VSQYX vs. SPY
Compare and contrast key facts about Invesco MSCI World SRI Index Fund (VSQYX) and SPDR S&P 500 ETF (SPY).
VSQYX is managed by Invesco. It was launched on Jun 30, 2016. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VSQYX or SPY.
Key characteristics
| VSQYX | SPY | |
|---|---|---|
| YTD Return | 18.74% | 27.04% |
| 1Y Return | 31.47% | 39.75% |
| 3Y Return (Ann) | 6.00% | 10.21% |
| 5Y Return (Ann) | 11.76% | 15.93% |
| Sharpe Ratio | 1.96 | 3.15 |
| Sortino Ratio | 2.76 | 4.19 |
| Omega Ratio | 1.37 | 1.59 |
| Calmar Ratio | 2.94 | 4.60 |
| Martin Ratio | 12.70 | 20.85 |
| Ulcer Index | 2.40% | 1.85% |
| Daily Std Dev | 15.49% | 12.29% |
| Max Drawdown | -38.11% | -55.19% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between VSQYX and SPY is 0.93, 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
VSQYX vs. SPY - Performance Comparison
In the year-to-date period, VSQYX achieves a 18.74% return, which is significantly lower than SPY's 27.04% 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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VSQYX vs. SPY - Expense Ratio Comparison
VSQYX has a 0.19% expense ratio, which is higher than SPY's 0.09% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
VSQYX vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI World SRI Index Fund (VSQYX) and SPDR S&P 500 ETF (SPY). 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. SPY - Dividend Comparison
VSQYX's dividend yield for the trailing twelve months is around 1.21%, more than SPY's 1.17% 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% |
SPY SPDR S&P 500 ETF | 1.17% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
VSQYX vs. SPY - Drawdown Comparison
The maximum VSQYX drawdown since its inception was -38.11%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for VSQYX and SPY. For additional features, visit the drawdowns tool.
Volatility
VSQYX vs. SPY - Volatility Comparison
Invesco MSCI World SRI Index Fund (VSQYX) has a higher volatility of 4.25% compared to SPDR S&P 500 ETF (SPY) at 3.95%. This indicates that VSQYX's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.