PortfoliosLab logoPortfoliosLab logo
SPIDX vs. AWSHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SPIDX vs. AWSHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P 500 Index Fund (SPIDX) and American Funds Washington Mutual Investors Fund Class A (AWSHX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

SPIDX vs. AWSHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPIDX
Invesco S&P 500 Index Fund
-7.13%17.54%24.65%25.95%-18.36%28.30%18.13%31.11%-4.75%21.45%
AWSHX
American Funds Washington Mutual Investors Fund Class A
-5.27%17.20%19.02%17.21%-8.45%28.44%7.69%24.86%-6.16%20.03%

Returns By Period

In the year-to-date period, SPIDX achieves a -7.13% return, which is significantly lower than AWSHX's -5.27% return. Over the past 10 years, SPIDX has outperformed AWSHX with an annualized return of 13.42%, while AWSHX has yielded a comparatively lower 11.82% annualized return.


SPIDX

1D
-0.40%
1M
-7.71%
YTD
-7.13%
6M
-4.70%
1Y
14.14%
3Y*
16.85%
5Y*
11.09%
10Y*
13.42%

AWSHX

1D
-0.03%
1M
-7.89%
YTD
-5.27%
6M
-3.14%
1Y
10.70%
3Y*
15.28%
5Y*
10.91%
10Y*
11.82%
*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.


SPIDX vs. AWSHX - Expense Ratio Comparison

SPIDX has a 0.29% expense ratio, which is lower than AWSHX's 0.58% expense ratio.


Return for Risk

SPIDX vs. AWSHX — Risk / Return Rank

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

SPIDX
SPIDX Risk / Return Rank: 4242
Overall Rank
SPIDX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
SPIDX Sortino Ratio Rank: 4242
Sortino Ratio Rank
SPIDX Omega Ratio Rank: 4646
Omega Ratio Rank
SPIDX Calmar Ratio Rank: 3737
Calmar Ratio Rank
SPIDX Martin Ratio Rank: 4747
Martin Ratio Rank

AWSHX
AWSHX Risk / Return Rank: 3838
Overall Rank
AWSHX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
AWSHX Sortino Ratio Rank: 3838
Sortino Ratio Rank
AWSHX Omega Ratio Rank: 3939
Omega Ratio Rank
AWSHX Calmar Ratio Rank: 3737
Calmar Ratio Rank
AWSHX Martin Ratio Rank: 4343
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.

SPIDX vs. AWSHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 Index Fund (SPIDX) and American Funds Washington Mutual Investors Fund Class A (AWSHX). 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.


SPIDXAWSHXDifference

Sharpe ratio

Return per unit of total volatility

0.82

0.76

+0.06

Sortino ratio

Return per unit of downside risk

1.28

1.19

+0.08

Omega ratio

Gain probability vs. loss probability

1.19

1.17

+0.02

Calmar ratio

Return relative to maximum drawdown

0.97

0.96

+0.01

Martin ratio

Return relative to average drawdown

4.71

4.37

+0.35

SPIDX vs. AWSHX - Sharpe Ratio Comparison

The current SPIDX Sharpe Ratio is 0.82, which is comparable to the AWSHX Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of SPIDX and AWSHX, 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


SPIDXAWSHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.82

0.76

+0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

0.78

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

0.73

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.62

-0.18

Correlation

The correlation between SPIDX and AWSHX is 0.94, 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

SPIDX vs. AWSHX - Dividend Comparison

SPIDX's dividend yield for the trailing twelve months is around 1.16%, less than AWSHX's 10.67% yield.


TTM20252024202320222021202020192018201720162015
SPIDX
Invesco S&P 500 Index Fund
1.16%1.07%1.28%1.23%1.14%2.09%1.45%2.11%2.82%1.49%1.49%1.74%
AWSHX
American Funds Washington Mutual Investors Fund Class A
10.67%10.08%10.06%6.14%6.31%6.05%3.06%6.19%4.36%7.26%6.37%6.25%

Drawdowns

SPIDX vs. AWSHX - Drawdown Comparison

The maximum SPIDX drawdown since its inception was -55.30%, roughly equal to the maximum AWSHX drawdown of -53.95%. Use the drawdown chart below to compare losses from any high point for SPIDX and AWSHX.


Loading graphics...

Drawdown Indicators


SPIDXAWSHXDifference

Max Drawdown

Largest peak-to-trough decline

-55.30%

-53.95%

-1.35%

Max Drawdown (1Y)

Largest decline over 1 year

-12.14%

-10.37%

-1.77%

Max Drawdown (5Y)

Largest decline over 5 years

-24.66%

-18.64%

-6.02%

Max Drawdown (10Y)

Largest decline over 10 years

-33.84%

-34.65%

+0.81%

Current Drawdown

Current decline from peak

-8.93%

-8.37%

-0.56%

Average Drawdown

Average peak-to-trough decline

-10.57%

-6.43%

-4.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.57%

2.29%

+0.28%

Volatility

SPIDX vs. AWSHX - Volatility Comparison

Invesco S&P 500 Index Fund (SPIDX) has a higher volatility of 4.24% compared to American Funds Washington Mutual Investors Fund Class A (AWSHX) at 3.58%. This indicates that SPIDX's price experiences larger fluctuations and is considered to be riskier than AWSHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


SPIDXAWSHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.24%

3.58%

+0.66%

Volatility (6M)

Calculated over the trailing 6-month period

9.10%

7.98%

+1.12%

Volatility (1Y)

Calculated over the trailing 1-year period

18.16%

15.18%

+2.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.87%

14.09%

+2.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.05%

16.31%

+1.74%