VAFAX vs. IUSG
Compare and contrast key facts about Invesco American Franchise Fund Class A (VAFAX) and iShares Core S&P U.S. Growth ETF (IUSG).
VAFAX is managed by Invesco. It was launched on Jun 23, 2005. IUSG is a passively managed fund by iShares that tracks the performance of the Russell 3000 Growth Index. It was launched on Jul 24, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VAFAX or IUSG.
Key characteristics
| VAFAX | IUSG | |
|---|---|---|
| YTD Return | 30.98% | 30.58% |
| 1Y Return | 52.95% | 48.31% |
| 3Y Return (Ann) | 6.90% | 7.67% |
| 5Y Return (Ann) | 16.83% | 17.40% |
| 10Y Return (Ann) | 13.16% | 14.84% |
| Sharpe Ratio | 2.98 | 3.04 |
| Sortino Ratio | 3.74 | 3.84 |
| Omega Ratio | 1.52 | 1.55 |
| Calmar Ratio | 2.40 | 2.48 |
| Martin Ratio | 15.85 | 16.09 |
| Ulcer Index | 3.50% | 3.09% |
| Daily Std Dev | 18.63% | 16.38% |
| Max Drawdown | -51.03% | -63.35% |
| Current Drawdown | -0.03% | 0.00% |
Correlation
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.
Performance
VAFAX vs. IUSG - Performance Comparison
The year-to-date returns for both stocks are quite close, with VAFAX having a 30.98% return and IUSG slightly lower at 30.58%. Over the past 10 years, VAFAX has underperformed IUSG with an annualized return of 13.16%, while IUSG has yielded a comparatively higher 14.84% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
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.
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 0.66%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VAFAX Invesco American Franchise Fund Class A | 0.00% | 0.00% | 8.32% | 26.50% | 8.78% | 6.85% | 10.42% | 5.37% | 4.08% | 0.00% | 9.63% | 4.14% |
IUSG iShares Core S&P U.S. Growth ETF | 0.66% | 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 -51.03%, 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.
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 3.71% and 3.63%, 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.