PortfoliosLab logoPortfoliosLab logo
RMUNX vs. VADAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RMUNX vs. VADAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Rochester New York Municipals Fund (RMUNX) and Invesco Equally-Weighted S&P 500 Fund Class A (VADAX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

RMUNX vs. VADAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RMUNX
Invesco Rochester New York Municipals Fund
-1.80%0.82%2.37%9.85%-15.09%6.83%5.84%13.22%8.89%3.69%
VADAX
Invesco Equally-Weighted S&P 500 Fund Class A
-1.47%10.89%12.40%13.29%-12.07%28.93%12.30%28.59%-8.19%18.26%

Returns By Period

In the year-to-date period, RMUNX achieves a -1.80% return, which is significantly lower than VADAX's -1.47% return. Over the past 10 years, RMUNX has underperformed VADAX with an annualized return of 3.60%, while VADAX has yielded a comparatively higher 10.47% annualized return.


RMUNX

1D
0.28%
1M
-3.01%
YTD
-1.80%
6M
-1.48%
1Y
-0.23%
3Y*
2.30%
5Y*
-0.01%
10Y*
3.60%

VADAX

1D
-0.23%
1M
-7.89%
YTD
-1.47%
6M
-0.21%
1Y
10.07%
3Y*
10.61%
5Y*
7.23%
10Y*
10.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


RMUNX vs. VADAX - Expense Ratio Comparison

RMUNX has a 0.78% expense ratio, which is higher than VADAX's 0.52% expense ratio.


Return for Risk

RMUNX vs. VADAX — Risk / Return Rank

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

RMUNX
RMUNX Risk / Return Rank: 66
Overall Rank
RMUNX Sharpe Ratio Rank: 77
Sharpe Ratio Rank
RMUNX Sortino Ratio Rank: 66
Sortino Ratio Rank
RMUNX Omega Ratio Rank: 77
Omega Ratio Rank
RMUNX Calmar Ratio Rank: 44
Calmar Ratio Rank
RMUNX Martin Ratio Rank: 44
Martin Ratio Rank

VADAX
VADAX Risk / Return Rank: 2828
Overall Rank
VADAX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
VADAX Sortino Ratio Rank: 2929
Sortino Ratio Rank
VADAX Omega Ratio Rank: 2828
Omega Ratio Rank
VADAX Calmar Ratio Rank: 2525
Calmar Ratio Rank
VADAX Martin Ratio Rank: 3030
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

RMUNX vs. VADAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Rochester New York Municipals Fund (RMUNX) and Invesco Equally-Weighted S&P 500 Fund Class A (VADAX). 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.


RMUNXVADAXDifference

Sharpe ratio

Return per unit of total volatility

0.11

0.64

-0.53

Sortino ratio

Return per unit of downside risk

0.21

1.02

-0.81

Omega ratio

Gain probability vs. loss probability

1.04

1.14

-0.11

Calmar ratio

Return relative to maximum drawdown

-0.21

0.71

-0.92

Martin ratio

Return relative to average drawdown

-0.46

3.23

-3.68

RMUNX vs. VADAX - Sharpe Ratio Comparison

The current RMUNX Sharpe Ratio is 0.11, which is lower than the VADAX Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of RMUNX and VADAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


RMUNXVADAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.11

0.64

-0.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.00

0.45

-0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.57

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

1.03

0.44

+0.58

Correlation

The correlation between RMUNX and VADAX is -0.06. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

RMUNX vs. VADAX - Dividend Comparison

RMUNX's dividend yield for the trailing twelve months is around 3.17%, less than VADAX's 10.36% yield.


TTM20252024202320222021202020192018201720162015
RMUNX
Invesco Rochester New York Municipals Fund
3.17%5.30%4.81%3.77%3.03%3.24%3.32%3.43%3.40%4.34%6.01%6.55%
VADAX
Invesco Equally-Weighted S&P 500 Fund Class A
10.36%10.21%8.77%4.69%8.49%9.80%6.21%4.49%6.90%2.76%0.30%2.77%

Drawdowns

RMUNX vs. VADAX - Drawdown Comparison

The maximum RMUNX drawdown since its inception was -36.55%, smaller than the maximum VADAX drawdown of -60.27%. Use the drawdown chart below to compare losses from any high point for RMUNX and VADAX.


Loading graphics...

Drawdown Indicators


RMUNXVADAXDifference

Max Drawdown

Largest peak-to-trough decline

-36.55%

-60.27%

+23.72%

Max Drawdown (1Y)

Largest decline over 1 year

-7.76%

-12.61%

+4.85%

Max Drawdown (5Y)

Largest decline over 5 years

-21.81%

-21.74%

-0.07%

Max Drawdown (10Y)

Largest decline over 10 years

-21.81%

-39.32%

+17.51%

Current Drawdown

Current decline from peak

-5.53%

-7.89%

+2.36%

Average Drawdown

Average peak-to-trough decline

-3.25%

-7.13%

+3.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.84%

2.78%

+1.06%

Volatility

RMUNX vs. VADAX - Volatility Comparison

The current volatility for Invesco Rochester New York Municipals Fund (RMUNX) is 1.69%, while Invesco Equally-Weighted S&P 500 Fund Class A (VADAX) has a volatility of 3.76%. This indicates that RMUNX experiences smaller price fluctuations and is considered to be less risky than VADAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


RMUNXVADAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.69%

3.76%

-2.07%

Volatility (6M)

Calculated over the trailing 6-month period

3.02%

8.70%

-5.68%

Volatility (1Y)

Calculated over the trailing 1-year period

8.49%

17.17%

-8.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.59%

16.27%

-9.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.97%

18.53%

-12.56%