VADAX vs. VTSAX
Compare and contrast key facts about Invesco Equally-Weighted S&P 500 Fund Class A (VADAX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX).
VADAX is managed by Invesco. VTSAX is managed by Vanguard. It was launched on Nov 13, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VADAX or VTSAX.
Key characteristics
| VADAX | VTSAX | |
|---|---|---|
| YTD Return | 17.46% | 26.15% |
| 1Y Return | 32.29% | 38.29% |
| 3Y Return (Ann) | 5.73% | 8.68% |
| 5Y Return (Ann) | 12.03% | 15.32% |
| 10Y Return (Ann) | 10.36% | 12.88% |
| Sharpe Ratio | 2.72 | 3.03 |
| Sortino Ratio | 3.80 | 4.03 |
| Omega Ratio | 1.49 | 1.56 |
| Calmar Ratio | 2.60 | 4.46 |
| Martin Ratio | 15.91 | 19.58 |
| Ulcer Index | 2.02% | 1.95% |
| Daily Std Dev | 11.79% | 12.63% |
| Max Drawdown | -60.26% | -55.34% |
| Current Drawdown | -0.76% | -0.39% |
Correlation
The correlation between VADAX and VTSAX is 0.96, 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.
Performance
VADAX vs. VTSAX - Performance Comparison
In the year-to-date period, VADAX achieves a 17.46% return, which is significantly lower than VTSAX's 26.15% return. Over the past 10 years, VADAX has underperformed VTSAX with an annualized return of 10.36%, while VTSAX has yielded a comparatively higher 12.88% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VADAX vs. VTSAX - Expense Ratio Comparison
VADAX has a 0.52% expense ratio, which is higher than VTSAX's 0.04% expense ratio.
Risk-Adjusted Performance
VADAX vs. VTSAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Equally-Weighted S&P 500 Fund Class A (VADAX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). 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.
Dividends
VADAX vs. VTSAX - Dividend Comparison
VADAX's dividend yield for the trailing twelve months is around 3.99%, more than VTSAX's 1.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VADAX Invesco Equally-Weighted S&P 500 Fund Class A | 3.99% | 4.69% | 8.49% | 9.80% | 6.21% | 4.49% | 6.90% | 2.76% | 1.33% | 2.77% | 2.37% | 3.56% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.25% | 1.43% | 1.65% | 1.20% | 1.41% | 1.77% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
VADAX vs. VTSAX - Drawdown Comparison
The maximum VADAX drawdown since its inception was -60.26%, which is greater than VTSAX's maximum drawdown of -55.34%. Use the drawdown chart below to compare losses from any high point for VADAX and VTSAX. For additional features, visit the drawdowns tool.
Volatility
VADAX vs. VTSAX - Volatility Comparison
The current volatility for Invesco Equally-Weighted S&P 500 Fund Class A (VADAX) is 3.48%, while Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) has a volatility of 4.02%. This indicates that VADAX experiences smaller price fluctuations and is considered to be less risky than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.