VADDX vs. VIMAX
Compare and contrast key facts about Invesco Equally-Weighted S&P 500 Fund (VADDX) and Vanguard Mid-Cap Index Fund Admiral Shares (VIMAX).
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. VIMAX is managed by Vanguard. It was launched on Nov 12, 2001.
Performance
VADDX vs. VIMAX - Performance Comparison
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VADDX vs. VIMAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
VIMAX Vanguard Mid-Cap Index Fund Admiral Shares | -2.80% | 11.67% | 14.66% | 16.53% | -18.70% | 24.51% | 18.18% | 31.03% | -9.24% | 19.26% |
Returns By Period
In the year-to-date period, VADDX achieves a -1.41% return, which is significantly higher than VIMAX's -2.80% return. Both investments have delivered pretty close results over the past 10 years, with VADDX having a 10.72% annualized return and VIMAX not far behind at 10.42%.
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%
VIMAX
- 1D
- -0.66%
- 1M
- -7.87%
- YTD
- -2.80%
- 6M
- -3.59%
- 1Y
- 10.30%
- 3Y*
- 11.78%
- 5Y*
- 6.50%
- 10Y*
- 10.42%
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VADDX vs. VIMAX - Expense Ratio Comparison
VADDX has a 0.27% expense ratio, which is higher than VIMAX's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
VADDX vs. VIMAX — Risk / Return Rank
VADDX
VIMAX
VADDX vs. VIMAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Equally-Weighted S&P 500 Fund (VADDX) and Vanguard Mid-Cap Index Fund Admiral Shares (VIMAX). 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 | VIMAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.66 | 0.63 | +0.03 |
Sortino ratioReturn per unit of downside risk | 1.04 | 0.99 | +0.05 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.14 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.73 | 0.73 | 0.00 |
Martin ratioReturn relative to average drawdown | 3.33 | 3.39 | -0.06 |
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 | VIMAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.66 | 0.63 | +0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.37 | +0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.55 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.48 | -0.02 |
Correlation
The correlation between VADDX and VIMAX is 0.97, 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. VIMAX - Dividend Comparison
VADDX's dividend yield for the trailing twelve months is around 10.23%, more than VIMAX's 1.53% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VIMAX Vanguard Mid-Cap Index Fund Admiral Shares | 1.53% | 1.51% | 1.48% | 1.50% | 1.59% | 1.11% | 1.44% | 1.47% | 1.82% | 1.35% | 1.45% | 1.47% |
Drawdowns
VADDX vs. VIMAX - Drawdown Comparison
The maximum VADDX drawdown since its inception was -60.12%, roughly equal to the maximum VIMAX drawdown of -58.88%. Use the drawdown chart below to compare losses from any high point for VADDX and VIMAX.
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Drawdown Indicators
| VADDX | VIMAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.12% | -58.88% | -1.24% |
Max Drawdown (1Y)Largest decline over 1 year | -12.61% | -12.77% | +0.16% |
Max Drawdown (5Y)Largest decline over 5 years | -21.58% | -27.55% | +5.97% |
Max Drawdown (10Y)Largest decline over 10 years | -39.39% | -39.30% | -0.09% |
Current DrawdownCurrent decline from peak | -7.88% | -8.13% | +0.25% |
Average DrawdownAverage peak-to-trough decline | -7.04% | -8.17% | +1.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.77% | 2.75% | +0.02% |
Volatility
VADDX vs. VIMAX - Volatility Comparison
The current volatility for Invesco Equally-Weighted S&P 500 Fund (VADDX) is 3.77%, while Vanguard Mid-Cap Index Fund Admiral Shares (VIMAX) has a volatility of 4.23%. This indicates that VADDX experiences smaller price fluctuations and is considered to be less risky than VIMAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VADDX | VIMAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.77% | 4.23% | -0.46% |
Volatility (6M)Calculated over the trailing 6-month period | 8.70% | 9.43% | -0.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.17% | 17.58% | -0.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.27% | 17.63% | -1.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.53% | 18.90% | -0.37% |