UMCVX vs. VADDX
Compare and contrast key facts about Invesco V.I. American Value Fund (UMCVX) and Invesco Equally-Weighted S&P 500 Fund (VADDX).
UMCVX is managed by Invesco. It was launched on Jan 1, 1997. VADDX is a passively managed fund by Invesco that tracks the performance of the S&P 500 Equal Weight Index. It was launched on Jul 28, 1997.
Performance
UMCVX vs. VADDX - Performance Comparison
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UMCVX vs. VADDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
UMCVX Invesco V.I. American Value Fund | 6.17% | 21.17% | 30.42% | 15.70% | -2.53% | 27.96% | 1.15% | 24.95% | -12.56% | 9.97% |
VADDX Invesco Equally-Weighted S&P 500 Fund | 0.61% | 11.16% | 12.68% | 13.58% | -11.86% | 29.27% | 12.56% | 28.92% | -7.96% | 18.55% |
Returns By Period
In the year-to-date period, UMCVX achieves a 6.17% return, which is significantly higher than VADDX's 0.61% return. Over the past 10 years, UMCVX has outperformed VADDX with an annualized return of 13.12%, while VADDX has yielded a comparatively lower 10.94% annualized return.
UMCVX
- 1D
- 2.88%
- 1M
- -7.04%
- YTD
- 6.17%
- 6M
- 11.98%
- 1Y
- 36.13%
- 3Y*
- 26.35%
- 5Y*
- 15.92%
- 10Y*
- 13.12%
VADDX
- 1D
- 2.06%
- 1M
- -5.82%
- YTD
- 0.61%
- 6M
- 1.75%
- 1Y
- 12.48%
- 3Y*
- 11.64%
- 5Y*
- 7.70%
- 10Y*
- 10.94%
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UMCVX vs. VADDX - Expense Ratio Comparison
UMCVX has a 0.89% expense ratio, which is higher than VADDX's 0.27% expense ratio.
Return for Risk
UMCVX vs. VADDX — Risk / Return Rank
UMCVX
VADDX
UMCVX vs. VADDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco V.I. American Value Fund (UMCVX) and Invesco Equally-Weighted S&P 500 Fund (VADDX). 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.
| UMCVX | VADDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.55 | 0.74 | +0.81 |
Sortino ratioReturn per unit of downside risk | 2.09 | 1.15 | +0.94 |
Omega ratioGain probability vs. loss probability | 1.32 | 1.16 | +0.16 |
Calmar ratioReturn relative to maximum drawdown | 2.32 | 0.93 | +1.39 |
Martin ratioReturn relative to average drawdown | 9.88 | 4.21 | +5.67 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| UMCVX | VADDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.55 | 0.74 | +0.81 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.48 | +0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.59 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.46 | -0.04 |
Correlation
The correlation between UMCVX and VADDX is 0.85, 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
UMCVX vs. VADDX - Dividend Comparison
UMCVX's dividend yield for the trailing twelve months is around 15.78%, more than VADDX's 10.03% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
UMCVX Invesco V.I. American Value Fund | 15.78% | 16.76% | 3.11% | 25.58% | 23.66% | 0.42% | 1.65% | 8.19% | 19.87% | 1.91% | 5.79% | 15.77% |
VADDX Invesco Equally-Weighted S&P 500 Fund | 10.03% | 10.09% | 8.88% | 4.86% | 8.45% | 9.92% | 6.38% | 4.68% | 7.13% | 2.97% | 0.30% | 2.98% |
Drawdowns
UMCVX vs. VADDX - Drawdown Comparison
The maximum UMCVX drawdown since its inception was -59.30%, roughly equal to the maximum VADDX drawdown of -60.12%. Use the drawdown chart below to compare losses from any high point for UMCVX and VADDX.
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Drawdown Indicators
| UMCVX | VADDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.30% | -60.12% | +0.82% |
Max Drawdown (1Y)Largest decline over 1 year | -15.59% | -12.61% | -2.98% |
Max Drawdown (5Y)Largest decline over 5 years | -25.10% | -21.58% | -3.52% |
Max Drawdown (10Y)Largest decline over 10 years | -45.77% | -39.39% | -6.38% |
Current DrawdownCurrent decline from peak | -7.09% | -5.99% | -1.10% |
Average DrawdownAverage peak-to-trough decline | -10.11% | -7.03% | -3.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.67% | 2.80% | +0.87% |
Volatility
UMCVX vs. VADDX - Volatility Comparison
Invesco V.I. American Value Fund (UMCVX) has a higher volatility of 7.58% compared to Invesco Equally-Weighted S&P 500 Fund (VADDX) at 4.48%. This indicates that UMCVX's price experiences larger fluctuations and is considered to be riskier than VADDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| UMCVX | VADDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.58% | 4.48% | +3.10% |
Volatility (6M)Calculated over the trailing 6-month period | 14.67% | 8.88% | +5.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.60% | 17.25% | +6.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.16% | 16.30% | +10.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.10% | 18.54% | +6.56% |