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GLVYX vs. OPGSX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GLVYX vs. OPGSX - Performance Comparison

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

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Returns By Period

In the year-to-date period, GLVYX achieves a 12.14% return, which is significantly higher than OPGSX's -2.24% return. Over the past 10 years, GLVYX has underperformed OPGSX with an annualized return of 13.10%, while OPGSX has yielded a comparatively higher 13.96% annualized return.


GLVYX

1D
2.47%
1M
5.24%
YTD
12.14%
6M
11.95%
1Y
23.58%
3Y*
17.90%
5Y*
5.15%
10Y*
13.10%

OPGSX

1D
-2.22%
1M
-2.97%
YTD
-2.24%
6M
-6.11%
1Y
54.86%
3Y*
35.30%
5Y*
17.41%
10Y*
13.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GLVYX vs. OPGSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GLVYX
Invesco Global Focus Fund
12.14%14.51%21.06%37.34%-37.74%3.71%56.61%31.97%-9.80%25.42%
OPGSX
Invesco Gold & Special Minerals Fund
-2.24%131.03%13.05%6.35%-16.86%-2.75%36.15%46.37%-13.15%17.17%

Correlation

The correlation between GLVYX and OPGSX is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.30

Correlation (3Y)
Calculated over the trailing 3-year period

0.31

Correlation (5Y)
Calculated over the trailing 5-year period

0.36

Correlation (10Y)
Calculated over the trailing 10-year period

0.30

Correlation (All Time)
Calculated using the full available price history since Aug 3, 2012

0.27

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Return for Risk

GLVYX vs. OPGSX — Risk / Return Rank

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

GLVYX
GLVYX Risk / Return Rank: 2020
Overall Rank
GLVYX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
GLVYX Sortino Ratio Rank: 2020
Sortino Ratio Rank
GLVYX Omega Ratio Rank: 2121
Omega Ratio Rank
GLVYX Calmar Ratio Rank: 1717
Calmar Ratio Rank
GLVYX Martin Ratio Rank: 2020
Martin Ratio Rank

OPGSX
OPGSX Risk / Return Rank: 2323
Overall Rank
OPGSX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
OPGSX Sortino Ratio Rank: 2121
Sortino Ratio Rank
OPGSX Omega Ratio Rank: 2525
Omega Ratio Rank
OPGSX Calmar Ratio Rank: 2525
Calmar Ratio Rank
OPGSX Martin Ratio Rank: 2020
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.

GLVYX vs. OPGSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Global Focus Fund (GLVYX) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


GLVYXOPGSXDifference
Sharpe ratioReturn per unit of total volatility

-0.10

Sortino ratioReturn per unit of downside risk

-0.02

Omega ratioGain probability vs. loss probability

1.22

1.24

-0.02

Calmar ratioReturn relative to maximum drawdown

1.38

1.74

-0.36

Martin ratioReturn relative to average drawdown

4.80

4.68

+0.11

GLVYX vs. OPGSX - Sharpe Ratio Comparison

The current GLVYX Sharpe Ratio is 1.23, which is comparable to the OPGSX Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of GLVYX and OPGSX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

GLVYX vs. OPGSX - Drawdown Comparison

The maximum GLVYX drawdown since its inception was -49.55%, smaller than the maximum OPGSX drawdown of -80.04%. Use the drawdown chart below to compare losses from any high point for GLVYX and OPGSX.


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Drawdown Indicators


GLVYXOPGSXDifference

Max Drawdown

Largest peak-to-trough decline

-49.55%

-80.04%

+30.49%

Max Drawdown (1Y)

Largest decline over 1 year

-16.19%

-34.52%

+18.33%

Max Drawdown (3Y)

Largest decline over 3 years

-22.19%

-34.52%

+12.33%

Max Drawdown (5Y)

Largest decline over 5 years

-49.55%

-47.09%

-2.46%

Max Drawdown (10Y)

Largest decline over 10 years

-49.55%

-47.09%

-2.46%

Current Drawdown

Current decline from peak

-0.22%

-26.65%

+26.43%

Average Drawdown

Average peak-to-trough decline

-9.41%

-29.29%

+19.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.65%

12.31%

-7.66%

Volatility

GLVYX vs. OPGSX - Volatility Comparison

The current volatility for Invesco Global Focus Fund (GLVYX) is 8.55%, while Invesco Gold & Special Minerals Fund (OPGSX) has a volatility of 15.59%. This indicates that GLVYX 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


GLVYXOPGSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.55%

15.59%

-7.04%

Volatility (6M)

Calculated over the trailing 6-month period

15.00%

37.02%

-22.02%

Volatility (1Y)

Calculated over the trailing 1-year period

18.16%

45.12%

-26.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.56%

33.95%

-10.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.63%

33.10%

-10.47%

GLVYX vs. OPGSX - Expense Ratio Comparison

GLVYX has a 0.98% expense ratio, which is lower than OPGSX's 1.05% expense ratio.


Dividends

GLVYX vs. OPGSX - Dividend Comparison

GLVYX's dividend yield for the trailing twelve months is around 10.93%, more than OPGSX's 0.44% yield.


PositionTTM2025202420232022202120202019201820172016
GLVYX
Invesco Global Focus Fund
10.93%12.26%1.53%0.00%0.00%3.91%4.43%9.77%4.17%1.81%0.00%
OPGSX
Invesco Gold & Special Minerals Fund
0.44%0.43%0.86%0.81%0.45%3.56%1.55%0.29%0.00%2.78%7.21%

Frequently Asked Questions


GLVYX and OPGSX have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

OPGSX has higher volatility (15.59%) compared to GLVYX (8.55%). In terms of maximum drawdown, GLVYX dropped -49.55% vs OPGSX's -80.04%.

OPGSX currently has the higher Sharpe Ratio (1.33 vs 1.23), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for GLVYX and OPGSX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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