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CHTRX vs. OPPAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CHTRX vs. OPPAX - Performance Comparison

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

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CHTRX vs. OPPAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CHTRX
Invesco Charter Fund
-6.60%16.02%25.31%23.03%-20.75%27.21%13.53%27.95%-9.82%13.24%
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, CHTRX achieves a -6.60% return, which is significantly higher than OPPAX's -9.72% return. Both investments have delivered pretty close results over the past 10 years, with CHTRX having a 10.24% annualized return and OPPAX not far ahead at 10.39%.


CHTRX

1D
2.84%
1M
-5.77%
YTD
-6.60%
6M
-4.80%
1Y
12.93%
3Y*
15.88%
5Y*
9.07%
10Y*
10.24%

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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CHTRX vs. OPPAX - Expense Ratio Comparison

CHTRX has a 1.03% expense ratio, which is lower than OPPAX's 1.04% expense ratio.


Return for Risk

CHTRX vs. OPPAX — Risk / Return Rank

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

CHTRX
CHTRX Risk / Return Rank: 3434
Overall Rank
CHTRX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
CHTRX Sortino Ratio Rank: 3232
Sortino Ratio Rank
CHTRX Omega Ratio Rank: 3434
Omega Ratio Rank
CHTRX Calmar Ratio Rank: 3737
Calmar Ratio Rank
CHTRX Martin Ratio Rank: 3737
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.

CHTRX vs. OPPAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Charter Fund (CHTRX) 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.


CHTRXOPPAXDifference

Sharpe ratio

Return per unit of total volatility

0.76

0.53

+0.23

Sortino ratio

Return per unit of downside risk

1.20

0.95

+0.25

Omega ratio

Gain probability vs. loss probability

1.18

1.12

+0.06

Calmar ratio

Return relative to maximum drawdown

1.07

0.05

+1.02

Martin ratio

Return relative to average drawdown

4.24

0.18

+4.06

CHTRX vs. OPPAX - Sharpe Ratio Comparison

The current CHTRX Sharpe Ratio is 0.76, which is higher than the OPPAX Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of CHTRX 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


CHTRXOPPAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.76

0.53

+0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

0.20

+0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.51

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.48

-0.07

Correlation

The correlation between CHTRX 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

CHTRX vs. OPPAX - Dividend Comparison

CHTRX's dividend yield for the trailing twelve months is around 7.73%, less than OPPAX's 27.46% yield.


TTM20252024202320222021202020192018201720162015
CHTRX
Invesco Charter Fund
7.73%7.22%7.91%6.24%4.25%16.30%2.35%17.60%11.71%6.92%10.39%14.54%
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

CHTRX vs. OPPAX - Drawdown Comparison

The maximum CHTRX drawdown since its inception was -56.30%, smaller than the maximum OPPAX drawdown of -60.39%. Use the drawdown chart below to compare losses from any high point for CHTRX and OPPAX.


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Drawdown Indicators


CHTRXOPPAXDifference

Max Drawdown

Largest peak-to-trough decline

-56.30%

-60.39%

+4.09%

Max Drawdown (1Y)

Largest decline over 1 year

-11.32%

-16.26%

+4.94%

Max Drawdown (5Y)

Largest decline over 5 years

-26.77%

-41.90%

+15.13%

Max Drawdown (10Y)

Largest decline over 10 years

-41.18%

-41.90%

+0.72%

Current Drawdown

Current decline from peak

-8.24%

-12.75%

+4.51%

Average Drawdown

Average peak-to-trough decline

-13.33%

-15.49%

+2.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.85%

5.54%

-2.69%

Volatility

CHTRX vs. OPPAX - Volatility Comparison

The current volatility for Invesco Charter Fund (CHTRX) is 5.46%, while Invesco Global Fund (OPPAX) has a volatility of 7.56%. This indicates that CHTRX 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


CHTRXOPPAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.46%

7.56%

-2.10%

Volatility (6M)

Calculated over the trailing 6-month period

9.50%

12.76%

-3.26%

Volatility (1Y)

Calculated over the trailing 1-year period

17.85%

21.47%

-3.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.76%

21.19%

-4.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.16%

20.63%

-1.47%