VSCAX vs. VADDX
Compare and contrast key facts about Invesco Small Cap Value Fund (VSCAX) and Invesco Equally-Weighted S&P 500 Fund (VADDX).
VSCAX is managed by Invesco. It was launched on Jun 21, 1999. 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
VSCAX vs. VADDX - Performance Comparison
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VSCAX vs. VADDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VSCAX Invesco Small Cap Value Fund | 6.56% | 17.70% | 24.54% | 22.84% | 4.31% | 36.34% | 10.81% | 32.02% | -25.64% | 18.17% |
VADDX Invesco Equally-Weighted S&P 500 Fund | -1.41% | 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, VSCAX achieves a 6.56% return, which is significantly higher than VADDX's -1.41% return. Over the past 10 years, VSCAX has outperformed VADDX with an annualized return of 15.32%, while VADDX has yielded a comparatively lower 10.72% annualized return.
VSCAX
- 1D
- -1.86%
- 1M
- -10.13%
- YTD
- 6.56%
- 6M
- 13.85%
- 1Y
- 33.30%
- 3Y*
- 24.38%
- 5Y*
- 17.26%
- 10Y*
- 15.32%
VADDX
- 1D
- -0.23%
- 1M
- -7.88%
- YTD
- -1.41%
- 6M
- -0.10%
- 1Y
- 10.33%
- 3Y*
- 10.89%
- 5Y*
- 7.50%
- 10Y*
- 10.72%
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VSCAX vs. VADDX - Expense Ratio Comparison
VSCAX has a 1.12% expense ratio, which is higher than VADDX's 0.27% expense ratio.
Return for Risk
VSCAX vs. VADDX — Risk / Return Rank
VSCAX
VADDX
VSCAX vs. VADDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Small Cap Value Fund (VSCAX) 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.
| VSCAX | VADDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.28 | 0.66 | +0.62 |
Sortino ratioReturn per unit of downside risk | 1.79 | 1.04 | +0.75 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.15 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 1.64 | 0.73 | +0.91 |
Martin ratioReturn relative to average drawdown | 6.36 | 3.33 | +3.03 |
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
| VSCAX | VADDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.28 | 0.66 | +0.62 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.75 | 0.46 | +0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.58 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.46 | +0.06 |
Correlation
The correlation between VSCAX and VADDX is 0.88, 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.
Dividends
VSCAX vs. VADDX - Dividend Comparison
VSCAX's dividend yield for the trailing twelve months is around 8.65%, less than VADDX's 10.23% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VSCAX Invesco Small Cap Value Fund | 8.65% | 9.22% | 7.90% | 4.93% | 10.12% | 16.90% | 0.30% | 2.53% | 28.45% | 16.65% | 1.71% | 11.08% |
VADDX Invesco Equally-Weighted S&P 500 Fund | 10.23% | 10.09% | 8.88% | 4.86% | 8.45% | 9.92% | 6.38% | 4.68% | 7.13% | 2.97% | 0.30% | 2.98% |
Drawdowns
VSCAX vs. VADDX - Drawdown Comparison
The maximum VSCAX drawdown since its inception was -57.77%, roughly equal to the maximum VADDX drawdown of -60.12%. Use the drawdown chart below to compare losses from any high point for VSCAX and VADDX.
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Drawdown Indicators
| VSCAX | VADDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.77% | -60.12% | +2.35% |
Max Drawdown (1Y)Largest decline over 1 year | -16.56% | -12.61% | -3.95% |
Max Drawdown (5Y)Largest decline over 5 years | -25.29% | -21.58% | -3.71% |
Max Drawdown (10Y)Largest decline over 10 years | -57.77% | -39.39% | -18.38% |
Current DrawdownCurrent decline from peak | -11.43% | -7.88% | -3.55% |
Average DrawdownAverage peak-to-trough decline | -8.94% | -7.04% | -1.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.49% | 2.77% | +1.72% |
Volatility
VSCAX vs. VADDX - Volatility Comparison
Invesco Small Cap Value Fund (VSCAX) has a higher volatility of 8.31% compared to Invesco Equally-Weighted S&P 500 Fund (VADDX) at 3.77%. This indicates that VSCAX's price experiences larger fluctuations and is considered to be riskier 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
| VSCAX | VADDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.31% | 3.77% | +4.54% |
Volatility (6M)Calculated over the trailing 6-month period | 16.64% | 8.70% | +7.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.77% | 17.17% | +8.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.13% | 16.27% | +6.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.70% | 18.53% | +8.17% |