VADDX vs. CHTRX
Compare and contrast key facts about Invesco Equally-Weighted S&P 500 Fund (VADDX) and Invesco Charter Fund (CHTRX).
VADDX is a passively managed fund by Invesco that tracks the performance of the S&P 500 Equal Weight Index. It was launched on Jul 28, 1997. CHTRX is managed by Invesco. It was launched on Nov 26, 1968.
Performance
VADDX vs. CHTRX - Performance Comparison
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VADDX vs. CHTRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
CHTRX Invesco Charter Fund | -6.60% | 16.02% | 25.31% | 23.03% | -20.75% | 27.21% | 13.53% | 27.95% | -9.82% | 13.24% |
Returns By Period
In the year-to-date period, VADDX achieves a 0.61% return, which is significantly higher than CHTRX's -6.60% return. Over the past 10 years, VADDX has outperformed CHTRX with an annualized return of 10.94%, while CHTRX has yielded a comparatively lower 10.24% 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%
CHTRX
- 1D
- 2.84%
- 1M
- -5.77%
- YTD
- -6.60%
- 6M
- -4.80%
- 1Y
- 12.93%
- 3Y*
- 15.88%
- 5Y*
- 9.07%
- 10Y*
- 10.24%
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VADDX vs. CHTRX - Expense Ratio Comparison
VADDX has a 0.27% expense ratio, which is lower than CHTRX's 1.03% expense ratio.
Return for Risk
VADDX vs. CHTRX — Risk / Return Rank
VADDX
CHTRX
VADDX vs. CHTRX - 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 Charter Fund (CHTRX). 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.
| VADDX | CHTRX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.74 | 0.76 | -0.02 |
Sortino ratioReturn per unit of downside risk | 1.15 | 1.20 | -0.05 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.18 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 0.93 | 1.07 | -0.14 |
Martin ratioReturn relative to average drawdown | 4.21 | 4.24 | -0.04 |
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
| VADDX | CHTRX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.74 | 0.76 | -0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.54 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.54 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.41 | +0.05 |
Correlation
The correlation between VADDX and CHTRX is 0.91, 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. CHTRX - Dividend Comparison
VADDX's dividend yield for the trailing twelve months is around 10.03%, more than CHTRX's 7.73% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
CHTRX Invesco Charter Fund | 7.73% | 7.22% | 7.91% | 6.24% | 4.25% | 16.30% | 2.35% | 17.60% | 11.71% | 6.92% | 10.39% | 14.54% |
Drawdowns
VADDX vs. CHTRX - Drawdown Comparison
The maximum VADDX drawdown since its inception was -60.12%, which is greater than CHTRX's maximum drawdown of -56.30%. Use the drawdown chart below to compare losses from any high point for VADDX and CHTRX.
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Drawdown Indicators
| VADDX | CHTRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.12% | -56.30% | -3.82% |
Max Drawdown (1Y)Largest decline over 1 year | -12.61% | -11.32% | -1.29% |
Max Drawdown (5Y)Largest decline over 5 years | -21.58% | -26.77% | +5.19% |
Max Drawdown (10Y)Largest decline over 10 years | -39.39% | -41.18% | +1.79% |
Current DrawdownCurrent decline from peak | -5.99% | -8.24% | +2.25% |
Average DrawdownAverage peak-to-trough decline | -7.03% | -13.33% | +6.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.80% | 2.85% | -0.05% |
Volatility
VADDX vs. CHTRX - Volatility Comparison
The current volatility for Invesco Equally-Weighted S&P 500 Fund (VADDX) is 4.48%, while Invesco Charter Fund (CHTRX) has a volatility of 5.46%. This indicates that VADDX experiences smaller price fluctuations and is considered to be less risky than CHTRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VADDX | CHTRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.48% | 5.46% | -0.98% |
Volatility (6M)Calculated over the trailing 6-month period | 8.88% | 9.50% | -0.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.25% | 17.85% | -0.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.30% | 16.76% | -0.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.54% | 19.16% | -0.62% |