PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan

Invesco Value Opportunities Fund (VVOAX) Sharpe Ratio: 1.97

Mutual Fund · Currency in USD · Last updated Jul 15, 2026

The investment seeks total return through growth of capital and current income. The fund normally invests in a portfolio of common stocks, preferred stocks and convertible securities. It will invest in securities of large-capitalization, mid-capitalization and small-capitalization issuers with market capitalizations equal to or greater than the unweighted median market capitalization of companies in the S&P 1500 Value Index. The fund may invest up to 10% of its net assets in real estate investment trusts (REITs) and up to 25% of its net assets in securities of foreign issuers, including securities of issuers located in emerging markets countries.

VVOAX's Sharpe Ratio of 1.97 indicates that for each unit of volatility, it generates 1.97 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 15, 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. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

VVOAX Sharpe Ratio Rank

VVOAX Sharpe Ratio Rank: 76.677
Above Average

VVOAX ranks above 76.6% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating above-average returns relative to volatility. 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

  • Above-average risk-adjusted returns with room for improvement
  • Compare against category peers to gauge relative positioning
  • Monitor for movement toward top tier or decline toward median
  • Consider pairing with top-tier holdings to improve portfolio efficiency

VVOAX Sharpe Ratio Market Positioning

The chart shows VVOAX'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%): 1.04 or lower
  • Yellow zone (middle 50%): 1.04 to 1.92
  • Green zone (top 25%): 1.92 or higher
  • Top 1%: 3.88+
  • Median: 1.56 — half of all investments score higher

How it compares to other similar mutual funds

The table compares Invesco Value Opportunities Fund's Sharpe Ratio with other mutual funds in the Mid Cap Value Equities category across multiple time periods, showing how VVOAX'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 Jul 15, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
HAMVXHarbor Mid Cap Value Fund2.54
NAMAXColumbia Select Mid Cap Value Fund2.39
NCBVXPGIM Quant Solutions Mid-Cap Value Fund2.22
ARFFXAriel Focus Fund2.16
FCMVXFidelity Mid Cap Value K6 Fund2.16
TGVOXTCW Relative Value Mid Cap Fund2.16
FIUSXDelaware Opportunity Fund2.13
FIDFXFidelity Advisor Mid Cap Value Fund Class Z2.13
FSMVXFidelity Mid Cap Value Fund2.12
FMPOXFidelity Advisor Mid Cap Value Fund Class I2.12
VVOAXInvesco Value Opportunities Fund1.97

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows VVOAX'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 VVOAX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

Loading charts...

Sharpe Ratio Calculator

How does VVOAX fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

Analyze Your Portfolio