VADAX vs. VADDX

In the year-to-date period, VADAX achieves a 1.12% return, which is significantly lower than VADDX's 1.22% return. Over the past 10 years, VADAX has outperformed VADDX with an annualized return of 9.45%, while VADDX has yielded a comparatively lower 5.39% annualized return.

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VADAX has a 0.52% expense ratio, which is higher than VADDX's 0.27% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Invesco Equally-Weighted S&P 500 Fund Class A (VADAX) 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.

The current VADAX Sharpe Ratio is 0.54, which is higher than the VADDX Sharpe Ratio of 0.13. The chart below compares the historical Sharpe Ratios of VADAX and VADDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

VADAX's dividend yield for the trailing twelve months is around 8.67%, less than VADDX's 8.77% yield.

The maximum VADAX drawdown since its inception was -60.26%, smaller than the maximum VADDX drawdown of -70.42%. Use the drawdown chart below to compare losses from any high point for VADAX and VADDX.

Invesco Equally-Weighted S&P 500 Fund Class A (VADAX) and Invesco Equally-Weighted S&P 500 Fund (VADDX) have volatilities of 4.99% and 4.98%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.