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Invesco Gold & Special Minerals Fund (OPGSX) Sharpe Ratio: 2.20

OPGSX's Sharpe Ratio of 2.20 indicates that for each unit of volatility, it generates 2.20 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Apr 1, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

OPGSX Sharpe Ratio Rank

OPGSX Sharpe Ratio Rank: 94.795
Exceptional

OPGSX ranks above 94.7% of all investments in our database based on Sharpe Ratio over the past 12 months, demonstrating exceptional risk-adjusted returns. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Suitable as a core holding given strong risk-adjusted returns
  • Monitor rank changes to detect deteriorating return-to-volatility profile
  • Exceptional Sharpe ratio supports larger position sizes
  • Compare with category peers to assess whether strength is investment-specific or category-wide

OPGSX Sharpe Ratio Market Positioning

The chart shows OPGSX's Sharpe Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.65 or lower
  • Yellow zone (middle 50%): 0.65 to 1.37
  • Green zone (top 25%): 1.37 or higher
  • Top 1%: 3.58+
  • Median: 1.00 — half of all investments score higher

How it compares to other similar mutual funds

The table compares Invesco Gold & Special Minerals Fund's Sharpe Ratio with other mutual funds in the Precious Metals category across multiple time periods, showing how OPGSX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Apr 1, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
MIDSXMidas Fund2.65
FGPMXFranklin Gold and Precious Metals Fund Class R62.53
FGADXFranklin Gold and Precious Metals Fund Advisor Class2.52
OCMAXOCM Gold Atlas2.52
FKRCXFranklin Gold and Precious Metals Fund2.51
OCMGXOCM Gold Fund2.49
GOLDXGabelli Gold Fund2.38
EKWAXAllspring Precious Metals Fund2.37
SGDLXSprott Gold Equity Fund2.36
INIVXVanEck International Investors Gold Fund2.30
OPGSXInvesco Gold & Special Minerals Fund2.20

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows OPGSX's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when OPGSX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Explore OPGSX risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

OPGSX Sortino Ratio