VADAX vs. VOOG
Compare and contrast key facts about Invesco Equally-Weighted S&P 500 Fund Class A (VADAX) and Vanguard S&P 500 Growth ETF (VOOG).
VADAX is managed by Invesco. VOOG is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Growth Index. It was launched on Apr 5, 2019.
Performance
VADAX vs. VOOG - Performance Comparison
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VADAX vs. VOOG - 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% |
VOOG Vanguard S&P 500 Growth ETF | -8.17% | 22.11% | 35.89% | 29.96% | -29.48% | 31.95% | 33.35% | 30.93% | -0.21% | 27.19% |
Returns By Period
In the year-to-date period, VADAX achieves a -1.47% return, which is significantly higher than VOOG's -8.17% return. Over the past 10 years, VADAX has underperformed VOOG with an annualized return of 10.47%, while VOOG has yielded a comparatively higher 15.71% 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%
VOOG
- 1D
- 4.02%
- 1M
- -5.34%
- YTD
- -8.17%
- 6M
- -6.12%
- 1Y
- 22.53%
- 3Y*
- 21.80%
- 5Y*
- 12.17%
- 10Y*
- 15.71%
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VADAX vs. VOOG - Expense Ratio Comparison
VADAX has a 0.52% expense ratio, which is higher than VOOG's 0.07% expense ratio.
Return for Risk
VADAX vs. VOOG — Risk / Return Rank
VADAX
VOOG
VADAX vs. VOOG - 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 Vanguard S&P 500 Growth ETF (VOOG). 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 | VOOG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.64 | 1.02 | -0.37 |
Sortino ratioReturn per unit of downside risk | 1.02 | 1.58 | -0.56 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.22 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 0.71 | 1.66 | -0.95 |
Martin ratioReturn relative to average drawdown | 3.23 | 6.53 | -3.30 |
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 | VOOG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.64 | 1.02 | -0.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.58 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.76 | -0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.83 | -0.39 |
Correlation
The correlation between VADAX and VOOG is 0.81, 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
VADAX vs. VOOG - Dividend Comparison
VADAX's dividend yield for the trailing twelve months is around 10.36%, more than VOOG's 0.54% 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% |
VOOG Vanguard S&P 500 Growth ETF | 0.54% | 0.49% | 0.49% | 1.12% | 0.93% | 0.53% | 0.88% | 1.26% | 1.34% | 1.32% | 1.47% | 1.56% |
Drawdowns
VADAX vs. VOOG - Drawdown Comparison
The maximum VADAX drawdown since its inception was -60.27%, which is greater than VOOG's maximum drawdown of -32.73%. Use the drawdown chart below to compare losses from any high point for VADAX and VOOG.
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Drawdown Indicators
| VADAX | VOOG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.27% | -32.73% | -27.54% |
Max Drawdown (1Y)Largest decline over 1 year | -12.61% | -13.71% | +1.10% |
Max Drawdown (5Y)Largest decline over 5 years | -21.74% | -32.73% | +10.99% |
Max Drawdown (10Y)Largest decline over 10 years | -39.32% | -32.73% | -6.59% |
Current DrawdownCurrent decline from peak | -7.89% | -10.25% | +2.36% |
Average DrawdownAverage peak-to-trough decline | -7.13% | -5.00% | -2.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.78% | 3.50% | -0.72% |
Volatility
VADAX vs. VOOG - Volatility Comparison
The current volatility for Invesco Equally-Weighted S&P 500 Fund Class A (VADAX) is 3.76%, while Vanguard S&P 500 Growth ETF (VOOG) has a volatility of 7.15%. This indicates that VADAX experiences smaller price fluctuations and is considered to be less risky than VOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VADAX | VOOG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.76% | 7.15% | -3.39% |
Volatility (6M)Calculated over the trailing 6-month period | 8.70% | 12.62% | -3.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.17% | 22.25% | -5.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.27% | 21.16% | -4.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.53% | 20.65% | -2.12% |