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VAFAX vs. IUSG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

VAFAX vs. IUSG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco American Franchise Fund Class A (VAFAX) and iShares Core S&P U.S. Growth ETF (IUSG). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
14.48%
14.25%
VAFAX
IUSG

Returns By Period

The year-to-date returns for both stocks are quite close, with VAFAX having a 33.87% return and IUSG slightly lower at 32.22%. Over the past 10 years, VAFAX has underperformed IUSG with an annualized return of 5.09%, while IUSG has yielded a comparatively higher 14.72% annualized return.


VAFAX

YTD

33.87%

1M

2.17%

6M

14.48%

1Y

40.01%

5Y (annualized)

6.21%

10Y (annualized)

5.09%

IUSG

YTD

32.22%

1M

1.72%

6M

14.25%

1Y

37.66%

5Y (annualized)

17.25%

10Y (annualized)

14.72%

Key characteristics


VAFAXIUSG
Sharpe Ratio2.082.23
Sortino Ratio2.742.91
Omega Ratio1.381.41
Calmar Ratio1.042.86
Martin Ratio11.1811.99
Ulcer Index3.52%3.12%
Daily Std Dev18.91%16.81%
Max Drawdown-54.26%-63.35%
Current Drawdown-12.13%-1.66%

Compare stocks, funds, or ETFs

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VAFAX vs. IUSG - Expense Ratio Comparison

VAFAX has a 0.95% expense ratio, which is higher than IUSG's 0.04% expense ratio.


VAFAX
Invesco American Franchise Fund Class A
Expense ratio chart for VAFAX: current value at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%
Expense ratio chart for IUSG: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Correlation

-0.50.00.51.00.9

The correlation between VAFAX and IUSG is 0.93, 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.

Risk-Adjusted Performance

VAFAX vs. IUSG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco American Franchise Fund Class A (VAFAX) and iShares Core S&P U.S. Growth ETF (IUSG). 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.


Sharpe ratio
The chart of Sharpe ratio for VAFAX, currently valued at 2.08, compared to the broader market-1.000.001.002.003.004.005.002.082.23
The chart of Sortino ratio for VAFAX, currently valued at 2.74, compared to the broader market0.005.0010.002.742.91
The chart of Omega ratio for VAFAX, currently valued at 1.38, compared to the broader market1.002.003.004.001.381.41
The chart of Calmar ratio for VAFAX, currently valued at 1.04, compared to the broader market0.005.0010.0015.0020.0025.001.042.86
The chart of Martin ratio for VAFAX, currently valued at 11.18, compared to the broader market0.0020.0040.0060.0080.00100.0011.1811.99
VAFAX
IUSG

The current VAFAX Sharpe Ratio is 2.08, which is comparable to the IUSG Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of VAFAX and IUSG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.08
2.23
VAFAX
IUSG

Dividends

VAFAX vs. IUSG - Dividend Comparison

VAFAX has not paid dividends to shareholders, while IUSG's dividend yield for the trailing twelve months is around 0.65%.


TTM20232022202120202019201820172016201520142013
VAFAX
Invesco American Franchise Fund Class A
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.11%
IUSG
iShares Core S&P U.S. Growth ETF
0.65%1.12%1.07%0.59%0.93%1.64%1.32%1.28%1.48%1.29%1.21%1.22%

Drawdowns

VAFAX vs. IUSG - Drawdown Comparison

The maximum VAFAX drawdown since its inception was -54.26%, smaller than the maximum IUSG drawdown of -63.35%. Use the drawdown chart below to compare losses from any high point for VAFAX and IUSG. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-12.13%
-1.66%
VAFAX
IUSG

Volatility

VAFAX vs. IUSG - Volatility Comparison

Invesco American Franchise Fund Class A (VAFAX) and iShares Core S&P U.S. Growth ETF (IUSG) have volatilities of 5.74% and 5.56%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%10.00%JuneJulyAugustSeptemberOctoberNovember
5.74%
5.56%
VAFAX
IUSG