IMCB vs. OEGYX
Compare and contrast key facts about iShares Morningstar Mid-Cap ETF (IMCB) and Invesco Discovery Mid Cap Growth Fund (OEGYX).
IMCB is a passively managed fund by iShares that tracks the performance of the IMCB-US - Morningstar U.S. Mid Cap Index. It was launched on Jun 28, 2004. OEGYX is managed by Invesco. It was launched on Nov 1, 2000.
Performance
IMCB vs. OEGYX - Performance Comparison
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IMCB vs. OEGYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IMCB iShares Morningstar Mid-Cap ETF | 1.83% | 10.25% | 15.10% | 16.37% | -16.09% | 22.81% | 13.35% | 31.49% | -11.53% | 19.70% |
OEGYX Invesco Discovery Mid Cap Growth Fund | 5.36% | 5.08% | 24.38% | 13.24% | -30.92% | 18.76% | 40.53% | 39.33% | -6.50% | 28.34% |
Returns By Period
In the year-to-date period, IMCB achieves a 1.83% return, which is significantly lower than OEGYX's 5.36% return. Over the past 10 years, IMCB has underperformed OEGYX with an annualized return of 10.34%, while OEGYX has yielded a comparatively higher 12.15% annualized return.
IMCB
- 1D
- 0.68%
- 1M
- -4.84%
- YTD
- 1.83%
- 6M
- 1.98%
- 1Y
- 14.73%
- 3Y*
- 13.16%
- 5Y*
- 7.31%
- 10Y*
- 10.34%
OEGYX
- 1D
- 4.31%
- 1M
- -6.08%
- YTD
- 5.36%
- 6M
- 3.69%
- 1Y
- 25.10%
- 3Y*
- 14.00%
- 5Y*
- 4.38%
- 10Y*
- 12.15%
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IMCB vs. OEGYX - Expense Ratio Comparison
IMCB has a 0.04% expense ratio, which is lower than OEGYX's 0.78% expense ratio.
Return for Risk
IMCB vs. OEGYX — Risk / Return Rank
IMCB
OEGYX
IMCB vs. OEGYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Morningstar Mid-Cap ETF (IMCB) and Invesco Discovery Mid Cap Growth Fund (OEGYX). 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.
| IMCB | OEGYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.82 | 1.11 | -0.29 |
Sortino ratioReturn per unit of downside risk | 1.26 | 1.59 | -0.33 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.22 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.16 | 1.86 | -0.70 |
Martin ratioReturn relative to average drawdown | 5.34 | 7.22 | -1.88 |
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
| IMCB | OEGYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.82 | 1.11 | -0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 0.20 | +0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.56 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.36 | +0.11 |
Correlation
The correlation between IMCB and OEGYX is 0.87, 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
IMCB vs. OEGYX - Dividend Comparison
IMCB's dividend yield for the trailing twelve months is around 1.37%, less than OEGYX's 7.07% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IMCB iShares Morningstar Mid-Cap ETF | 1.37% | 1.42% | 1.43% | 1.55% | 1.70% | 1.08% | 1.12% | 1.32% | 1.80% | 1.31% | 1.79% | 1.47% |
OEGYX Invesco Discovery Mid Cap Growth Fund | 7.07% | 7.45% | 4.13% | 0.00% | 0.00% | 16.02% | 3.08% | 3.85% | 9.31% | 8.34% | 0.81% | 3.88% |
Drawdowns
IMCB vs. OEGYX - Drawdown Comparison
The maximum IMCB drawdown since its inception was -58.80%, which is greater than OEGYX's maximum drawdown of -53.44%. Use the drawdown chart below to compare losses from any high point for IMCB and OEGYX.
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Drawdown Indicators
| IMCB | OEGYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.80% | -53.44% | -5.36% |
Max Drawdown (1Y)Largest decline over 1 year | -12.92% | -12.88% | -0.04% |
Max Drawdown (5Y)Largest decline over 5 years | -25.15% | -39.25% | +14.10% |
Max Drawdown (10Y)Largest decline over 10 years | -40.99% | -39.25% | -1.74% |
Current DrawdownCurrent decline from peak | -5.09% | -6.26% | +1.17% |
Average DrawdownAverage peak-to-trough decline | -7.79% | -12.58% | +4.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.81% | 3.32% | -0.51% |
Volatility
IMCB vs. OEGYX - Volatility Comparison
The current volatility for iShares Morningstar Mid-Cap ETF (IMCB) is 5.23%, while Invesco Discovery Mid Cap Growth Fund (OEGYX) has a volatility of 10.11%. This indicates that IMCB experiences smaller price fluctuations and is considered to be less risky than OEGYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IMCB | OEGYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.23% | 10.11% | -4.88% |
Volatility (6M)Calculated over the trailing 6-month period | 9.98% | 16.55% | -6.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.98% | 23.88% | -5.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.56% | 22.00% | -4.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.62% | 21.89% | -2.27% |