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FTCHX vs. OPGSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FTCHX vs. OPGSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Technology Fund (FTCHX) and Invesco Gold & Special Minerals Fund (OPGSX). The values are adjusted to include any dividend payments, if applicable.

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FTCHX vs. OPGSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FTCHX
Invesco Technology Fund
-5.10%20.77%34.49%47.38%-39.96%13.00%46.14%35.62%-0.88%34.78%
OPGSX
Invesco Gold & Special Minerals Fund
0.44%131.03%13.05%6.35%-16.86%-2.75%36.15%46.37%-13.15%17.17%

Returns By Period

In the year-to-date period, FTCHX achieves a -5.10% return, which is significantly lower than OPGSX's 0.44% return. Over the past 10 years, FTCHX has underperformed OPGSX with an annualized return of 16.00%, while OPGSX has yielded a comparatively higher 17.37% annualized return.


FTCHX

1D
-3.74%
1M
-11.35%
YTD
-5.10%
6M
-3.35%
1Y
36.47%
3Y*
24.45%
5Y*
8.86%
10Y*
16.00%

OPGSX

1D
-0.37%
1M
-23.68%
YTD
0.44%
6M
13.72%
1Y
82.38%
3Y*
36.20%
5Y*
20.12%
10Y*
17.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FTCHX vs. OPGSX - Expense Ratio Comparison

FTCHX has a 0.91% expense ratio, which is lower than OPGSX's 1.05% expense ratio.


Return for Risk

FTCHX vs. OPGSX — Risk / Return Rank

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

FTCHX
FTCHX Risk / Return Rank: 7171
Overall Rank
FTCHX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
FTCHX Sortino Ratio Rank: 6868
Sortino Ratio Rank
FTCHX Omega Ratio Rank: 6262
Omega Ratio Rank
FTCHX Calmar Ratio Rank: 8484
Calmar Ratio Rank
FTCHX Martin Ratio Rank: 7474
Martin Ratio Rank

OPGSX
OPGSX Risk / Return Rank: 9292
Overall Rank
OPGSX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
OPGSX Sortino Ratio Rank: 9090
Sortino Ratio Rank
OPGSX Omega Ratio Rank: 8787
Omega Ratio Rank
OPGSX Calmar Ratio Rank: 9595
Calmar Ratio Rank
OPGSX Martin Ratio Rank: 9595
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.

FTCHX vs. OPGSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Technology Fund (FTCHX) and Invesco Gold & Special Minerals Fund (OPGSX). 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.


FTCHXOPGSXDifference

Sharpe ratio

Return per unit of total volatility

1.19

2.20

-1.01

Sortino ratio

Return per unit of downside risk

1.68

2.54

-0.85

Omega ratio

Gain probability vs. loss probability

1.23

1.36

-0.13

Calmar ratio

Return relative to maximum drawdown

2.09

3.22

-1.13

Martin ratio

Return relative to average drawdown

7.00

12.84

-5.84

FTCHX vs. OPGSX - Sharpe Ratio Comparison

The current FTCHX Sharpe Ratio is 1.19, which is lower than the OPGSX Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of FTCHX and OPGSX, 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


FTCHXOPGSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.19

2.20

-1.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

0.63

-0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.53

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.25

+0.08

Correlation

The correlation between FTCHX and OPGSX is 0.20, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

FTCHX vs. OPGSX - Dividend Comparison

FTCHX's dividend yield for the trailing twelve months is around 27.98%, more than OPGSX's 0.43% yield.


TTM20252024202320222021202020192018201720162015
FTCHX
Invesco Technology Fund
27.98%26.56%13.59%0.80%1.60%27.66%7.06%9.58%9.01%4.14%6.98%6.88%
OPGSX
Invesco Gold & Special Minerals Fund
0.43%0.43%0.86%0.81%0.45%3.56%1.55%0.29%0.00%2.78%7.21%0.00%

Drawdowns

FTCHX vs. OPGSX - Drawdown Comparison

The maximum FTCHX drawdown since its inception was -87.78%, which is greater than OPGSX's maximum drawdown of -80.04%. Use the drawdown chart below to compare losses from any high point for FTCHX and OPGSX.


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Drawdown Indicators


FTCHXOPGSXDifference

Max Drawdown

Largest peak-to-trough decline

-87.78%

-80.04%

-7.74%

Max Drawdown (1Y)

Largest decline over 1 year

-14.29%

-29.01%

+14.72%

Max Drawdown (5Y)

Largest decline over 5 years

-47.89%

-47.09%

-0.80%

Max Drawdown (10Y)

Largest decline over 10 years

-47.89%

-47.09%

-0.80%

Current Drawdown

Current decline from peak

-14.29%

-24.65%

+10.36%

Average Drawdown

Average peak-to-trough decline

-36.55%

-29.33%

-7.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.27%

7.27%

-3.00%

Volatility

FTCHX vs. OPGSX - Volatility Comparison

The current volatility for Invesco Technology Fund (FTCHX) is 11.93%, while Invesco Gold & Special Minerals Fund (OPGSX) has a volatility of 15.32%. This indicates that FTCHX experiences smaller price fluctuations and is considered to be less risky than OPGSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FTCHXOPGSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.93%

15.32%

-3.39%

Volatility (6M)

Calculated over the trailing 6-month period

22.01%

35.01%

-13.00%

Volatility (1Y)

Calculated over the trailing 1-year period

30.46%

43.01%

-12.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.45%

32.97%

-4.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.09%

32.93%

-6.84%