility Comparison
Invesco Capital Appreciation Fund (OPTFX) has a higher volatility of 7.65% compared to Invesco Equally-Weighted S&P 500 Fund (VADDX) at 4.41%. This indicates that OPTFX's price experiences larger fluctuations and is considered to be riskier 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
| OPTFX | VADDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.65% | 4.41% | +3.24% |
Volatility (6M)Calculated over the trailing 6-month period | 15.04% | 8.88% | +6.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.62% | 17.24% | +7.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.28% | 16.29% | +5.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.38% | 18.54% | +2.84% |