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CGRWX vs. OPPAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CGRWX vs. OPPAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Comstock Select Fund (CGRWX) and Invesco Global Fund (OPPAX). The values are adjusted to include any dividend payments, if applicable.

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CGRWX vs. OPPAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CGRWX
Invesco Comstock Select Fund
-1.07%18.61%11.95%12.17%3.29%30.12%-0.34%27.31%-11.40%15.95%
OPPAX
Invesco Global Fund
-9.72%15.20%16.16%34.18%-32.18%15.23%27.64%31.58%-13.65%36.25%

Returns By Period

In the year-to-date period, CGRWX achieves a -1.07% return, which is significantly higher than OPPAX's -9.72% return. Over the past 10 years, CGRWX has outperformed OPPAX with an annualized return of 11.27%, while OPPAX has yielded a comparatively lower 10.39% annualized return.


CGRWX

1D
2.53%
1M
-5.39%
YTD
-1.07%
6M
4.36%
1Y
15.49%
3Y*
13.22%
5Y*
10.88%
10Y*
11.27%

OPPAX

1D
4.19%
1M
-5.95%
YTD
-9.72%
6M
-6.68%
1Y
9.88%
3Y*
12.51%
5Y*
4.20%
10Y*
10.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CGRWX vs. OPPAX - Expense Ratio Comparison

CGRWX has a 0.92% expense ratio, which is lower than OPPAX's 1.04% expense ratio.


Return for Risk

CGRWX vs. OPPAX — Risk / Return Rank

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

CGRWX
CGRWX Risk / Return Rank: 3434
Overall Rank
CGRWX Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
CGRWX Sortino Ratio Rank: 4545
Sortino Ratio Rank
CGRWX Omega Ratio Rank: 4040
Omega Ratio Rank
CGRWX Calmar Ratio Rank: 2121
Calmar Ratio Rank
CGRWX Martin Ratio Rank: 2222
Martin Ratio Rank

OPPAX
OPPAX Risk / Return Rank: 1414
Overall Rank
OPPAX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
OPPAX Sortino Ratio Rank: 2222
Sortino Ratio Rank
OPPAX Omega Ratio Rank: 1919
Omega Ratio Rank
OPPAX Calmar Ratio Rank: 77
Calmar Ratio Rank
OPPAX Martin Ratio Rank: 77
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.

CGRWX vs. OPPAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Comstock Select Fund (CGRWX) and Invesco Global Fund (OPPAX). 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.


CGRWXOPPAXDifference

Sharpe ratio

Return per unit of total volatility

0.95

0.53

+0.42

Sortino ratio

Return per unit of downside risk

1.45

0.95

+0.50

Omega ratio

Gain probability vs. loss probability

1.20

1.12

+0.08

Calmar ratio

Return relative to maximum drawdown

0.79

0.05

+0.74

Martin ratio

Return relative to average drawdown

2.90

0.18

+2.72

CGRWX vs. OPPAX - Sharpe Ratio Comparison

The current CGRWX Sharpe Ratio is 0.95, which is higher than the OPPAX Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of CGRWX and OPPAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CGRWXOPPAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.95

0.53

+0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

0.20

+0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.51

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.48

+0.14

Correlation

The correlation between CGRWX and OPPAX is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

CGRWX vs. OPPAX - Dividend Comparison

CGRWX's dividend yield for the trailing twelve months is around 13.65%, less than OPPAX's 27.46% yield.


TTM20252024202320222021202020192018201720162015
CGRWX
Invesco Comstock Select Fund
13.65%13.46%16.99%5.10%16.87%5.35%2.33%27.71%15.07%5.43%1.56%1.20%
OPPAX
Invesco Global Fund
27.46%24.79%11.93%10.72%14.18%7.18%5.72%1.35%12.92%5.92%0.69%5.17%

Drawdowns

CGRWX vs. OPPAX - Drawdown Comparison

The maximum CGRWX drawdown since its inception was -58.28%, roughly equal to the maximum OPPAX drawdown of -60.39%. Use the drawdown chart below to compare losses from any high point for CGRWX and OPPAX.


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Drawdown Indicators


CGRWXOPPAXDifference

Max Drawdown

Largest peak-to-trough decline

-58.28%

-60.39%

+2.11%

Max Drawdown (1Y)

Largest decline over 1 year

-12.60%

-16.26%

+3.66%

Max Drawdown (5Y)

Largest decline over 5 years

-24.79%

-41.90%

+17.11%

Max Drawdown (10Y)

Largest decline over 10 years

-45.23%

-41.90%

-3.33%

Current Drawdown

Current decline from peak

-7.38%

-12.75%

+5.37%

Average Drawdown

Average peak-to-trough decline

-8.38%

-15.49%

+7.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.19%

5.54%

-1.35%

Volatility

CGRWX vs. OPPAX - Volatility Comparison

The current volatility for Invesco Comstock Select Fund (CGRWX) is 4.50%, while Invesco Global Fund (OPPAX) has a volatility of 7.56%. This indicates that CGRWX experiences smaller price fluctuations and is considered to be less risky than OPPAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CGRWXOPPAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.50%

7.56%

-3.06%

Volatility (6M)

Calculated over the trailing 6-month period

9.61%

12.76%

-3.15%

Volatility (1Y)

Calculated over the trailing 1-year period

17.62%

21.47%

-3.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.11%

21.19%

-3.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.68%

20.63%

+0.05%