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VSCAX vs. VSMIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VSCAX vs. VSMIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Small Cap Value Fund (VSCAX) and Vanguard Short-Term Investment-Grade Fund Investor Shares (VSMIX). The values are adjusted to include any dividend payments, if applicable.

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VSCAX vs. VSMIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
VSMIX
Vanguard Short-Term Investment-Grade Fund Investor Shares
6.62%18.01%24.82%23.14%4.58%36.67%11.14%32.32%-25.45%18.47%

Returns By Period

The year-to-date returns for both investments are quite close, with VSCAX having a 6.56% return and VSMIX slightly higher at 6.62%. Both investments have delivered pretty close results over the past 10 years, with VSCAX having a 15.32% annualized return and VSMIX not far ahead at 15.58%.


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%

VSMIX

1D
-1.87%
1M
-10.11%
YTD
6.62%
6M
13.97%
1Y
33.62%
3Y*
24.68%
5Y*
17.55%
10Y*
15.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VSCAX vs. VSMIX - Expense Ratio Comparison

VSCAX has a 1.12% expense ratio, which is higher than VSMIX's 0.20% expense ratio.


Return for Risk

VSCAX vs. VSMIX — Risk / Return Rank

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

VSCAX
VSCAX Risk / Return Rank: 7171
Overall Rank
VSCAX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
VSCAX Sortino Ratio Rank: 7373
Sortino Ratio Rank
VSCAX Omega Ratio Rank: 7070
Omega Ratio Rank
VSCAX Calmar Ratio Rank: 7272
Calmar Ratio Rank
VSCAX Martin Ratio Rank: 6767
Martin Ratio Rank

VSMIX
VSMIX Risk / Return Rank: 7171
Overall Rank
VSMIX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
VSMIX Sortino Ratio Rank: 7373
Sortino Ratio Rank
VSMIX Omega Ratio Rank: 7070
Omega Ratio Rank
VSMIX Calmar Ratio Rank: 7272
Calmar Ratio Rank
VSMIX Martin Ratio Rank: 6868
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.

VSCAX vs. VSMIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Small Cap Value Fund (VSCAX) and Vanguard Short-Term Investment-Grade Fund Investor Shares (VSMIX). 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.


VSCAXVSMIXDifference

Sharpe ratio

Return per unit of total volatility

1.28

1.29

-0.01

Sortino ratio

Return per unit of downside risk

1.79

1.80

-0.01

Omega ratio

Gain probability vs. loss probability

1.26

1.26

0.00

Calmar ratio

Return relative to maximum drawdown

1.64

1.66

-0.01

Martin ratio

Return relative to average drawdown

6.36

6.43

-0.08

VSCAX vs. VSMIX - Sharpe Ratio Comparison

The current VSCAX Sharpe Ratio is 1.28, which is comparable to the VSMIX Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of VSCAX and VSMIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VSCAXVSMIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.28

1.29

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

0.76

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.59

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.45

+0.07

Correlation

The correlation between VSCAX and VSMIX is 1.00, 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. VSMIX - Dividend Comparison

VSCAX's dividend yield for the trailing twelve months is around 8.65%, more than VSMIX's 8.00% yield.


TTM20252024202320222021202020192018201720162015
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%
VSMIX
Vanguard Short-Term Investment-Grade Fund Investor Shares
8.00%8.53%7.40%4.71%9.53%15.84%0.40%2.37%26.83%15.94%1.65%10.91%

Drawdowns

VSCAX vs. VSMIX - Drawdown Comparison

The maximum VSCAX drawdown since its inception was -57.77%, roughly equal to the maximum VSMIX drawdown of -57.53%. Use the drawdown chart below to compare losses from any high point for VSCAX and VSMIX.


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Drawdown Indicators


VSCAXVSMIXDifference

Max Drawdown

Largest peak-to-trough decline

-57.77%

-57.53%

-0.24%

Max Drawdown (1Y)

Largest decline over 1 year

-16.56%

-16.58%

+0.02%

Max Drawdown (5Y)

Largest decline over 5 years

-25.29%

-25.26%

-0.03%

Max Drawdown (10Y)

Largest decline over 10 years

-57.77%

-57.53%

-0.24%

Current Drawdown

Current decline from peak

-11.43%

-11.39%

-0.04%

Average Drawdown

Average peak-to-trough decline

-8.94%

-9.58%

+0.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.49%

4.49%

0.00%

Volatility

VSCAX vs. VSMIX - Volatility Comparison

Invesco Small Cap Value Fund (VSCAX) and Vanguard Short-Term Investment-Grade Fund Investor Shares (VSMIX) have volatilities of 8.31% and 8.30%, 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.


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Volatility by Period


VSCAXVSMIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.31%

8.30%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

16.64%

16.62%

+0.02%

Volatility (1Y)

Calculated over the trailing 1-year period

25.77%

25.78%

-0.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.13%

23.13%

0.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.70%

26.69%

+0.01%