VSQYX vs. VADAX

Last updated Apr 2, 2026

Compare and contrast key facts about Invesco MSCI World SRI Index Fund (VSQYX) and Invesco Equally-Weighted S&P 500 Fund Class A (VADAX).

VSQYX is managed by Invesco. It was launched on Jun 30, 2016. VADAX is managed by Invesco.

Performance

VSQYX vs. VADAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco MSCI World SRI Index Fund (VSQYX) and Invesco Equally-Weighted S&P 500 Fund Class A (VADAX). The values are adjusted to include any dividend payments, if applicable.

VSQYX vs. VADAX - 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%
VADAX Invesco Equally-Weighted S&P 500 Fund Class A	0.54%	10.89%	12.40%	13.29%	-12.07%	28.93%	12.30%	28.59%	-8.19%	18.26%

Returns By Period

VSQYX

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

VADAX

• 1D: 2.04%
• 1M: -5.84%
• YTD: 0.54%
• 6M: 1.62%
• 1Y: 12.19%
• 3Y*: 11.36%
• 5Y*: 7.44%
• 10Y*: 10.69%

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

VSQYX vs. VADAX - Expense Ratio Comparison

VSQYX has a 0.19% expense ratio, which is lower than VADAX's 0.52% expense ratio.

VADAX

Invesco Equally-Weighted S&P 500 Fund Class A

VSQYX

Invesco MSCI World SRI Index Fund

Return for Risk

VSQYX vs. VADAX — Risk / Return Rank

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

VADAX

VADAX Risk / Return Rank: 31
VADAX Sharpe Ratio Rank: 28
VADAX Sortino Ratio Rank: 30
VADAX Omega Ratio Rank: 29
VADAX Calmar Ratio Rank: 31
VADAX Martin Ratio Rank: 38

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. VADAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI World SRI Index Fund (VSQYX) and Invesco Equally-Weighted S&P 500 Fund Class A (VADAX). 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	VADAX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.72	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.46	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.58	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.45	—

Correlation

The correlation between VSQYX and VADAX is 0.86, 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. VADAX - Dividend Comparison

VSQYX's dividend yield for the trailing twelve months is around 115.28%, more than VADAX's 10.15% 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%
VADAX Invesco Equally-Weighted S&P 500 Fund Class A	10.15%	10.21%	8.77%	4.69%	8.49%	9.80%	6.21%	4.49%	6.90%	2.76%	0.30%	2.77%

Drawdowns

Drawdown Indicators

	VSQYX	VADAX	Difference
Max Drawdown Largest peak-to-trough decline	—	-60.27%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-12.61%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-21.74%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-39.32%	—
Current Drawdown Current decline from peak	—	-6.01%	—
Average Drawdown Average peak-to-trough decline	—	-7.13%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.80%	—

Volatility

Volatility by Period

	VSQYX	VADAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	4.47%	—
Volatility (6M) Calculated over the trailing 6-month period	—	8.87%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	17.25%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	16.30%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	18.54%	—