GAOAX vs. OIDAX
Compare and contrast key facts about JPMorgan Global Allocation Fund A (GAOAX) and Invesco International Diversified Fund Class A (OIDAX).
GAOAX is managed by JPMorgan. It was launched on May 31, 2011. OIDAX is managed by Invesco. It was launched on Sep 27, 2005.
Performance
GAOAX vs. OIDAX - Performance Comparison
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GAOAX vs. OIDAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GAOAX JPMorgan Global Allocation Fund A | -5.28% | 14.68% | 7.91% | 12.69% | -18.74% | 3.60% | 15.29% | 15.95% | -6.07% | 16.82% |
OIDAX Invesco International Diversified Fund Class A | -3.46% | 21.42% | -2.54% | 15.42% | -25.22% | 4.01% | 20.55% | 24.60% | -14.62% | 32.40% |
Returns By Period
In the year-to-date period, GAOAX achieves a -5.28% return, which is significantly lower than OIDAX's -3.46% return. Both investments have delivered pretty close results over the past 10 years, with GAOAX having a 5.59% annualized return and OIDAX not far ahead at 5.77%.
GAOAX
- 1D
- -0.10%
- 1M
- -8.53%
- YTD
- -5.28%
- 6M
- -3.90%
- 1Y
- 8.28%
- 3Y*
- 7.88%
- 5Y*
- 1.78%
- 10Y*
- 5.59%
OIDAX
- 1D
- 0.00%
- 1M
- -10.90%
- YTD
- -3.46%
- 6M
- 0.23%
- 1Y
- 15.30%
- 3Y*
- 6.35%
- 5Y*
- 0.54%
- 10Y*
- 5.77%
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GAOAX vs. OIDAX - Expense Ratio Comparison
GAOAX has a 1.04% expense ratio, which is higher than OIDAX's 0.42% expense ratio.
Return for Risk
GAOAX vs. OIDAX — Risk / Return Rank
GAOAX
OIDAX
GAOAX vs. OIDAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Global Allocation Fund A (GAOAX) and Invesco International Diversified Fund Class A (OIDAX). 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.
| GAOAX | OIDAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.72 | 0.96 | -0.24 |
Sortino ratioReturn per unit of downside risk | 1.06 | 1.43 | -0.37 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.19 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 0.82 | 0.74 | +0.08 |
Martin ratioReturn relative to average drawdown | 3.42 | 3.08 | +0.34 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GAOAX | OIDAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.72 | 0.96 | -0.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.16 | 0.03 | +0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.36 | +0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.32 | +0.21 |
Correlation
The correlation between GAOAX and OIDAX is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
GAOAX vs. OIDAX - Dividend Comparison
GAOAX's dividend yield for the trailing twelve months is around 10.19%, less than OIDAX's 37.11% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GAOAX JPMorgan Global Allocation Fund A | 10.19% | 10.15% | 2.34% | 0.00% | 4.62% | 4.61% | 1.54% | 2.43% | 2.52% | 2.95% | 2.59% | 0.96% |
OIDAX Invesco International Diversified Fund Class A | 37.11% | 35.83% | 4.92% | 0.38% | 14.78% | 7.92% | 1.12% | 2.15% | 0.82% | 0.38% | 0.41% | 0.96% |
Drawdowns
GAOAX vs. OIDAX - Drawdown Comparison
The maximum GAOAX drawdown since its inception was -29.02%, smaller than the maximum OIDAX drawdown of -58.55%. Use the drawdown chart below to compare losses from any high point for GAOAX and OIDAX.
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Drawdown Indicators
| GAOAX | OIDAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.02% | -58.55% | +29.53% |
Max Drawdown (1Y)Largest decline over 1 year | -8.95% | -11.08% | +2.13% |
Max Drawdown (5Y)Largest decline over 5 years | -29.02% | -38.09% | +9.07% |
Max Drawdown (10Y)Largest decline over 10 years | -29.02% | -38.09% | +9.07% |
Current DrawdownCurrent decline from peak | -8.95% | -11.08% | +2.13% |
Average DrawdownAverage peak-to-trough decline | -6.01% | -12.59% | +6.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.15% | 3.19% | -1.04% |
Volatility
GAOAX vs. OIDAX - Volatility Comparison
The current volatility for JPMorgan Global Allocation Fund A (GAOAX) is 4.64%, while Invesco International Diversified Fund Class A (OIDAX) has a volatility of 6.63%. This indicates that GAOAX experiences smaller price fluctuations and is considered to be less risky than OIDAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GAOAX | OIDAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.64% | 6.63% | -1.99% |
Volatility (6M)Calculated over the trailing 6-month period | 7.42% | 10.76% | -3.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.46% | 16.42% | -4.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.02% | 16.37% | -5.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.80% | 16.42% | -5.62% |