VADAX vs. ABRZX
Compare and contrast key facts about Invesco Equally-Weighted S&P 500 Fund Class A (VADAX) and Invesco Balanced-Risk Allocation Fund Class A (ABRZX).
VADAX is managed by Invesco. ABRZX is an actively managed fund by Invesco. It was launched on Jun 2, 2009.
Performance
VADAX vs. ABRZX - Performance Comparison
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VADAX vs. ABRZX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
ABRZX Invesco Balanced-Risk Allocation Fund Class A | 11.64% | 8.20% | 3.14% | 5.97% | -14.96% | 9.36% | 9.20% | 9.43% | -7.01% | 9.80% |
Returns By Period
In the year-to-date period, VADAX achieves a -1.47% return, which is significantly lower than ABRZX's 11.64% return. Over the past 10 years, VADAX has outperformed ABRZX with an annualized return of 10.47%, while ABRZX has yielded a comparatively lower 4.68% annualized return.
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%
ABRZX
- 1D
- 0.89%
- 1M
- -1.09%
- YTD
- 11.64%
- 6M
- 13.79%
- 1Y
- 19.11%
- 3Y*
- 8.79%
- 5Y*
- 3.99%
- 10Y*
- 4.68%
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VADAX vs. ABRZX - Expense Ratio Comparison
VADAX has a 0.52% expense ratio, which is lower than ABRZX's 1.41% expense ratio.
Return for Risk
VADAX vs. ABRZX — Risk / Return Rank
VADAX
ABRZX
VADAX vs. ABRZX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Equally-Weighted S&P 500 Fund Class A (VADAX) and Invesco Balanced-Risk Allocation Fund Class A (ABRZX). 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.
| VADAX | ABRZX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.64 | 2.03 | -1.39 |
Sortino ratioReturn per unit of downside risk | 1.02 | 2.63 | -1.62 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.40 | -0.26 |
Calmar ratioReturn relative to maximum drawdown | 0.71 | 2.66 | -1.95 |
Martin ratioReturn relative to average drawdown | 3.23 | 10.66 | -7.44 |
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
| VADAX | ABRZX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.64 | 2.03 | -1.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.33 | +0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.43 | +0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.58 | -0.14 |
Correlation
The correlation between VADAX and ABRZX is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
VADAX vs. ABRZX - Dividend Comparison
VADAX's dividend yield for the trailing twelve months is around 10.36%, more than ABRZX's 3.03% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
ABRZX Invesco Balanced-Risk Allocation Fund Class A | 3.03% | 3.38% | 13.28% | 2.21% | 0.00% | 26.02% | 1.18% | 6.49% | 0.00% | 6.43% | 4.41% | 6.91% |
Drawdowns
VADAX vs. ABRZX - Drawdown Comparison
The maximum VADAX drawdown since its inception was -60.27%, which is greater than ABRZX's maximum drawdown of -26.62%. Use the drawdown chart below to compare losses from any high point for VADAX and ABRZX.
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Drawdown Indicators
| VADAX | ABRZX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.27% | -26.62% | -33.65% |
Max Drawdown (1Y)Largest decline over 1 year | -12.61% | -6.90% | -5.71% |
Max Drawdown (5Y)Largest decline over 5 years | -21.74% | -19.33% | -2.41% |
Max Drawdown (10Y)Largest decline over 10 years | -39.32% | -26.62% | -12.70% |
Current DrawdownCurrent decline from peak | -7.89% | -2.36% | -5.53% |
Average DrawdownAverage peak-to-trough decline | -7.13% | -4.79% | -2.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.78% | 1.72% | +1.06% |
Volatility
VADAX vs. ABRZX - Volatility Comparison
The current volatility for Invesco Equally-Weighted S&P 500 Fund Class A (VADAX) is 3.76%, while Invesco Balanced-Risk Allocation Fund Class A (ABRZX) has a volatility of 3.98%. This indicates that VADAX experiences smaller price fluctuations and is considered to be less risky than ABRZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VADAX | ABRZX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.76% | 3.98% | -0.22% |
Volatility (6M)Calculated over the trailing 6-month period | 8.70% | 7.55% | +1.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.17% | 9.36% | +7.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.27% | 12.17% | +4.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.53% | 10.88% | +7.65% |