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SPIDX vs. VAFAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SPIDX vs. VAFAX - Performance Comparison

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

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SPIDX vs. VAFAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPIDX
Invesco S&P 500 Index Fund
-4.42%17.54%24.65%25.95%-18.36%28.30%18.13%31.11%-4.75%21.45%
VAFAX
Invesco American Franchise Fund Class A
-9.70%11.86%34.78%40.91%-31.20%11.13%42.15%36.55%-3.99%27.11%

Returns By Period

In the year-to-date period, SPIDX achieves a -4.42% return, which is significantly higher than VAFAX's -9.70% return. Both investments have delivered pretty close results over the past 10 years, with SPIDX having a 13.74% annualized return and VAFAX not far ahead at 13.99%.


SPIDX

1D
2.92%
1M
-5.05%
YTD
-4.42%
6M
-2.26%
1Y
17.02%
3Y*
17.97%
5Y*
11.47%
10Y*
13.74%

VAFAX

1D
4.44%
1M
-5.93%
YTD
-9.70%
6M
-12.22%
1Y
14.68%
3Y*
19.34%
5Y*
7.06%
10Y*
13.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SPIDX vs. VAFAX - Expense Ratio Comparison

SPIDX has a 0.29% expense ratio, which is lower than VAFAX's 0.95% expense ratio.


Return for Risk

SPIDX vs. VAFAX — Risk / Return Rank

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

SPIDX
SPIDX Risk / Return Rank: 5252
Overall Rank
SPIDX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
SPIDX Sortino Ratio Rank: 4949
Sortino Ratio Rank
SPIDX Omega Ratio Rank: 5252
Omega Ratio Rank
SPIDX Calmar Ratio Rank: 4949
Calmar Ratio Rank
SPIDX Martin Ratio Rank: 6262
Martin Ratio Rank

VAFAX
VAFAX Risk / Return Rank: 2222
Overall Rank
VAFAX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
VAFAX Sortino Ratio Rank: 2626
Sortino Ratio Rank
VAFAX Omega Ratio Rank: 2525
Omega Ratio Rank
VAFAX Calmar Ratio Rank: 2020
Calmar Ratio Rank
VAFAX Martin Ratio Rank: 1818
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. VAFAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 Index Fund (SPIDX) and Invesco American Franchise Fund Class A (VAFAX). 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.


SPIDXVAFAXDifference

Sharpe ratio

Return per unit of total volatility

0.96

0.63

+0.33

Sortino ratio

Return per unit of downside risk

1.47

1.06

+0.42

Omega ratio

Gain probability vs. loss probability

1.22

1.15

+0.08

Calmar ratio

Return relative to maximum drawdown

1.30

0.65

+0.65

Martin ratio

Return relative to average drawdown

6.23

2.03

+4.20

SPIDX vs. VAFAX - Sharpe Ratio Comparison

The current SPIDX Sharpe Ratio is 0.96, which is higher than the VAFAX Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of SPIDX and VAFAX, 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


SPIDXVAFAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

0.63

+0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.31

+0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

0.63

+0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.53

-0.09

Correlation

The correlation between SPIDX and VAFAX is 0.90, 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. VAFAX - Dividend Comparison

SPIDX's dividend yield for the trailing twelve months is around 1.12%, less than VAFAX's 15.61% yield.


TTM20252024202320222021202020192018201720162015
SPIDX
Invesco S&P 500 Index Fund
1.12%1.07%1.28%1.23%1.14%2.09%1.45%2.11%2.82%1.49%1.49%1.74%
VAFAX
Invesco American Franchise Fund Class A
15.61%14.09%3.74%0.00%8.32%26.50%8.78%6.85%10.42%5.37%4.08%4.90%

Drawdowns

SPIDX vs. VAFAX - Drawdown Comparison

The maximum SPIDX drawdown since its inception was -55.30%, which is greater than VAFAX's maximum drawdown of -48.48%. Use the drawdown chart below to compare losses from any high point for SPIDX and VAFAX.


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Drawdown Indicators


SPIDXVAFAXDifference

Max Drawdown

Largest peak-to-trough decline

-55.30%

-48.48%

-6.82%

Max Drawdown (1Y)

Largest decline over 1 year

-12.14%

-19.27%

+7.13%

Max Drawdown (5Y)

Largest decline over 5 years

-24.66%

-38.86%

+14.20%

Max Drawdown (10Y)

Largest decline over 10 years

-33.84%

-38.86%

+5.02%

Current Drawdown

Current decline from peak

-6.28%

-15.69%

+9.41%

Average Drawdown

Average peak-to-trough decline

-10.57%

-8.16%

-2.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.53%

6.14%

-3.61%

Volatility

SPIDX vs. VAFAX - Volatility Comparison

The current volatility for Invesco S&P 500 Index Fund (SPIDX) is 5.34%, while Invesco American Franchise Fund Class A (VAFAX) has a volatility of 8.31%. This indicates that SPIDX experiences smaller price fluctuations and is considered to be less risky than VAFAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPIDXVAFAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.34%

8.31%

-2.97%

Volatility (6M)

Calculated over the trailing 6-month period

9.53%

15.69%

-6.16%

Volatility (1Y)

Calculated over the trailing 1-year period

18.35%

25.39%

-7.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.92%

23.03%

-6.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.07%

22.23%

-4.16%