Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| VADDX (INVESCO EQUALLY-WEIGHTED S&P 500 FUND CLASS Y) | 5.70% | 2.70% | 4.93% | 6.73% | 7.14% | 10.45% | 7.96% | 8.32% |
Data as of 07/21/2025, AR inception is 12/15/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VADDX (INVESCO EQUALLY-WEIGHTED S&P 500 FUND CLASS Y) | 12/15/1997 | 07/21/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.53 | 2.70 | 4.93 | 6.73 | 7.14 | 10.45 | 7.96 | 8.32 | 5.70 | 5.35 | 10.09 | -17.59 | 18.90 | 7.46 | 28.92 | -7.96 | 18.55 | 14.41 | -2.54 | 14.00 | 35.69 | 17.27 | -0.35 | 21.53 | 44.73 | -40.40 | 1.17 | 15.47 | 7.70 | 16.44 | 36.70 | -15.34 | -2.03 | 10.49 | 11.84 | 12.24 | -2.05 |
| Sharpe Ratio | NA | 0.00 | 0.18 | 0.27 | 0.29 | NA | NA | 0.33 | 0.41 | -0.09 | 0.40 | -0.79 | 1.16 | 0.19 | 2.16 | -0.59 | 2.50 | 0.96 | -0.17 | 1.20 | 2.96 | 1.23 | -0.01 | 1.06 | 1.30 | -0.94 | -0.11 | 1.11 | 0.49 | 1.27 | 2.12 | -0.70 | -0.24 | 0.35 | 0.59 | 0.49 | -1.79 |
| Standard Deviation(%) | NA | 18.92 | 17.75 | 18.26 | 19.52 | NA | NA | 20.24 | 20.84 | 13.61 | 14.79 | 24.25 | 16.26 | 38.53 | 12.76 | 15.71 | 7.21 | 14.77 | 15.37 | 11.62 | 12.03 | 14.12 | 26.02 | 20.21 | 34.24 | 43.75 | 16.41 | 11.01 | 11.25 | 12.19 | 17.01 | 23.60 | 18.10 | 18.41 | 14.61 | 18.26 | 23.11 |
| Draw Down(%) | NA | 23.20 | 23.20 | 26.86 | 39.09 | NA | NA | 60.11 | 16.01 | 13.21 | 13.39 | 21.58 | 11.89 | 39.09 | 7.09 | 20.01 | 3.16 | 11.26 | 12.64 | 8.08 | 6.19 | 11.17 | 22.67 | 16.54 | 30.73 | 52.34 | 12.63 | 8.67 | 7.51 | 8.55 | 13.80 | 30.95 | 22.26 | 12.10 | 13.38 | 20.86 | 5.92 |
| Yield(%) | 0.00 | 1.59 | 1.60 | 1.87 | 3.26 | 5.60 | 4.55 | 5.60 | 0.00 | 1.73 | 1.85 | 1.17 | 1.67 | 1.78 | 5.76 | 6.10 | 3.39 | 1.76 | 2.82 | 2.86 | 4.75 | 4.65 | 1.98 | 1.86 | 1.50 | 11.61 | 11.39 | 6.95 | 4.81 | 2.81 | 8.46 | 0.49 | 1.71 | 19.14 | 12.41 | 8.72 | 0.72 |
Data as of 07/21/2025, AR inception is 12/15/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VADDX (INVESCO EQUALLY-WEIGHTED S&P 500 FUND CLASS Y) |
-18.32%
Feb 2006 - Feb 2009 |
-7.33%
Feb 2004 - Feb 2009 |
0.09%
Feb 1999 - Feb 2009 |
7.10%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VADDX (INVESCO EQUALLY-WEIGHTED S&P 500 FUND CLASS Y) |
33.19%
Feb 2009 - Feb 2012 |
28.43%
Feb 2009 - Feb 2014 |
18.37%
Feb 2009 - Feb 2019 |
14.19%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart