VSQYX vs. RIO
Compare and contrast key facts about Invesco MSCI World SRI Index Fund (VSQYX) and Rio Tinto Group (RIO).
VSQYX is managed by Invesco. It was launched on Jun 30, 2016.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VSQYX or RIO.
Key characteristics
| VSQYX | RIO | |
|---|---|---|
| YTD Return | 18.74% | -7.27% |
| 1Y Return | 31.47% | 7.12% |
| 3Y Return (Ann) | 6.00% | 10.01% |
| 5Y Return (Ann) | 11.76% | 12.70% |
| Sharpe Ratio | 1.96 | 0.30 |
| Sortino Ratio | 2.76 | 0.59 |
| Omega Ratio | 1.37 | 1.07 |
| Calmar Ratio | 2.94 | 0.42 |
| Martin Ratio | 12.70 | 0.77 |
| Ulcer Index | 2.40% | 8.99% |
| Daily Std Dev | 15.49% | 22.80% |
| Max Drawdown | -38.11% | -88.97% |
| Current Drawdown | 0.00% | -9.93% |
Correlation
The correlation between VSQYX and RIO is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
VSQYX vs. RIO - Performance Comparison
In the year-to-date period, VSQYX achieves a 18.74% return, which is significantly higher than RIO's -7.27% 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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Risk-Adjusted Performance
VSQYX vs. RIO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI World SRI Index Fund (VSQYX) and Rio Tinto Group (RIO). 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
VSQYX vs. RIO - Dividend Comparison
VSQYX's dividend yield for the trailing twelve months is around 1.21%, less than RIO's 6.75% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VSQYX Invesco MSCI World SRI Index Fund | 1.21% | 1.43% | 1.84% | 1.40% | 1.46% | 1.78% | 1.96% | 0.80% | 0.67% | 0.00% | 0.00% | 0.00% |
RIO Rio Tinto Group | 6.75% | 5.40% | 10.48% | 14.39% | 5.13% | 10.70% | 6.32% | 4.45% | 3.96% | 7.79% | 4.46% | 3.15% |
Drawdowns
VSQYX vs. RIO - Drawdown Comparison
The maximum VSQYX drawdown since its inception was -38.11%, smaller than the maximum RIO drawdown of -88.97%. Use the drawdown chart below to compare losses from any high point for VSQYX and RIO. For additional features, visit the drawdowns tool.
Volatility
VSQYX vs. RIO - Volatility Comparison
The current volatility for Invesco MSCI World SRI Index Fund (VSQYX) is 4.25%, while Rio Tinto Group (RIO) has a volatility of 7.19%. This indicates that VSQYX experiences smaller price fluctuations and is considered to be less risky than RIO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.