MISIX vs. OGIIX
Compare and contrast key facts about Victory Trivalent International Small-Cap Fund Class I (MISIX) and Invesco Global Opportunities Fund Class R6 (OGIIX).
MISIX is managed by Victory Capital. OGIIX is managed by Invesco. It was launched on Jan 27, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MISIX or OGIIX.
Key characteristics
| MISIX | OGIIX | |
|---|---|---|
| YTD Return | 8.62% | -0.21% |
| 1Y Return | 21.37% | 19.10% |
| 3Y Return (Ann) | -4.40% | -14.94% |
| 5Y Return (Ann) | 4.37% | -2.95% |
| 10Y Return (Ann) | 5.37% | 3.16% |
| Sharpe Ratio | 1.49 | 1.17 |
| Sortino Ratio | 2.10 | 1.68 |
| Omega Ratio | 1.27 | 1.20 |
| Calmar Ratio | 0.72 | 0.36 |
| Martin Ratio | 8.22 | 3.89 |
| Ulcer Index | 2.59% | 4.75% |
| Daily Std Dev | 14.26% | 15.80% |
| Max Drawdown | -67.62% | -56.63% |
| Current Drawdown | -14.31% | -42.74% |
Correlation
The correlation between MISIX and OGIIX is 0.78, 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.
Performance
MISIX vs. OGIIX - Performance Comparison
In the year-to-date period, MISIX achieves a 8.62% return, which is significantly higher than OGIIX's -0.21% return. Over the past 10 years, MISIX has outperformed OGIIX with an annualized return of 5.37%, while OGIIX has yielded a comparatively lower 3.16% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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MISIX vs. OGIIX - Expense Ratio Comparison
MISIX has a 0.97% expense ratio, which is higher than OGIIX's 0.73% expense ratio.
Risk-Adjusted Performance
MISIX vs. OGIIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Victory Trivalent International Small-Cap Fund Class I (MISIX) and Invesco Global Opportunities Fund Class R6 (OGIIX). 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.
Dividends
MISIX vs. OGIIX - Dividend Comparison
MISIX's dividend yield for the trailing twelve months is around 1.75%, while OGIIX has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MISIX Victory Trivalent International Small-Cap Fund Class I | 1.75% | 1.90% | 1.12% | 1.74% | 0.40% | 1.99% | 1.28% | 1.29% | 1.56% | 1.20% | 7.85% | 1.94% |
OGIIX Invesco Global Opportunities Fund Class R6 | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.72% | 0.52% | 0.72% | 0.00% |
Drawdowns
MISIX vs. OGIIX - Drawdown Comparison
The maximum MISIX drawdown since its inception was -67.62%, which is greater than OGIIX's maximum drawdown of -56.63%. Use the drawdown chart below to compare losses from any high point for MISIX and OGIIX. For additional features, visit the drawdowns tool.
Volatility
MISIX vs. OGIIX - Volatility Comparison
The current volatility for Victory Trivalent International Small-Cap Fund Class I (MISIX) is 3.35%, while Invesco Global Opportunities Fund Class R6 (OGIIX) has a volatility of 3.85%. This indicates that MISIX experiences smaller price fluctuations and is considered to be less risky than OGIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.