VSQYX vs. GAOAX

Last updated Apr 2, 2026

Compare and contrast key facts about Invesco MSCI World SRI Index Fund (VSQYX) and JPMorgan Global Allocation Fund A (GAOAX).

VSQYX is managed by Invesco. It was launched on Jun 30, 2016. GAOAX is managed by JPMorgan. It was launched on May 31, 2011.

Performance

VSQYX vs. GAOAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco MSCI World SRI Index Fund (VSQYX) and JPMorgan Global Allocation Fund A (GAOAX). The values are adjusted to include any dividend payments, if applicable.

VSQYX vs. GAOAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VSQYX Invesco MSCI World SRI Index Fund	3.47%	14.61%	13.94%	27.89%	-21.97%	26.78%	12.87%	16.46%	-14.22%	24.10%
GAOAX JPMorgan Global Allocation Fund A	-3.89%	14.68%	7.91%	12.69%	-18.74%	3.60%	15.29%	15.95%	-6.07%	16.82%

Returns By Period

VSQYX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

GAOAX

• 1D: 1.47%
• 1M: -6.40%
• YTD: -3.89%
• 6M: -2.79%
• 1Y: 9.60%
• 3Y*: 8.41%
• 5Y*: 1.86%
• 10Y*: 5.74%

*Multi-year figures are annualized to reflect compound growth (CAGR)

VSQYX vs. GAOAX - Expense Ratio Comparison

VSQYX has a 0.19% expense ratio, which is lower than GAOAX's 1.04% expense ratio.

GAOAX

JPMorgan Global Allocation Fund A

VSQYX

Invesco MSCI World SRI Index Fund

Return for Risk

VSQYX vs. GAOAX — Risk / Return Rank

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

GAOAX

GAOAX Risk / Return Rank: 36
GAOAX Sharpe Ratio Rank: 37
GAOAX Sortino Ratio Rank: 35
GAOAX Omega Ratio Rank: 33
GAOAX Calmar Ratio Rank: 38
GAOAX Martin Ratio Rank: 39

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.

VSQYX vs. GAOAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI World SRI Index Fund (VSQYX) and JPMorgan Global Allocation Fund A (GAOAX). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	VSQYX	GAOAX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.86	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.17	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.53	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.54	—

Correlation

The correlation between VSQYX and GAOAX is 0.91, 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

VSQYX vs. GAOAX - Dividend Comparison

VSQYX's dividend yield for the trailing twelve months is around 115.28%, more than GAOAX's 10.04% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VSQYX Invesco MSCI World SRI Index Fund	115.28%	25.88%	10.69%	3.02%	1.84%	1.40%	1.46%	1.78%	2.90%	3.73%	0.12%	0.00%
GAOAX JPMorgan Global Allocation Fund A	10.04%	10.15%	2.34%	0.00%	4.62%	4.61%	1.54%	2.43%	2.52%	2.95%	2.59%	0.96%

Drawdowns

Drawdown Indicators

	VSQYX	GAOAX	Difference
Max Drawdown Largest peak-to-trough decline	—	-29.02%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-8.95%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-29.02%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-29.02%	—
Current Drawdown Current decline from peak	—	-7.61%	—
Average Drawdown Average peak-to-trough decline	—	-6.01%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.20%	—

Volatility

Volatility by Period

	VSQYX	GAOAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	4.98%	—
Volatility (6M) Calculated over the trailing 6-month period	—	7.55%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	11.53%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	11.03%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	10.81%	—