VSQYX vs. VMVFX

Last updated Apr 2, 2026

Compare and contrast key facts about Invesco MSCI World SRI Index Fund (VSQYX) and Vanguard Global Minimum Volatility Fund Investor Shares (VMVFX).

VSQYX is managed by Invesco. It was launched on Jun 30, 2016. VMVFX is managed by Vanguard. It was launched on Dec 12, 2013.

Performance

VSQYX vs. VMVFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco MSCI World SRI Index Fund (VSQYX) and Vanguard Global Minimum Volatility Fund Investor Shares (VMVFX). The values are adjusted to include any dividend payments, if applicable.

VSQYX vs. VMVFX - 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%
VMVFX Vanguard Global Minimum Volatility Fund Investor Shares	2.85%	12.74%	13.38%	7.82%	-4.48%	23.74%	-3.99%	23.28%	-1.79%	15.93%

Returns By Period

VSQYX

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

VMVFX

• 1D: 1.12%
• 1M: -4.98%
• YTD: 2.85%
• 6M: 4.18%
• 1Y: 9.22%
• 3Y*: 11.81%
• 5Y*: 10.02%
• 10Y*: 9.14%

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

VSQYX vs. VMVFX - Expense Ratio Comparison

VSQYX has a 0.19% expense ratio, which is lower than VMVFX's 0.21% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

VMVFX

Vanguard Global Minimum Volatility Fund Investor Shares

VSQYX

Invesco MSCI World SRI Index Fund

Return for Risk

VSQYX vs. VMVFX — Risk / Return Rank

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

VMVFX

VMVFX Risk / Return Rank: 49
VMVFX Sharpe Ratio Rank: 43
VMVFX Sortino Ratio Rank: 41
VMVFX Omega Ratio Rank: 45
VMVFX Calmar Ratio Rank: 50
VMVFX Martin Ratio Rank: 63

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. VMVFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI World SRI Index Fund (VSQYX) and Vanguard Global Minimum Volatility Fund Investor Shares (VMVFX). 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	VMVFX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.93	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.94	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.73	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.79	—

Correlation

The correlation between VSQYX and VMVFX is 0.78, 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. VMVFX - Dividend Comparison

VSQYX's dividend yield for the trailing twelve months is around 115.28%, more than VMVFX's 9.70% 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%
VMVFX Vanguard Global Minimum Volatility Fund Investor Shares	9.70%	9.98%	3.77%	3.05%	4.96%	12.73%	2.02%	5.12%	7.27%	2.30%	2.71%	3.22%

Drawdowns

Drawdown Indicators

	VSQYX	VMVFX	Difference
Max Drawdown Largest peak-to-trough decline	—	-33.09%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-7.96%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-13.02%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-33.09%	—
Current Drawdown Current decline from peak	—	-4.98%	—
Average Drawdown Average peak-to-trough decline	—	-2.84%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.66%	—

Volatility

Volatility by Period

	VSQYX	VMVFX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	2.93%	—
Volatility (6M) Calculated over the trailing 6-month period	—	4.99%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	10.06%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	10.76%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	12.49%	—