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VADDX vs. AITFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VADDX vs. AITFX - 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 Limited Term Municipal Income Fund (AITFX). The values are adjusted to include any dividend payments, if applicable.

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VADDX vs. AITFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VADDX
Invesco Equally-Weighted S&P 500 Fund
0.61%11.16%12.68%13.58%-11.86%29.27%12.56%28.92%-7.96%18.55%
AITFX
Invesco Limited Term Municipal Income Fund
0.05%5.47%2.88%3.67%-2.62%0.57%3.73%4.35%1.13%2.69%

Returns By Period

In the year-to-date period, VADDX achieves a 0.61% return, which is significantly higher than AITFX's 0.05% return. Over the past 10 years, VADDX has outperformed AITFX with an annualized return of 10.94%, while AITFX has yielded a comparatively lower 2.04% annualized return.


VADDX

1D
2.06%
1M
-5.82%
YTD
0.61%
6M
1.75%
1Y
12.48%
3Y*
11.64%
5Y*
7.70%
10Y*
10.94%

AITFX

1D
0.09%
1M
-1.26%
YTD
0.05%
6M
1.15%
1Y
3.90%
3Y*
3.48%
5Y*
1.94%
10Y*
2.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VADDX vs. AITFX - Expense Ratio Comparison

VADDX has a 0.27% expense ratio, which is lower than AITFX's 0.33% expense ratio.


Return for Risk

VADDX vs. AITFX — Risk / Return Rank

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

VADDX
VADDX Risk / Return Rank: 3232
Overall Rank
VADDX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
VADDX Sortino Ratio Rank: 3131
Sortino Ratio Rank
VADDX Omega Ratio Rank: 3030
Omega Ratio Rank
VADDX Calmar Ratio Rank: 3131
Calmar Ratio Rank
VADDX Martin Ratio Rank: 3838
Martin Ratio Rank

AITFX
AITFX Risk / Return Rank: 8787
Overall Rank
AITFX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
AITFX Sortino Ratio Rank: 8787
Sortino Ratio Rank
AITFX Omega Ratio Rank: 9595
Omega Ratio Rank
AITFX Calmar Ratio Rank: 8484
Calmar Ratio Rank
AITFX Martin Ratio Rank: 8686
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. AITFX - 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 Limited Term Municipal Income Fund (AITFX). 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.


VADDXAITFXDifference

Sharpe ratio

Return per unit of total volatility

0.74

1.71

-0.97

Sortino ratio

Return per unit of downside risk

1.15

2.49

-1.34

Omega ratio

Gain probability vs. loss probability

1.16

1.54

-0.38

Calmar ratio

Return relative to maximum drawdown

0.93

2.29

-1.36

Martin ratio

Return relative to average drawdown

4.21

9.82

-5.61

VADDX vs. AITFX - Sharpe Ratio Comparison

The current VADDX Sharpe Ratio is 0.74, which is lower than the AITFX Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of VADDX and AITFX, 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


VADDXAITFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.74

1.71

-0.97

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.95

-0.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.94

-0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

1.82

-1.37

Correlation

The correlation between VADDX and AITFX is -0.07. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

VADDX vs. AITFX - Dividend Comparison

VADDX's dividend yield for the trailing twelve months is around 10.03%, more than AITFX's 3.64% yield.


TTM20252024202320222021202020192018201720162015
VADDX
Invesco Equally-Weighted S&P 500 Fund
10.03%10.09%8.88%4.86%8.45%9.92%6.38%4.68%7.13%2.97%0.30%2.98%
AITFX
Invesco Limited Term Municipal Income Fund
3.64%4.82%3.93%2.67%1.80%1.44%2.07%2.48%2.28%1.95%1.93%2.51%

Drawdowns

VADDX vs. AITFX - Drawdown Comparison

The maximum VADDX drawdown since its inception was -60.12%, which is greater than AITFX's maximum drawdown of -7.17%. Use the drawdown chart below to compare losses from any high point for VADDX and AITFX.


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Drawdown Indicators


VADDXAITFXDifference

Max Drawdown

Largest peak-to-trough decline

-60.12%

-7.17%

-52.95%

Max Drawdown (1Y)

Largest decline over 1 year

-12.61%

-2.19%

-10.42%

Max Drawdown (5Y)

Largest decline over 5 years

-21.58%

-5.62%

-15.96%

Max Drawdown (10Y)

Largest decline over 10 years

-39.39%

-7.17%

-32.22%

Current Drawdown

Current decline from peak

-5.99%

-1.44%

-4.55%

Average Drawdown

Average peak-to-trough decline

-7.03%

-0.73%

-6.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.80%

0.51%

+2.29%

Volatility

VADDX vs. AITFX - Volatility Comparison

Invesco Equally-Weighted S&P 500 Fund (VADDX) has a higher volatility of 4.48% compared to Invesco Limited Term Municipal Income Fund (AITFX) at 0.52%. This indicates that VADDX's price experiences larger fluctuations and is considered to be riskier than AITFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VADDXAITFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.48%

0.52%

+3.96%

Volatility (6M)

Calculated over the trailing 6-month period

8.88%

1.12%

+7.76%

Volatility (1Y)

Calculated over the trailing 1-year period

17.25%

2.51%

+14.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.30%

2.05%

+14.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.54%

2.18%

+16.36%