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NTKLX vs. OPGIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NTKLX vs. OPGIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Voya Multi-Manager International Small Cap Fund (NTKLX) and Invesco Global Opportunities Fund Class A (OPGIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NTKLX achieves a 12.12% return, which is significantly lower than OPGIX's 14.00% return. Over the past 10 years, NTKLX has outperformed OPGIX with an annualized return of 10.19%, while OPGIX has yielded a comparatively lower 6.54% annualized return.


NTKLX

1D
0.28%
1M
0.35%
YTD
12.12%
6M
12.16%
1Y
28.87%
3Y*
19.23%
5Y*
8.94%
10Y*
10.19%

OPGIX

1D
0.95%
1M
1.87%
YTD
14.00%
6M
12.45%
1Y
19.10%
3Y*
3.95%
5Y*
-5.40%
10Y*
6.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NTKLX vs. OPGIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NTKLX
Voya Multi-Manager International Small Cap Fund
12.12%38.63%5.55%13.93%-18.71%15.50%15.38%24.29%-22.21%34.93%
OPGIX
Invesco Global Opportunities Fund Class A
14.00%7.12%-7.47%17.34%-41.63%0.02%39.82%27.74%-18.26%52.59%

Correlation

The correlation between NTKLX and OPGIX is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.75

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

0.76

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

0.81

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

0.79

Correlation (All Time)
Calculated using the full available price history since Aug 31, 1994

0.71

The correlation between NTKLX and OPGIX has been stable across timeframes, ranging from 0.71 to 0.81 - a consistent structural relationship.

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Return for Risk

NTKLX vs. OPGIX — Risk / Return Rank

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

NTKLX
NTKLX Risk / Return Rank: 5151
Overall Rank
NTKLX Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
NTKLX Sortino Ratio Rank: 5252
Sortino Ratio Rank
NTKLX Omega Ratio Rank: 5252
Omega Ratio Rank
NTKLX Calmar Ratio Rank: 4848
Calmar Ratio Rank
NTKLX Martin Ratio Rank: 4949
Martin Ratio Rank

OPGIX
OPGIX Risk / Return Rank: 2525
Overall Rank
OPGIX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
OPGIX Sortino Ratio Rank: 2020
Sortino Ratio Rank
OPGIX Omega Ratio Rank: 1919
Omega Ratio Rank
OPGIX Calmar Ratio Rank: 3232
Calmar Ratio Rank
OPGIX Martin Ratio Rank: 3434
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.

NTKLX vs. OPGIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya Multi-Manager International Small Cap Fund (NTKLX) and Invesco Global Opportunities Fund Class A (OPGIX). 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.


NTKLXOPGIXDifference
Sharpe ratioReturn per unit of total volatility

+0.85

Sortino ratioReturn per unit of downside risk

+1.03

Omega ratioGain probability vs. loss probability

1.36

1.21

+0.15

Calmar ratioReturn relative to maximum drawdown

2.53

2.02

+0.51

Martin ratioReturn relative to average drawdown

9.49

7.23

+2.26

NTKLX vs. OPGIX - Sharpe Ratio Comparison

The current NTKLX Sharpe Ratio is 2.02, which is higher than the OPGIX Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of NTKLX and OPGIX, 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

NTKLX vs. OPGIX - Drawdown Comparison

The maximum NTKLX drawdown since its inception was -68.61%, which is greater than OPGIX's maximum drawdown of -62.57%. Use the drawdown chart below to compare losses from any high point for NTKLX and OPGIX.


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Drawdown Indicators


NTKLXOPGIXDifference

Max Drawdown

Largest peak-to-trough decline

-68.61%

-62.57%

-6.04%

Max Drawdown (1Y)

Largest decline over 1 year

-12.78%

-10.08%

-2.70%

Max Drawdown (3Y)

Largest decline over 3 years

-13.71%

-25.17%

+11.46%

Max Drawdown (5Y)

Largest decline over 5 years

-34.03%

-52.49%

+18.46%

Max Drawdown (10Y)

Largest decline over 10 years

-44.56%

-54.65%

+10.09%

Current Drawdown

Current decline from peak

-1.62%

-32.50%

+30.88%

Average Drawdown

Average peak-to-trough decline

-19.55%

-15.75%

-3.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.25%

2.70%

+0.55%

Volatility

NTKLX vs. OPGIX - Volatility Comparison

Voya Multi-Manager International Small Cap Fund (NTKLX) and Invesco Global Opportunities Fund Class A (OPGIX) have volatilities of 5.82% and 5.96%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NTKLXOPGIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.82%

5.96%

-0.14%

Volatility (6M)

Calculated over the trailing 6-month period

13.32%

14.09%

-0.77%

Volatility (1Y)

Calculated over the trailing 1-year period

16.06%

17.51%

-1.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.02%

22.66%

-5.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.01%

22.59%

-5.58%

NTKLX vs. OPGIX - Expense Ratio Comparison

NTKLX has a 1.53% expense ratio, which is higher than OPGIX's 1.04% expense ratio.


Dividends

NTKLX vs. OPGIX - Dividend Comparison

NTKLX's dividend yield for the trailing twelve months is around 7.46%, more than OPGIX's 0.10% yield.


PositionTTM20252024202320222021202020192018201720162015
NTKLX
Voya Multi-Manager International Small Cap Fund
7.46%8.36%2.33%1.67%2.27%12.31%1.29%2.05%12.01%0.88%0.56%0.76%
OPGIX
Invesco Global Opportunities Fund Class A
0.10%0.11%0.01%0.00%0.00%5.29%8.95%6.16%10.87%2.32%7.86%0.66%

Frequently Asked Questions


NTKLX and OPGIX have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

OPGIX has higher volatility (5.96%) compared to NTKLX (5.82%). In terms of maximum drawdown, NTKLX dropped -68.61% vs OPGIX's -62.57%.

NTKLX currently has the higher Sharpe Ratio (2.02 vs 1.16), 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 NTKLX and OPGIX

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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