PortfoliosLab logo
ODMAX vs. VWO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ODMAX and VWO is 0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

ODMAX vs. VWO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Developing Markets Fund (ODMAX) and Vanguard FTSE Emerging Markets ETF (VWO). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Daily Std Dev

ODMAX:

7.05%

VWO:

18.47%

Max Drawdown

ODMAX:

-0.64%

VWO:

-67.68%

Current Drawdown

ODMAX:

-0.15%

VWO:

-6.42%

Returns By Period


ODMAX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VWO

YTD

5.12%

1M

7.31%

6M

1.33%

1Y

9.84%

5Y*

8.33%

10Y*

3.52%

*Annualized

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. VWO - Expense Ratio Comparison

ODMAX has a 1.24% expense ratio, which is higher than VWO's 0.08% expense ratio.


Risk-Adjusted Performance

ODMAX vs. VWO — Risk-Adjusted Performance Rank

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

ODMAX
The Risk-Adjusted Performance Rank of ODMAX is 2020
Overall Rank
The Sharpe Ratio Rank of ODMAX is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of ODMAX is 2020
Sortino Ratio Rank
The Omega Ratio Rank of ODMAX is 2020
Omega Ratio Rank
The Calmar Ratio Rank of ODMAX is 2121
Calmar Ratio Rank
The Martin Ratio Rank of ODMAX is 2020
Martin Ratio Rank

VWO
The Risk-Adjusted Performance Rank of VWO is 6868
Overall Rank
The Sharpe Ratio Rank of VWO is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of VWO is 6969
Sortino Ratio Rank
The Omega Ratio Rank of VWO is 6767
Omega Ratio Rank
The Calmar Ratio Rank of VWO is 7272
Calmar Ratio Rank
The Martin Ratio Rank of VWO is 6464
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ODMAX vs. VWO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Developing Markets Fund (ODMAX) and Vanguard FTSE Emerging Markets ETF (VWO). 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.



Loading data...

Dividends

ODMAX vs. VWO - Dividend Comparison

ODMAX has not paid dividends to shareholders, while VWO's dividend yield for the trailing twelve months is around 3.06%.


TTM20242023202220212020201920182017201620152014
ODMAX
Invesco Developing Markets Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VWO
Vanguard FTSE Emerging Markets ETF
3.06%3.20%3.52%4.11%2.63%1.91%3.24%2.88%2.30%2.52%3.26%2.86%

Drawdowns

ODMAX vs. VWO - Drawdown Comparison

The maximum ODMAX drawdown since its inception was -0.64%, smaller than the maximum VWO drawdown of -67.68%. Use the drawdown chart below to compare losses from any high point for ODMAX and VWO. For additional features, visit the drawdowns tool.


Loading data...

Volatility

ODMAX vs. VWO - Volatility Comparison


Loading data...