ODIIX vs. VTG
ODIIX (Invesco Discovery Fund Class R6) and VTG (Vanguard Total Treasury ETF) are both funds - ODIIX is a Small Cap Growth Equities fund actively managed by Invesco, while VTG is a Government Bonds fund tracking the Bloomberg U.S. Treasury Total Return Unhedged USD Index. ODIIX is actively managed, while VTG is passively managed. Over the past year, ODIIX returned 40.87% vs 3.39% for VTG. At a 0.20 correlation, their price movements are largely independent. ODIIX charges 0.65%/yr vs 0.03%/yr for VTG.
Performance
ODIIX vs. VTG - Performance Comparison
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Returns By Period
In the year-to-date period, ODIIX achieves a 25.47% return, which is significantly higher than VTG's -0.01% return.
ODIIX
- 1D
- -2.43%
- 1M
- -6.11%
- 6M
- 13.88%
- YTD
- 25.47%
- 1Y
- 40.87%
- 3Y*
- 22.27%
- 5Y*
- 10.14%
- 10Y*
- 16.01%
VTG
- 1D
- 0.09%
- 1M
- -0.10%
- 6M
- 0.01%
- YTD
- -0.01%
- 1Y
- 3.39%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ODIIX vs. VTG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
ODIIX Invesco Discovery Fund Class R6 | 25.47% | 14.30% |
VTG Vanguard Total Treasury ETF | -0.01% | 3.07% |
Correlation
The correlation between ODIIX and VTG is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Jul 9, 2025 | 0.20 |
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Return for Risk
ODIIX vs. VTG — Risk / Return Rank
ODIIX
VTG
ODIIX vs. VTG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Discovery Fund Class R6 (ODIIX) and Vanguard Total Treasury ETF (VTG). 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.
| ODIIX | VTG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.81 | ||
| Sortino ratioReturn per unit of downside risk | +0.98 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.17 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 4.31 | 1.18 | +3.13 |
| Martin ratioReturn relative to average drawdown | 14.80 | 3.02 | +11.78 |
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Drawdowns
ODIIX vs. VTG - Drawdown Comparison
The maximum ODIIX drawdown since its inception was -43.06%, which is greater than VTG's maximum drawdown of -2.89%. Use the drawdown chart below to compare losses from any high point for ODIIX and VTG.
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Drawdown Indicators
| ODIIX | VTG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.06% | -2.89% | -40.17% |
Max Drawdown (1Y)Largest decline over 1 year | -11.36% | -2.89% | -8.47% |
Max Drawdown (3Y)Largest decline over 3 years | -28.52% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -43.06% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -43.06% | — | — |
Current DrawdownCurrent decline from peak | -9.86% | -1.80% | -8.06% |
Average DrawdownAverage peak-to-trough decline | -10.11% | -0.84% | -9.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.14% | 1.13% | +2.01% |
Volatility
ODIIX vs. VTG - Volatility Comparison
Invesco Discovery Fund Class R6 (ODIIX) has a higher volatility of 9.04% compared to Vanguard Total Treasury ETF (VTG) at 1.03%. This indicates that ODIIX's price experiences larger fluctuations and is considered to be riskier than VTG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ODIIX | VTG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.04% | 1.03% | +8.01% |
Volatility (6M)Calculated over the trailing 6-month period | 22.00% | 2.65% | +19.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.56% | 3.51% | +24.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.96% | 3.52% | +22.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.08% | 3.52% | +21.56% |
ODIIX vs. VTG - Expense Ratio Comparison
ODIIX has a 0.65% expense ratio, which is higher than VTG's 0.03% expense ratio.
Dividends
ODIIX vs. VTG - Dividend Comparison
ODIIX's dividend yield for the trailing twelve months is around 7.92%, more than VTG's 3.54% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ODIIX Invesco Discovery Fund Class R6 | 7.92% | 9.94% | 5.27% | 0.00% | 0.00% | 16.15% | 9.22% | 5.40% | 16.05% | 10.90% | 3.86% | 6.15% |
VTG Vanguard Total Treasury ETF | 3.54% | 1.65% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ODIIX and VTG have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ODIIX has higher volatility (9.04%) compared to VTG (1.03%). In terms of maximum drawdown, ODIIX dropped -43.06% vs VTG's -2.89%.
ODIIX currently has the higher Sharpe Ratio (1.78 vs 0.97), 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.
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