SMEAX vs. VEA

In the year-to-date period, SMEAX achieves a 4.45% return, which is significantly lower than VEA's 7.51% return. Over the past 10 years, SMEAX has underperformed VEA with an annualized return of -0.23%, while VEA has yielded a comparatively higher 5.56% annualized return.

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SMEAX has a 1.22% expense ratio, which is higher than VEA's 0.05% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Invesco Small Cap Equity Fund Class A (SMEAX) and Vanguard FTSE Developed Markets ETF (VEA). 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 current SMEAX Sharpe Ratio is 0.52, which is lower than the VEA Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of SMEAX and VEA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

SMEAX has not paid dividends to shareholders, while VEA's dividend yield for the trailing twelve months is around 3.12%.

The maximum SMEAX drawdown since its inception was -61.53%, roughly equal to the maximum VEA drawdown of -60.69%. Use the drawdown chart below to compare losses from any high point for SMEAX and VEA. For additional features, visit the drawdowns tool.

Invesco Small Cap Equity Fund Class A (SMEAX) has a higher volatility of 5.33% compared to Vanguard FTSE Developed Markets ETF (VEA) at 3.74%. This indicates that SMEAX's price experiences larger fluctuations and is considered to be riskier than VEA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.