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SMMIX vs. VTSAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SMMIX vs. VTSAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Summit Fund (SMMIX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). The values are adjusted to include any dividend payments, if applicable.

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SMMIX vs. VTSAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SMMIX
Invesco Summit Fund
-13.57%11.08%34.36%36.82%-33.12%10.71%42.22%38.69%-3.04%29.88%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
-6.75%17.12%23.23%26.51%-19.52%25.72%20.98%30.79%-5.18%21.16%

Returns By Period

In the year-to-date period, SMMIX achieves a -13.57% return, which is significantly lower than VTSAX's -6.75% return. Both investments have delivered pretty close results over the past 10 years, with SMMIX having a 13.24% annualized return and VTSAX not far ahead at 13.27%.


SMMIX

1D
-1.55%
1M
-9.44%
YTD
-13.57%
6M
-16.01%
1Y
12.23%
3Y*
16.44%
5Y*
4.95%
10Y*
13.24%

VTSAX

1D
-0.46%
1M
-7.71%
YTD
-6.75%
6M
-4.47%
1Y
14.76%
3Y*
16.69%
5Y*
10.11%
10Y*
13.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SMMIX vs. VTSAX - Expense Ratio Comparison

SMMIX has a 0.84% expense ratio, which is higher than VTSAX's 0.04% expense ratio.


Return for Risk

SMMIX vs. VTSAX — Risk / Return Rank

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

SMMIX
SMMIX Risk / Return Rank: 1717
Overall Rank
SMMIX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
SMMIX Sortino Ratio Rank: 2020
Sortino Ratio Rank
SMMIX Omega Ratio Rank: 1919
Omega Ratio Rank
SMMIX Calmar Ratio Rank: 1313
Calmar Ratio Rank
SMMIX Martin Ratio Rank: 1313
Martin Ratio Rank

VTSAX
VTSAX Risk / Return Rank: 4646
Overall Rank
VTSAX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
VTSAX Sortino Ratio Rank: 4545
Sortino Ratio Rank
VTSAX Omega Ratio Rank: 4949
Omega Ratio Rank
VTSAX Calmar Ratio Rank: 4141
Calmar Ratio Rank
VTSAX Martin Ratio Rank: 5353
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.

SMMIX vs. VTSAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Summit Fund (SMMIX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). 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.


SMMIXVTSAXDifference

Sharpe ratio

Return per unit of total volatility

0.46

0.84

-0.37

Sortino ratio

Return per unit of downside risk

0.82

1.29

-0.47

Omega ratio

Gain probability vs. loss probability

1.11

1.20

-0.08

Calmar ratio

Return relative to maximum drawdown

0.36

1.05

-0.68

Martin ratio

Return relative to average drawdown

1.12

5.08

-3.96

SMMIX vs. VTSAX - Sharpe Ratio Comparison

The current SMMIX Sharpe Ratio is 0.46, which is lower than the VTSAX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of SMMIX and VTSAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SMMIXVTSAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.46

0.84

-0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

0.59

-0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.72

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.43

+0.04

Correlation

The correlation between SMMIX and VTSAX is 0.93, 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

SMMIX vs. VTSAX - Dividend Comparison

SMMIX's dividend yield for the trailing twelve months is around 17.10%, more than VTSAX's 1.20% yield.


TTM20252024202320222021202020192018201720162015
SMMIX
Invesco Summit Fund
17.10%14.78%2.01%0.00%10.02%20.10%6.46%8.44%12.16%3.77%6.28%6.88%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
1.20%1.11%1.26%1.42%1.65%1.20%1.41%1.76%2.03%1.71%1.92%1.98%

Drawdowns

SMMIX vs. VTSAX - Drawdown Comparison

The maximum SMMIX drawdown since its inception was -69.64%, which is greater than VTSAX's maximum drawdown of -55.33%. Use the drawdown chart below to compare losses from any high point for SMMIX and VTSAX.


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Drawdown Indicators


SMMIXVTSAXDifference

Max Drawdown

Largest peak-to-trough decline

-69.64%

-55.33%

-14.31%

Max Drawdown (1Y)

Largest decline over 1 year

-19.95%

-12.41%

-7.54%

Max Drawdown (5Y)

Largest decline over 5 years

-40.62%

-25.36%

-15.26%

Max Drawdown (10Y)

Largest decline over 10 years

-40.62%

-34.97%

-5.65%

Current Drawdown

Current decline from peak

-19.95%

-8.92%

-11.03%

Average Drawdown

Average peak-to-trough decline

-19.33%

-9.06%

-10.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.49%

2.56%

+3.93%

Volatility

SMMIX vs. VTSAX - Volatility Comparison

Invesco Summit Fund (SMMIX) has a higher volatility of 7.16% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 4.39%. This indicates that SMMIX's price experiences larger fluctuations and is considered to be riskier than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SMMIXVTSAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.16%

4.39%

+2.77%

Volatility (6M)

Calculated over the trailing 6-month period

15.76%

9.33%

+6.43%

Volatility (1Y)

Calculated over the trailing 1-year period

25.83%

18.42%

+7.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.93%

17.32%

+6.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.77%

18.37%

+4.40%