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VADDX vs. ACEIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VADDX vs. ACEIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Equally-Weighted S&P 500 Fund (VADDX) and Invesco Equity and Income Fund (ACEIX). The values are adjusted to include any dividend payments, if applicable.

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VADDX vs. ACEIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VADDX
Invesco Equally-Weighted S&P 500 Fund
-1.41%11.16%12.68%13.58%-11.86%29.27%12.56%28.92%-7.96%18.55%
ACEIX
Invesco Equity and Income Fund
-1.20%12.85%11.77%10.08%-7.75%18.02%9.96%19.17%-9.74%10.86%

Returns By Period

In the year-to-date period, VADDX achieves a -1.41% return, which is significantly lower than ACEIX's -1.20% return. Over the past 10 years, VADDX has outperformed ACEIX with an annualized return of 10.72%, while ACEIX has yielded a comparatively lower 8.47% annualized return.


VADDX

1D
-0.23%
1M
-7.88%
YTD
-1.41%
6M
-0.10%
1Y
10.33%
3Y*
10.89%
5Y*
7.50%
10Y*
10.72%

ACEIX

1D
-0.37%
1M
-5.34%
YTD
-1.20%
6M
2.41%
1Y
11.40%
3Y*
11.00%
5Y*
6.63%
10Y*
8.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VADDX vs. ACEIX - Expense Ratio Comparison

VADDX has a 0.27% expense ratio, which is lower than ACEIX's 0.78% expense ratio.


Return for Risk

VADDX vs. ACEIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VADDX
VADDX Risk / Return Rank: 2929
Overall Rank
VADDX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
VADDX Sortino Ratio Rank: 3030
Sortino Ratio Rank
VADDX Omega Ratio Rank: 2929
Omega Ratio Rank
VADDX Calmar Ratio Rank: 2525
Calmar Ratio Rank
VADDX Martin Ratio Rank: 3131
Martin Ratio Rank

ACEIX
ACEIX Risk / Return Rank: 5656
Overall Rank
ACEIX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
ACEIX Sortino Ratio Rank: 5656
Sortino Ratio Rank
ACEIX Omega Ratio Rank: 6161
Omega Ratio Rank
ACEIX Calmar Ratio Rank: 5050
Calmar Ratio Rank
ACEIX Martin Ratio Rank: 5454
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VADDX vs. ACEIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Equally-Weighted S&P 500 Fund (VADDX) and Invesco Equity and Income Fund (ACEIX). 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.


VADDXACEIXDifference

Sharpe ratio

Return per unit of total volatility

0.66

1.05

-0.39

Sortino ratio

Return per unit of downside risk

1.04

1.47

-0.43

Omega ratio

Gain probability vs. loss probability

1.15

1.23

-0.08

Calmar ratio

Return relative to maximum drawdown

0.73

1.21

-0.48

Martin ratio

Return relative to average drawdown

3.33

5.18

-1.85

VADDX vs. ACEIX - Sharpe Ratio Comparison

The current VADDX Sharpe Ratio is 0.66, which is lower than the ACEIX Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of VADDX and ACEIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VADDXACEIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.66

1.05

-0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.60

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.66

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.71

-0.26

Correlation

The correlation between VADDX and ACEIX is 0.95, 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

VADDX vs. ACEIX - Dividend Comparison

VADDX's dividend yield for the trailing twelve months is around 10.23%, more than ACEIX's 6.98% yield.


TTM20252024202320222021202020192018201720162015
VADDX
Invesco Equally-Weighted S&P 500 Fund
10.23%10.09%8.88%4.86%8.45%9.92%6.38%4.68%7.13%2.97%0.30%2.98%
ACEIX
Invesco Equity and Income Fund
6.98%6.87%8.28%6.91%6.65%13.74%2.94%5.53%8.91%6.73%3.94%5.17%

Drawdowns

VADDX vs. ACEIX - Drawdown Comparison

The maximum VADDX drawdown since its inception was -60.12%, which is greater than ACEIX's maximum drawdown of -40.08%. Use the drawdown chart below to compare losses from any high point for VADDX and ACEIX.


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Drawdown Indicators


VADDXACEIXDifference

Max Drawdown

Largest peak-to-trough decline

-60.12%

-40.08%

-20.04%

Max Drawdown (1Y)

Largest decline over 1 year

-12.61%

-8.63%

-3.98%

Max Drawdown (5Y)

Largest decline over 5 years

-21.58%

-16.73%

-4.85%

Max Drawdown (10Y)

Largest decline over 10 years

-39.39%

-30.80%

-8.59%

Current Drawdown

Current decline from peak

-7.88%

-5.50%

-2.38%

Average Drawdown

Average peak-to-trough decline

-7.04%

-4.63%

-2.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.77%

2.01%

+0.76%

Volatility

VADDX vs. ACEIX - Volatility Comparison

Invesco Equally-Weighted S&P 500 Fund (VADDX) has a higher volatility of 3.77% compared to Invesco Equity and Income Fund (ACEIX) at 2.88%. This indicates that VADDX's price experiences larger fluctuations and is considered to be riskier than ACEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VADDXACEIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.77%

2.88%

+0.89%

Volatility (6M)

Calculated over the trailing 6-month period

8.70%

6.13%

+2.57%

Volatility (1Y)

Calculated over the trailing 1-year period

17.17%

11.63%

+5.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.27%

11.13%

+5.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.53%

12.84%

+5.69%