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VAFAX vs. IUSG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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.

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Returns By Period

In the year-to-date period, VAFAX achieves a 5.51% return, which is significantly lower than IUSG's 9.14% return. Over the past 10 years, VAFAX has underperformed IUSG with an annualized return of 16.05%, while IUSG has yielded a comparatively higher 17.98% annualized return.


VAFAX

1D
-0.26%
1M
-1.91%
YTD
5.51%
6M
3.56%
1Y
14.78%
3Y*
21.00%
5Y*
8.96%
10Y*
16.05%

IUSG

1D
0.18%
1M
-3.15%
YTD
9.14%
6M
7.57%
1Y
24.77%
3Y*
25.30%
5Y*
13.75%
10Y*
17.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VAFAX vs. IUSG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VAFAX
Invesco American Franchise Fund Class A
5.51%11.86%34.78%40.91%-31.20%11.13%42.15%36.55%-3.99%27.11%
IUSG
iShares Core S&P U.S. Growth ETF
9.14%21.23%34.70%29.28%-28.81%31.26%32.65%30.62%-0.79%27.02%

Correlation

The correlation between VAFAX and IUSG is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.95

Correlation (3Y)
Calculated over the trailing 3-year period

0.96

Correlation (5Y)
Calculated over the trailing 5-year period

0.96

Correlation (10Y)
Calculated over the trailing 10-year period

0.95

Correlation (All Time)
Calculated using the full available price history since Jun 24, 2005

0.93

The correlation between VAFAX and IUSG has been stable across timeframes, ranging from 0.93 to 0.96 - a consistent structural relationship.

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Return for Risk

VAFAX vs. IUSG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VAFAX
VAFAX Risk / Return Rank: 1111
Overall Rank
VAFAX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
VAFAX Sortino Ratio Rank: 1111
Sortino Ratio Rank
VAFAX Omega Ratio Rank: 1212
Omega Ratio Rank
VAFAX Calmar Ratio Rank: 1010
Calmar Ratio Rank
VAFAX Martin Ratio Rank: 1111
Martin Ratio Rank

IUSG
IUSG Risk / Return Rank: 4747
Overall Rank
IUSG Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
IUSG Sortino Ratio Rank: 4646
Sortino Ratio Rank
IUSG Omega Ratio Rank: 4646
Omega Ratio Rank
IUSG Calmar Ratio Rank: 4343
Calmar Ratio Rank
IUSG Martin Ratio Rank: 5151
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.

VAFAX vs. IUSG - Risk-Adjusted Trends 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VAFAXIUSGDifference
Sharpe ratioReturn per unit of total volatility

-0.74

Sortino ratioReturn per unit of downside risk

-0.95

Omega ratioGain probability vs. loss probability

1.14

1.26

-0.12

Calmar ratioReturn relative to maximum drawdown

0.79

1.90

-1.11

Martin ratioReturn relative to average drawdown

2.37

7.68

-5.31

VAFAX vs. IUSG - Sharpe Ratio Comparison

The current VAFAX Sharpe Ratio is 0.73, which is lower than the IUSG Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of VAFAX and IUSG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

VAFAX vs. IUSG - Drawdown Comparison

The maximum VAFAX drawdown since its inception was -48.48%, smaller than the maximum IUSG drawdown of -63.41%. Use the drawdown chart below to compare losses from any high point for VAFAX and IUSG.


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Drawdown Indicators


VAFAXIUSGDifference

Max Drawdown

Largest peak-to-trough decline

-48.48%

-63.41%

+14.93%

Max Drawdown (1Y)

Largest decline over 1 year

-19.27%

-13.07%

-6.20%

Max Drawdown (3Y)

Largest decline over 3 years

-27.24%

-22.28%

-4.96%

Max Drawdown (5Y)

Largest decline over 5 years

-38.86%

-32.21%

-6.65%

Max Drawdown (10Y)

Largest decline over 10 years

-38.86%

-32.35%

-6.51%

Current Drawdown

Current decline from peak

-3.97%

-5.28%

+1.31%

Average Drawdown

Average peak-to-trough decline

-8.11%

-21.40%

+13.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.40%

3.23%

+3.17%

Volatility

VAFAX vs. IUSG - Volatility Comparison

Invesco American Franchise Fund Class A (VAFAX) has a higher volatility of 8.99% compared to iShares Core S&P U.S. Growth ETF (IUSG) at 7.02%. This indicates that VAFAX's price experiences larger fluctuations and is considered to be riskier than IUSG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VAFAXIUSGDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.99%

7.02%

+1.97%

Volatility (6M)

Calculated over the trailing 6-month period

16.39%

13.59%

+2.80%

Volatility (1Y)

Calculated over the trailing 1-year period

20.84%

16.84%

+4.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.34%

21.06%

+2.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.42%

20.47%

+1.95%

VAFAX vs. IUSG - Expense Ratio Comparison

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


Dividends

VAFAX vs. IUSG - Dividend Comparison

VAFAX's dividend yield for the trailing twelve months is around 13.36%, more than IUSG's 0.50% yield.


PositionTTM20252024202320222021202020192018201720162015
IUSG
iShares Core S&P U.S. Growth ETF
0.50%0.53%0.59%1.12%1.07%0.59%0.93%1.64%1.32%1.28%1.48%1.29%
VAFAX
Invesco American Franchise Fund Class A
13.36%14.09%3.74%0.00%8.32%26.50%8.78%6.85%10.42%5.37%4.08%4.90%

Frequently Asked Questions


With a correlation of 0.95, VAFAX and IUSG move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

VAFAX has higher volatility (8.99%) compared to IUSG (7.02%). In terms of maximum drawdown, VAFAX dropped -48.48% vs IUSG's -63.41%.

IUSG currently has the higher Sharpe Ratio (1.48 vs 0.73), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for VAFAX and IUSG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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