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ISIN
US68383C1071
CUSIP
68383C107
Issuer
Invesco
Inception Date
Sep 27, 2005
Region
Global (Broad)
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Multi-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

OIDAX Performance Chart

Invesco International Diversified Fund Class A (OIDAX) is up 13.0% since the beginning of the year. OIDAX is currently trading at $15 per share. Investors who bought $1,000 worth of OIDAX shares 5 years ago would now be looking at an investment worth $1,136.


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S&P 500 Index

Returns By Period

Invesco International Diversified Fund Class A (OIDAX) has returned 13.01% so far this year and 24.72% over the past 12 months. Over the last ten years, OIDAX has returned 7.18% per year, falling short of the S&P 500 Index benchmark, which averaged 13.66% annually.


Invesco International Diversified Fund Class A

1D
0.94%
1M
7.51%
YTD
13.01%
6M
15.41%
1Y
24.72%
3Y*
11.60%
5Y*
2.58%
10Y*
7.18%

Benchmark (S&P 500 Index)

1D
-0.74%
1M
4.90%
YTD
10.35%
6M
10.28%
1Y
26.52%
3Y*
20.83%
5Y*
12.30%
10Y*
13.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

OIDAX Monthly Returns History

Based on dividend-adjusted daily data since Sep 29, 2005, OIDAX's average daily return is +0.03%, while the average monthly return is +0.63%. At this rate, an investment would double in approximately 9.2 years.

Historically, 60% of months were positive and 40% were negative. The best month was May 2009 with a return of +15.5%, while the worst month was Oct 2008 at -20.7%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 6 months.

On a daily basis, OIDAX closed higher 52% of trading days. The best single day was Oct 13, 2008 with a return of +9.1%, while the worst single day was Mar 16, 2020 at -9.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20266.39%1.84%-8.40%6.52%4.84%1.97%13.01%
20253.94%-0.39%-1.81%3.55%4.12%3.65%-2.47%2.11%3.36%0.57%0.57%2.64%21.42%
2024-2.61%3.50%2.09%-4.40%3.53%-1.34%3.02%2.64%1.63%-6.20%-0.61%-3.20%-2.54%
20238.63%-3.02%4.06%1.56%-2.75%3.10%2.30%-5.12%-5.13%-3.82%9.45%6.67%15.42%
2022-7.62%-4.17%-3.10%-8.01%1.47%-9.05%6.44%-5.39%-10.64%4.68%12.93%-3.48%-25.22%
2021-0.98%0.90%-0.09%3.71%2.07%0.04%-0.42%2.08%-4.15%3.03%-4.04%2.14%4.01%

Benchmark Metrics

Invesco International Diversified Fund Class A has an annualized alpha of -0.55%, beta of 0.77, and R2 of 0.72 versus S&P 500 Index. Calculated based on daily prices since September 30, 2005.

  • This fund participated in 101.69% of S&P 500 Index downside but only 89.20% of its upside - more exposed to losses than it benefited from rallies.

Alpha
-0.55%
Beta
0.77
0.72
Upside Capture
89.20%
Downside Capture
101.69%

Expense Ratio

OIDAX has an expense ratio of 0.42%, placing it in the medium range.


Return for Risk

Risk / Return Rank

OIDAX ranks 39 for risk / return — below 39% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


OIDAX Risk / Return Rank: 3939
Overall Rank
OIDAX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
OIDAX Sortino Ratio Rank: 3838
Sortino Ratio Rank
OIDAX Omega Ratio Rank: 3838
Omega Ratio Rank
OIDAX Calmar Ratio Rank: 4141
Calmar Ratio Rank
OIDAX Martin Ratio Rank: 4242
Martin Ratio Rank
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Invesco International Diversified Fund Class A (OIDAX) and compare them to S&P 500 Index.


OIDAXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.45

Sortino ratioReturn per unit of downside risk

-0.47

Omega ratioGain probability vs. loss probability

1.33

1.41

-0.08

Calmar ratioReturn relative to maximum drawdown

2.44

2.93

-0.49

Martin ratioReturn relative to average drawdown

8.94

13.52

-4.58

Dividends

Dividend History

Invesco International Diversified Fund Class A provided a 31.71% dividend yield over the last twelve months, with an annual payout of $4.77 per share. The fund has been increasing its distributions for 2 consecutive years.


0.00%10.00%20.00%30.00%40.00%$0.00$1.00$2.00$3.00$4.00$5.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$4.77$4.77$0.74$0.06$2.07$1.70$0.25$0.41$0.13$0.07$0.06$0.13

Dividend yield

31.71%35.83%4.92%0.38%14.78%7.92%1.12%2.15%0.82%0.38%0.41%0.96%

Monthly Dividends

The table displays the monthly dividend distributions for Invesco International Diversified Fund Class A. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$4.77$4.77
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.74$0.74
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.06$0.06
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.07$2.07
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.70$1.70

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Invesco International Diversified Fund Class A. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Invesco International Diversified Fund Class A was 58.55%, occurring on Mar 9, 2009. Recovery took 1049 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-58.55%Mar 2009
1y 4mo4y 2mo
5y 6moNov 2007 - May 2013
Bear market2022
-38.09%Oct 2022
1y 1mo3y 3mo
4y 4moSep 2021 - Jan 2026
COVID crash2020
-31.73%Mar 2020
2mo 2d4mo 8d
6mo 10dJan 2020 - Jul 2020
Rate-hike selloffLate 2018
-23.37%Dec 2018
10mo 29d1y 16d
1y 11moJan 2018 - Jan 2020
2016 correction2016
-18.81%Feb 2016
8mo 25d1y 1mo
1y 10moMay 2015 - Mar 2017

Drawdown Indicators


OIDAXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-58.55%

-56.78%

-1.77%

Max Drawdown (1Y)

Largest decline over 1 year

-11.08%

-9.10%

-1.98%

Max Drawdown (3Y)

Largest decline over 3 years

-17.74%

-18.90%

+1.16%

Max Drawdown (5Y)

Largest decline over 5 years

-38.09%

-25.43%

-12.66%

Max Drawdown (10Y)

Largest decline over 10 years

-38.09%

-33.92%

-4.17%

Current Drawdown

Current decline from peak

0.00%

-0.74%

+0.74%

Average Drawdown

Average peak-to-trough decline

-12.51%

-10.72%

-1.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.88%

1.97%

+0.91%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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