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HRIOX vs. IEGAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HRIOX vs. IEGAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hood River International Opportunity Fund (HRIOX) and Invesco EQV International Small Company Fund (IEGAX). The values are adjusted to include any dividend payments, if applicable.

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HRIOX vs. IEGAX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
HRIOX
Hood River International Opportunity Fund
6.18%43.32%20.19%30.74%-25.86%2.01%
IEGAX
Invesco EQV International Small Company Fund
-4.25%25.92%-2.63%14.10%-11.28%2.34%

Returns By Period

In the year-to-date period, HRIOX achieves a 6.18% return, which is significantly higher than IEGAX's -4.25% return.


HRIOX

1D
-2.32%
1M
-13.38%
YTD
6.18%
6M
13.19%
1Y
71.03%
3Y*
30.42%
5Y*
10Y*

IEGAX

1D
-0.83%
1M
-12.41%
YTD
-4.25%
6M
-1.74%
1Y
16.44%
3Y*
8.82%
5Y*
5.44%
10Y*
7.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HRIOX vs. IEGAX - Expense Ratio Comparison

HRIOX has a 1.50% expense ratio, which is higher than IEGAX's 1.49% expense ratio.


Return for Risk

HRIOX vs. IEGAX — Risk / Return Rank

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

HRIOX
HRIOX Risk / Return Rank: 9797
Overall Rank
HRIOX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
HRIOX Sortino Ratio Rank: 9696
Sortino Ratio Rank
HRIOX Omega Ratio Rank: 9494
Omega Ratio Rank
HRIOX Calmar Ratio Rank: 9898
Calmar Ratio Rank
HRIOX Martin Ratio Rank: 9898
Martin Ratio Rank

IEGAX
IEGAX Risk / Return Rank: 4747
Overall Rank
IEGAX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
IEGAX Sortino Ratio Rank: 4747
Sortino Ratio Rank
IEGAX Omega Ratio Rank: 4444
Omega Ratio Rank
IEGAX Calmar Ratio Rank: 4646
Calmar Ratio Rank
IEGAX Martin Ratio Rank: 4444
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.

HRIOX vs. IEGAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hood River International Opportunity Fund (HRIOX) and Invesco EQV International Small Company Fund (IEGAX). 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.


HRIOXIEGAXDifference

Sharpe ratio

Return per unit of total volatility

2.89

0.99

+1.90

Sortino ratio

Return per unit of downside risk

3.52

1.37

+2.15

Omega ratio

Gain probability vs. loss probability

1.50

1.19

+0.30

Calmar ratio

Return relative to maximum drawdown

4.81

1.14

+3.67

Martin ratio

Return relative to average drawdown

19.64

4.49

+15.15

HRIOX vs. IEGAX - Sharpe Ratio Comparison

The current HRIOX Sharpe Ratio is 2.89, which is higher than the IEGAX Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of HRIOX and IEGAX, 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


HRIOXIEGAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.89

0.99

+1.90

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

0.52

+0.17

Correlation

The correlation between HRIOX and IEGAX is 0.74, 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

HRIOX vs. IEGAX - Dividend Comparison

HRIOX's dividend yield for the trailing twelve months is around 5.54%, less than IEGAX's 14.57% yield.


TTM20252024202320222021202020192018201720162015
HRIOX
Hood River International Opportunity Fund
5.54%5.88%0.16%1.44%0.00%0.21%0.00%0.00%0.00%0.00%0.00%0.00%
IEGAX
Invesco EQV International Small Company Fund
14.57%13.95%3.17%2.26%2.98%4.22%1.11%4.55%3.87%6.32%6.29%8.20%

Drawdowns

HRIOX vs. IEGAX - Drawdown Comparison

The maximum HRIOX drawdown since its inception was -38.76%, smaller than the maximum IEGAX drawdown of -65.36%. Use the drawdown chart below to compare losses from any high point for HRIOX and IEGAX.


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Drawdown Indicators


HRIOXIEGAXDifference

Max Drawdown

Largest peak-to-trough decline

-38.76%

-65.36%

+26.60%

Max Drawdown (1Y)

Largest decline over 1 year

-13.78%

-12.41%

-1.37%

Max Drawdown (5Y)

Largest decline over 5 years

-23.64%

Max Drawdown (10Y)

Largest decline over 10 years

-43.09%

Current Drawdown

Current decline from peak

-13.78%

-12.41%

-1.37%

Average Drawdown

Average peak-to-trough decline

-12.72%

-13.31%

+0.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.37%

3.14%

+0.23%

Volatility

HRIOX vs. IEGAX - Volatility Comparison

Hood River International Opportunity Fund (HRIOX) has a higher volatility of 9.83% compared to Invesco EQV International Small Company Fund (IEGAX) at 6.52%. This indicates that HRIOX's price experiences larger fluctuations and is considered to be riskier than IEGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HRIOXIEGAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.83%

6.52%

+3.31%

Volatility (6M)

Calculated over the trailing 6-month period

17.85%

10.39%

+7.46%

Volatility (1Y)

Calculated over the trailing 1-year period

24.37%

15.19%

+9.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.76%

12.92%

+7.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.76%

13.95%

+6.81%