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IVNQX vs. OPGSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IVNQX vs. OPGSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Nasdaq 100 Index Fund (IVNQX) and Invesco Gold & Special Minerals Fund (OPGSX). The values are adjusted to include any dividend payments, if applicable.

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IVNQX vs. OPGSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
IVNQX
Invesco Nasdaq 100 Index Fund
-5.88%20.77%25.43%54.62%-32.05%26.75%8.46%
OPGSX
Invesco Gold & Special Minerals Fund
6.89%131.03%13.05%6.35%-16.86%-2.75%-5.51%

Returns By Period

In the year-to-date period, IVNQX achieves a -5.88% return, which is significantly lower than OPGSX's 6.89% return.


IVNQX

1D
3.42%
1M
-4.94%
YTD
-5.88%
6M
-4.11%
1Y
22.78%
3Y*
22.26%
5Y*
12.94%
10Y*

OPGSX

1D
6.42%
1M
-19.81%
YTD
6.89%
6M
19.86%
1Y
93.74%
3Y*
39.06%
5Y*
20.64%
10Y*
18.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IVNQX vs. OPGSX - Expense Ratio Comparison

IVNQX has a 0.29% expense ratio, which is lower than OPGSX's 1.05% expense ratio.


Return for Risk

IVNQX vs. OPGSX — Risk / Return Rank

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

IVNQX
IVNQX Risk / Return Rank: 6161
Overall Rank
IVNQX Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
IVNQX Sortino Ratio Rank: 6262
Sortino Ratio Rank
IVNQX Omega Ratio Rank: 5757
Omega Ratio Rank
IVNQX Calmar Ratio Rank: 6868
Calmar Ratio Rank
IVNQX Martin Ratio Rank: 6262
Martin Ratio Rank

OPGSX
OPGSX Risk / Return Rank: 9494
Overall Rank
OPGSX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
OPGSX Sortino Ratio Rank: 9292
Sortino Ratio Rank
OPGSX Omega Ratio Rank: 8989
Omega Ratio Rank
OPGSX Calmar Ratio Rank: 9797
Calmar Ratio Rank
OPGSX Martin Ratio Rank: 9797
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.

IVNQX vs. OPGSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Nasdaq 100 Index Fund (IVNQX) 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.


IVNQXOPGSXDifference

Sharpe ratio

Return per unit of total volatility

1.06

2.49

-1.43

Sortino ratio

Return per unit of downside risk

1.65

2.77

-1.12

Omega ratio

Gain probability vs. loss probability

1.23

1.40

-0.17

Calmar ratio

Return relative to maximum drawdown

1.63

3.94

-2.31

Martin ratio

Return relative to average drawdown

6.05

15.50

-9.45

IVNQX vs. OPGSX - Sharpe Ratio Comparison

The current IVNQX Sharpe Ratio is 1.06, which is lower than the OPGSX Sharpe Ratio of 2.49. The chart below compares the historical Sharpe Ratios of IVNQX 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


IVNQXOPGSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.06

2.49

-1.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.64

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.26

+0.37

Correlation

The correlation between IVNQX and OPGSX is 0.31, 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

IVNQX vs. OPGSX - Dividend Comparison

IVNQX's dividend yield for the trailing twelve months is around 1.39%, more than OPGSX's 0.40% yield.


TTM2025202420232022202120202019201820172016
IVNQX
Invesco Nasdaq 100 Index Fund
1.39%1.31%0.72%0.54%0.73%0.84%0.19%0.00%0.00%0.00%0.00%
OPGSX
Invesco Gold & Special Minerals Fund
0.40%0.43%0.86%0.81%0.45%3.56%1.55%0.29%0.00%2.78%7.21%

Drawdowns

IVNQX vs. OPGSX - Drawdown Comparison

The maximum IVNQX drawdown since its inception was -34.83%, smaller than the maximum OPGSX drawdown of -80.04%. Use the drawdown chart below to compare losses from any high point for IVNQX and OPGSX.


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Drawdown Indicators


IVNQXOPGSXDifference

Max Drawdown

Largest peak-to-trough decline

-34.83%

-80.04%

+45.21%

Max Drawdown (1Y)

Largest decline over 1 year

-12.56%

-29.01%

+16.45%

Max Drawdown (5Y)

Largest decline over 5 years

-34.83%

-47.09%

+12.26%

Max Drawdown (10Y)

Largest decline over 10 years

-47.09%

Current Drawdown

Current decline from peak

-8.94%

-19.81%

+10.87%

Average Drawdown

Average peak-to-trough decline

-8.45%

-29.33%

+20.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.39%

7.38%

-3.99%

Volatility

IVNQX vs. OPGSX - Volatility Comparison

The current volatility for Invesco Nasdaq 100 Index Fund (IVNQX) is 6.55%, while Invesco Gold & Special Minerals Fund (OPGSX) has a volatility of 16.75%. This indicates that IVNQX 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


IVNQXOPGSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.55%

16.75%

-10.20%

Volatility (6M)

Calculated over the trailing 6-month period

12.88%

35.48%

-22.60%

Volatility (1Y)

Calculated over the trailing 1-year period

22.53%

43.40%

-20.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.51%

33.09%

-10.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.56%

32.99%

-10.43%