VBF vs. VADDX
Compare and contrast key facts about Invesco Bond Fund (VBF) and Invesco Equally-Weighted S&P 500 Fund (VADDX).
VBF is an actively managed fund by Invesco. It was launched on Oct 28, 1970. 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.
Performance
VBF vs. VADDX - Performance Comparison
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VBF vs. VADDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VBF Invesco Bond Fund | -1.56% | 5.46% | 6.97% | 2.27% | -17.77% | -5.37% | 12.80% | 30.91% | -11.16% | 13.35% |
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% |
Returns By Period
In the year-to-date period, VBF achieves a -1.56% return, which is significantly lower than VADDX's 0.61% return. Over the past 10 years, VBF has underperformed VADDX with an annualized return of 3.15%, while VADDX has yielded a comparatively higher 10.94% annualized return.
VBF
- 1D
- -0.20%
- 1M
- -2.23%
- YTD
- -1.56%
- 6M
- -2.74%
- 1Y
- 2.15%
- 3Y*
- 4.53%
- 5Y*
- -0.76%
- 10Y*
- 3.15%
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%
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VBF vs. VADDX - Expense Ratio Comparison
VBF has a 0.62% expense ratio, which is higher than VADDX's 0.27% expense ratio.
Return for Risk
VBF vs. VADDX — Risk / Return Rank
VBF
VADDX
VBF vs. VADDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Bond Fund (VBF) and Invesco Equally-Weighted S&P 500 Fund (VADDX). 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.
| VBF | VADDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.30 | 0.74 | -0.44 |
Sortino ratioReturn per unit of downside risk | 0.47 | 1.15 | -0.68 |
Omega ratioGain probability vs. loss probability | 1.06 | 1.16 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 0.42 | 0.93 | -0.51 |
Martin ratioReturn relative to average drawdown | 1.55 | 4.21 | -2.65 |
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
| VBF | VADDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.30 | 0.74 | -0.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.06 | 0.48 | -0.54 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.25 | 0.59 | -0.34 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.46 | -0.13 |
Correlation
The correlation between VBF and VADDX is 0.12, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
VBF vs. VADDX - Dividend Comparison
VBF's dividend yield for the trailing twelve months is around 5.57%, less than VADDX's 10.03% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VBF Invesco Bond Fund | 5.57% | 5.46% | 5.51% | 5.31% | 4.60% | 3.36% | 6.89% | 5.04% | 5.40% | 5.07% | 4.56% | 5.40% |
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% |
Drawdowns
VBF vs. VADDX - Drawdown Comparison
The maximum VBF drawdown since its inception was -32.23%, smaller than the maximum VADDX drawdown of -60.12%. Use the drawdown chart below to compare losses from any high point for VBF and VADDX.
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Drawdown Indicators
| VBF | VADDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.23% | -60.12% | +27.89% |
Max Drawdown (1Y)Largest decline over 1 year | -5.25% | -12.61% | +7.36% |
Max Drawdown (5Y)Largest decline over 5 years | -32.23% | -21.58% | -10.65% |
Max Drawdown (10Y)Largest decline over 10 years | -32.23% | -39.39% | +7.16% |
Current DrawdownCurrent decline from peak | -12.29% | -5.99% | -6.30% |
Average DrawdownAverage peak-to-trough decline | -7.22% | -7.03% | -0.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.42% | 2.80% | -1.38% |
Volatility
VBF vs. VADDX - Volatility Comparison
The current volatility for Invesco Bond Fund (VBF) is 2.28%, while Invesco Equally-Weighted S&P 500 Fund (VADDX) has a volatility of 4.48%. This indicates that VBF experiences smaller price fluctuations and is considered to be less risky than VADDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VBF | VADDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.28% | 4.48% | -2.20% |
Volatility (6M)Calculated over the trailing 6-month period | 4.03% | 8.88% | -4.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.15% | 17.25% | -10.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.41% | 16.30% | -3.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.71% | 18.54% | -5.83% |