VADAX vs. VSCAX
Compare and contrast key facts about Invesco Equally-Weighted S&P 500 Fund Class A (VADAX) and Invesco Small Cap Value Fund (VSCAX).
VADAX is managed by Invesco. VSCAX is managed by Invesco. It was launched on Jun 21, 1999.
Performance
VADAX vs. VSCAX - Performance Comparison
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VADAX vs. VSCAX - 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% |
VSCAX Invesco Small Cap Value Fund | 6.56% | 17.70% | 24.54% | 22.84% | 4.31% | 36.34% | 10.81% | 32.02% | -25.64% | 18.17% |
Returns By Period
In the year-to-date period, VADAX achieves a -1.47% return, which is significantly lower than VSCAX's 6.56% return. Over the past 10 years, VADAX has underperformed VSCAX with an annualized return of 10.47%, while VSCAX has yielded a comparatively higher 15.32% 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%
VSCAX
- 1D
- -1.86%
- 1M
- -10.13%
- YTD
- 6.56%
- 6M
- 13.85%
- 1Y
- 33.30%
- 3Y*
- 24.38%
- 5Y*
- 17.26%
- 10Y*
- 15.32%
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VADAX vs. VSCAX - Expense Ratio Comparison
VADAX has a 0.52% expense ratio, which is lower than VSCAX's 1.12% expense ratio.
Return for Risk
VADAX vs. VSCAX — Risk / Return Rank
VADAX
VSCAX
VADAX vs. VSCAX - 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 Small Cap Value Fund (VSCAX). 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 | VSCAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.64 | 1.28 | -0.64 |
Sortino ratioReturn per unit of downside risk | 1.02 | 1.79 | -0.77 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.26 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 0.71 | 1.64 | -0.93 |
Martin ratioReturn relative to average drawdown | 3.23 | 6.36 | -3.13 |
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 | VSCAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.64 | 1.28 | -0.64 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.75 | -0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.58 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.51 | -0.07 |
Correlation
The correlation between VADAX and VSCAX is 0.88, 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. VSCAX - Dividend Comparison
VADAX's dividend yield for the trailing twelve months is around 10.36%, more than VSCAX's 8.65% 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% |
VSCAX Invesco Small Cap Value Fund | 8.65% | 9.22% | 7.90% | 4.93% | 10.12% | 16.90% | 0.30% | 2.53% | 28.45% | 16.65% | 1.71% | 11.08% |
Drawdowns
VADAX vs. VSCAX - Drawdown Comparison
The maximum VADAX drawdown since its inception was -60.27%, roughly equal to the maximum VSCAX drawdown of -57.77%. Use the drawdown chart below to compare losses from any high point for VADAX and VSCAX.
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Drawdown Indicators
| VADAX | VSCAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.27% | -57.77% | -2.50% |
Max Drawdown (1Y)Largest decline over 1 year | -12.61% | -16.56% | +3.95% |
Max Drawdown (5Y)Largest decline over 5 years | -21.74% | -25.29% | +3.55% |
Max Drawdown (10Y)Largest decline over 10 years | -39.32% | -57.77% | +18.45% |
Current DrawdownCurrent decline from peak | -7.89% | -11.43% | +3.54% |
Average DrawdownAverage peak-to-trough decline | -7.13% | -8.94% | +1.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.78% | 4.49% | -1.71% |
Volatility
VADAX vs. VSCAX - Volatility Comparison
The current volatility for Invesco Equally-Weighted S&P 500 Fund Class A (VADAX) is 3.76%, while Invesco Small Cap Value Fund (VSCAX) has a volatility of 8.31%. This indicates that VADAX experiences smaller price fluctuations and is considered to be less risky than VSCAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VADAX | VSCAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.76% | 8.31% | -4.55% |
Volatility (6M)Calculated over the trailing 6-month period | 8.70% | 16.64% | -7.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.17% | 25.77% | -8.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.27% | 23.13% | -6.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.53% | 26.70% | -8.17% |