VSCAX vs. AVALX
Compare and contrast key facts about Invesco Small Cap Value Fund (VSCAX) and Aegis Value Fund (AVALX).
VSCAX is managed by Invesco. It was launched on Jun 21, 1999. AVALX is managed by Aegis. It was launched on May 15, 1998.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VSCAX or AVALX.
Key characteristics
| VSCAX | AVALX | |
|---|---|---|
| YTD Return | 31.41% | 15.36% |
| 1Y Return | 45.68% | 23.19% |
| 3Y Return (Ann) | 6.42% | 12.46% |
| 5Y Return (Ann) | 13.89% | 21.00% |
| 10Y Return (Ann) | 2.00% | 9.38% |
| Sharpe Ratio | 2.31 | 1.25 |
| Sortino Ratio | 2.93 | 1.75 |
| Omega Ratio | 1.41 | 1.22 |
| Calmar Ratio | 2.16 | 1.90 |
| Martin Ratio | 12.46 | 4.78 |
| Ulcer Index | 3.86% | 4.93% |
| Daily Std Dev | 20.81% | 18.94% |
| Max Drawdown | -72.32% | -79.55% |
| Current Drawdown | 0.00% | -2.60% |
Correlation
The correlation between VSCAX and AVALX is 0.72, 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
VSCAX vs. AVALX - Performance Comparison
In the year-to-date period, VSCAX achieves a 31.41% return, which is significantly higher than AVALX's 15.36% return. Over the past 10 years, VSCAX has underperformed AVALX with an annualized return of 2.00%, while AVALX has yielded a comparatively higher 9.38% 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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VSCAX vs. AVALX - Expense Ratio Comparison
VSCAX has a 1.12% expense ratio, which is lower than AVALX's 1.50% expense ratio.
Risk-Adjusted Performance
VSCAX vs. AVALX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Small Cap Value Fund (VSCAX) and Aegis Value Fund (AVALX). 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
VSCAX vs. AVALX - Dividend Comparison
VSCAX's dividend yield for the trailing twelve months is around 0.42%, less than AVALX's 0.56% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VSCAX Invesco Small Cap Value Fund | 0.42% | 0.56% | 0.35% | 0.04% | 0.30% | 0.00% | 0.00% | 0.00% | 0.18% | 0.06% | 0.00% | 0.00% |
AVALX Aegis Value Fund | 0.56% | 0.65% | 0.16% | 0.00% | 2.10% | 0.25% | 0.00% | 0.00% | 1.45% | 0.04% | 0.00% | 0.16% |
Drawdowns
VSCAX vs. AVALX - Drawdown Comparison
The maximum VSCAX drawdown since its inception was -72.32%, smaller than the maximum AVALX drawdown of -79.55%. Use the drawdown chart below to compare losses from any high point for VSCAX and AVALX. For additional features, visit the drawdowns tool.
Volatility
VSCAX vs. AVALX - Volatility Comparison
Invesco Small Cap Value Fund (VSCAX) has a higher volatility of 6.78% compared to Aegis Value Fund (AVALX) at 3.78%. This indicates that VSCAX's price experiences larger fluctuations and is considered to be riskier than AVALX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.