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SPIDX vs. VADAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SPIDX vs. VADAX - Performance Comparison

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

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SPIDX vs. VADAX - 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%
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, SPIDX achieves a -7.13% return, which is significantly lower than VADAX's -1.47% return. Over the past 10 years, SPIDX has outperformed VADAX with an annualized return of 13.42%, while VADAX has yielded a comparatively lower 10.47% 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%

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)

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SPIDX vs. VADAX - Expense Ratio Comparison

SPIDX has a 0.29% expense ratio, which is lower than VADAX's 0.52% expense ratio.


Return for Risk

SPIDX vs. VADAX — 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

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.

SPIDX vs. VADAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 Index Fund (SPIDX) 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.


SPIDXVADAXDifference

Sharpe ratio

Return per unit of total volatility

0.82

0.64

+0.18

Sortino ratio

Return per unit of downside risk

1.28

1.02

+0.26

Omega ratio

Gain probability vs. loss probability

1.19

1.14

+0.05

Calmar ratio

Return relative to maximum drawdown

0.97

0.71

+0.26

Martin ratio

Return relative to average drawdown

4.71

3.23

+1.49

SPIDX vs. VADAX - Sharpe Ratio Comparison

The current SPIDX Sharpe Ratio is 0.82, which is comparable to the VADAX Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of SPIDX 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.


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Sharpe Ratios by Period


SPIDXVADAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.82

0.64

+0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

0.45

+0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

0.57

+0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.44

0.00

Correlation

The correlation between SPIDX and VADAX 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. VADAX - Dividend Comparison

SPIDX's dividend yield for the trailing twelve months is around 1.16%, less than VADAX's 10.36% 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%
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

SPIDX vs. VADAX - Drawdown Comparison

The maximum SPIDX drawdown since its inception was -55.30%, smaller than the maximum VADAX drawdown of -60.27%. Use the drawdown chart below to compare losses from any high point for SPIDX and VADAX.


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Drawdown Indicators


SPIDXVADAXDifference

Max Drawdown

Largest peak-to-trough decline

-55.30%

-60.27%

+4.97%

Max Drawdown (1Y)

Largest decline over 1 year

-12.14%

-12.61%

+0.47%

Max Drawdown (5Y)

Largest decline over 5 years

-24.66%

-21.74%

-2.92%

Max Drawdown (10Y)

Largest decline over 10 years

-33.84%

-39.32%

+5.48%

Current Drawdown

Current decline from peak

-8.93%

-7.89%

-1.04%

Average Drawdown

Average peak-to-trough decline

-10.57%

-7.13%

-3.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.57%

2.78%

-0.21%

Volatility

SPIDX vs. VADAX - Volatility Comparison

Invesco S&P 500 Index Fund (SPIDX) has a higher volatility of 4.24% compared to Invesco Equally-Weighted S&P 500 Fund Class A (VADAX) at 3.76%. This indicates that SPIDX's price experiences larger fluctuations and is considered to be riskier than VADAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPIDXVADAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.24%

3.76%

+0.48%

Volatility (6M)

Calculated over the trailing 6-month period

9.10%

8.70%

+0.40%

Volatility (1Y)

Calculated over the trailing 1-year period

18.16%

17.17%

+0.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.87%

16.27%

+0.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.05%

18.53%

-0.48%