VADDX vs. IEGAX
Compare and contrast key facts about Invesco Equally-Weighted S&P 500 Fund (VADDX) and Invesco EQV International Small Company Fund (IEGAX).
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. IEGAX is managed by Invesco. It was launched on Aug 30, 2000.
Performance
VADDX vs. IEGAX - Performance Comparison
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VADDX vs. IEGAX - 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% |
IEGAX Invesco EQV International Small Company Fund | -2.13% | 25.92% | -2.63% | 14.10% | -11.28% | 18.40% | 10.18% | 18.54% | -18.70% | 33.43% |
Returns By Period
In the year-to-date period, VADDX achieves a 0.61% return, which is significantly higher than IEGAX's -2.13% return. Over the past 10 years, VADDX has outperformed IEGAX with an annualized return of 10.94%, while IEGAX has yielded a comparatively lower 7.78% 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%
IEGAX
- 1D
- 2.22%
- 1M
- -9.09%
- YTD
- -2.13%
- 6M
- 0.49%
- 1Y
- 18.43%
- 3Y*
- 9.62%
- 5Y*
- 5.71%
- 10Y*
- 7.78%
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VADDX vs. IEGAX - Expense Ratio Comparison
VADDX has a 0.27% expense ratio, which is lower than IEGAX's 1.49% expense ratio.
Return for Risk
VADDX vs. IEGAX — Risk / Return Rank
VADDX
IEGAX
VADDX vs. IEGAX - 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 EQV International Small Company Fund (IEGAX). 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 | IEGAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.74 | 1.26 | -0.52 |
Sortino ratioReturn per unit of downside risk | 1.15 | 1.71 | -0.56 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.24 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 0.93 | 1.28 | -0.35 |
Martin ratioReturn relative to average drawdown | 4.21 | 5.10 | -0.89 |
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 | IEGAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.74 | 1.26 | -0.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.44 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.56 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.52 | -0.06 |
Correlation
The correlation between VADDX and IEGAX is 0.63, 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. IEGAX - Dividend Comparison
VADDX's dividend yield for the trailing twelve months is around 10.03%, less than IEGAX's 14.25% 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% |
IEGAX Invesco EQV International Small Company Fund | 14.25% | 13.95% | 3.17% | 2.26% | 2.98% | 4.22% | 1.11% | 4.55% | 3.87% | 6.32% | 6.29% | 8.20% |
Drawdowns
VADDX vs. IEGAX - Drawdown Comparison
The maximum VADDX drawdown since its inception was -60.12%, smaller than the maximum IEGAX drawdown of -65.36%. Use the drawdown chart below to compare losses from any high point for VADDX and IEGAX.
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Drawdown Indicators
| VADDX | IEGAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.12% | -65.36% | +5.24% |
Max Drawdown (1Y)Largest decline over 1 year | -12.61% | -12.41% | -0.20% |
Max Drawdown (5Y)Largest decline over 5 years | -21.58% | -23.64% | +2.06% |
Max Drawdown (10Y)Largest decline over 10 years | -39.39% | -43.09% | +3.70% |
Current DrawdownCurrent decline from peak | -5.99% | -10.46% | +4.47% |
Average DrawdownAverage peak-to-trough decline | -7.03% | -13.31% | +6.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.80% | 3.12% | -0.32% |
Volatility
VADDX vs. IEGAX - Volatility Comparison
The current volatility for Invesco Equally-Weighted S&P 500 Fund (VADDX) is 4.48%, while Invesco EQV International Small Company Fund (IEGAX) has a volatility of 7.03%. This indicates that VADDX experiences smaller price fluctuations and is considered to be less risky than IEGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VADDX | IEGAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.48% | 7.03% | -2.55% |
Volatility (6M)Calculated over the trailing 6-month period | 8.88% | 10.61% | -1.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.25% | 15.31% | +1.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.30% | 12.96% | +3.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.54% | 13.96% | +4.58% |