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VADDX vs. BXMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VADDX vs. BXMX - Performance Comparison

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

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VADDX vs. BXMX - 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%
BXMX
Nuveen S&P 500 Buy-Write Income Fund
-8.03%13.74%17.26%9.10%-7.18%20.83%1.11%22.22%-9.06%19.76%

Returns By Period

In the year-to-date period, VADDX achieves a -1.41% return, which is significantly higher than BXMX's -8.03% return. Over the past 10 years, VADDX has outperformed BXMX with an annualized return of 10.72%, while BXMX has yielded a comparatively lower 8.03% 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%

BXMX

1D
-2.07%
1M
-7.53%
YTD
-8.03%
6M
-4.57%
1Y
9.21%
3Y*
9.29%
5Y*
7.43%
10Y*
8.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VADDX vs. BXMX - Expense Ratio Comparison

VADDX has a 0.27% expense ratio, which is lower than BXMX's 0.89% expense ratio.


Return for Risk

VADDX vs. BXMX — 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

BXMX
BXMX Risk / Return Rank: 2323
Overall Rank
BXMX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
BXMX Sortino Ratio Rank: 2020
Sortino Ratio Rank
BXMX Omega Ratio Rank: 2222
Omega Ratio Rank
BXMX Calmar Ratio Rank: 2525
Calmar Ratio Rank
BXMX Martin Ratio Rank: 2929
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. BXMX - Risk-Adjusted Trends Comparison

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


VADDXBXMXDifference

Sharpe ratio

Return per unit of total volatility

0.66

0.52

+0.14

Sortino ratio

Return per unit of downside risk

1.04

0.87

+0.17

Omega ratio

Gain probability vs. loss probability

1.15

1.13

+0.02

Calmar ratio

Return relative to maximum drawdown

0.73

0.73

+0.01

Martin ratio

Return relative to average drawdown

3.33

3.22

+0.11

VADDX vs. BXMX - Sharpe Ratio Comparison

The current VADDX Sharpe Ratio is 0.66, which is comparable to the BXMX Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of VADDX and BXMX, 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


VADDXBXMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.66

0.52

+0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.50

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.46

+0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.36

+0.10

Correlation

The correlation between VADDX and BXMX is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

VADDX vs. BXMX - Dividend Comparison

VADDX's dividend yield for the trailing twelve months is around 10.23%, more than BXMX's 8.22% 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%
BXMX
Nuveen S&P 500 Buy-Write Income Fund
8.22%7.41%7.02%7.37%7.48%5.87%6.81%6.76%8.12%6.41%7.33%7.42%

Drawdowns

VADDX vs. BXMX - Drawdown Comparison

The maximum VADDX drawdown since its inception was -60.12%, which is greater than BXMX's maximum drawdown of -49.53%. Use the drawdown chart below to compare losses from any high point for VADDX and BXMX.


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Drawdown Indicators


VADDXBXMXDifference

Max Drawdown

Largest peak-to-trough decline

-60.12%

-49.53%

-10.59%

Max Drawdown (1Y)

Largest decline over 1 year

-12.61%

-11.42%

-1.19%

Max Drawdown (5Y)

Largest decline over 5 years

-21.58%

-17.94%

-3.64%

Max Drawdown (10Y)

Largest decline over 10 years

-39.39%

-38.77%

-0.62%

Current Drawdown

Current decline from peak

-7.88%

-9.75%

+1.87%

Average Drawdown

Average peak-to-trough decline

-7.04%

-5.69%

-1.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.77%

2.58%

+0.19%

Volatility

VADDX vs. BXMX - Volatility Comparison

The current volatility for Invesco Equally-Weighted S&P 500 Fund (VADDX) is 3.77%, while Nuveen S&P 500 Buy-Write Income Fund (BXMX) has a volatility of 4.26%. This indicates that VADDX experiences smaller price fluctuations and is considered to be less risky than BXMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VADDXBXMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.77%

4.26%

-0.49%

Volatility (6M)

Calculated over the trailing 6-month period

8.70%

8.32%

+0.38%

Volatility (1Y)

Calculated over the trailing 1-year period

17.17%

16.43%

+0.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.27%

14.98%

+1.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.53%

17.44%

+1.09%