PortfoliosLab logoPortfoliosLab logo
ODMAX vs. IEFA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ODMAX vs. IEFA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Developing Markets Fund (ODMAX) and iShares Core MSCI EAFE ETF (IEFA). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

ODMAX vs. IEFA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ODMAX
Invesco Developing Markets Fund
2.97%28.34%-1.39%11.17%-25.16%-7.54%17.22%24.02%-12.14%34.77%
IEFA
iShares Core MSCI EAFE ETF
2.74%32.08%3.26%17.95%-15.24%11.63%8.18%22.64%-14.14%26.57%

Returns By Period

In the year-to-date period, ODMAX achieves a 2.97% return, which is significantly higher than IEFA's 2.74% return. Over the past 10 years, ODMAX has underperformed IEFA with an annualized return of 6.05%, while IEFA has yielded a comparatively higher 9.02% annualized return.


ODMAX

1D
3.00%
1M
-8.13%
YTD
2.97%
6M
7.26%
1Y
28.57%
3Y*
9.19%
5Y*
-0.46%
10Y*
6.05%

IEFA

1D
1.52%
1M
-4.68%
YTD
2.74%
6M
6.58%
1Y
25.75%
3Y*
15.08%
5Y*
8.12%
10Y*
9.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


ODMAX vs. IEFA - Expense Ratio Comparison

ODMAX has a 1.24% expense ratio, which is higher than IEFA's 0.07% expense ratio.


Return for Risk

ODMAX vs. IEFA — Risk / Return Rank

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

ODMAX
ODMAX Risk / Return Rank: 8282
Overall Rank
ODMAX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
ODMAX Sortino Ratio Rank: 8383
Sortino Ratio Rank
ODMAX Omega Ratio Rank: 8080
Omega Ratio Rank
ODMAX Calmar Ratio Rank: 8484
Calmar Ratio Rank
ODMAX Martin Ratio Rank: 8181
Martin Ratio Rank

IEFA
IEFA Risk / Return Rank: 7878
Overall Rank
IEFA Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
IEFA Sortino Ratio Rank: 7979
Sortino Ratio Rank
IEFA Omega Ratio Rank: 7777
Omega Ratio Rank
IEFA Calmar Ratio Rank: 8080
Calmar Ratio Rank
IEFA Martin Ratio Rank: 7878
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.

ODMAX vs. IEFA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Developing Markets Fund (ODMAX) and iShares Core MSCI EAFE ETF (IEFA). 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.


ODMAXIEFADifference

Sharpe ratio

Return per unit of total volatility

1.68

1.46

+0.21

Sortino ratio

Return per unit of downside risk

2.22

2.07

+0.14

Omega ratio

Gain probability vs. loss probability

1.32

1.30

+0.02

Calmar ratio

Return relative to maximum drawdown

2.18

2.27

-0.09

Martin ratio

Return relative to average drawdown

8.51

8.75

-0.24

ODMAX vs. IEFA - Sharpe Ratio Comparison

The current ODMAX Sharpe Ratio is 1.68, which is comparable to the IEFA Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of ODMAX and IEFA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


ODMAXIEFADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.68

1.46

+0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.03

0.50

-0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

0.52

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.49

+0.02

Correlation

The correlation between ODMAX and IEFA is 0.75, 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

ODMAX vs. IEFA - Dividend Comparison

ODMAX's dividend yield for the trailing twelve months is around 40.35%, more than IEFA's 3.46% yield.


TTM20252024202320222021202020192018201720162015
ODMAX
Invesco Developing Markets Fund
40.35%41.55%0.01%0.53%0.57%5.01%0.00%2.12%0.28%0.30%0.23%0.43%
IEFA
iShares Core MSCI EAFE ETF
3.46%3.55%3.47%3.20%2.70%3.32%1.90%3.18%3.46%2.57%2.96%2.63%

Drawdowns

ODMAX vs. IEFA - Drawdown Comparison

The maximum ODMAX drawdown since its inception was -61.63%, which is greater than IEFA's maximum drawdown of -34.78%. Use the drawdown chart below to compare losses from any high point for ODMAX and IEFA.


Loading graphics...

Drawdown Indicators


ODMAXIEFADifference

Max Drawdown

Largest peak-to-trough decline

-61.63%

-34.78%

-26.85%

Max Drawdown (1Y)

Largest decline over 1 year

-12.08%

-11.50%

-0.58%

Max Drawdown (5Y)

Largest decline over 5 years

-45.46%

-30.41%

-15.05%

Max Drawdown (10Y)

Largest decline over 10 years

-46.23%

-34.78%

-11.45%

Current Drawdown

Current decline from peak

-9.44%

-6.75%

-2.69%

Average Drawdown

Average peak-to-trough decline

-14.66%

-6.74%

-7.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.09%

2.98%

+0.11%

Volatility

ODMAX vs. IEFA - Volatility Comparison

Invesco Developing Markets Fund (ODMAX) has a higher volatility of 8.46% compared to iShares Core MSCI EAFE ETF (IEFA) at 7.51%. This indicates that ODMAX's price experiences larger fluctuations and is considered to be riskier than IEFA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


ODMAXIEFADifference

Volatility (1M)

Calculated over the trailing 1-month period

8.46%

7.51%

+0.95%

Volatility (6M)

Calculated over the trailing 6-month period

12.92%

11.14%

+1.78%

Volatility (1Y)

Calculated over the trailing 1-year period

17.52%

17.67%

-0.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.60%

16.36%

+1.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.74%

17.24%

+0.50%