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ODVIX vs. DEMAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ODVIX vs. DEMAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Developing Markets Fund Class R6 (ODVIX) and Nomura Emerging Markets Fund Class A (DEMAX). The values are adjusted to include any dividend payments, if applicable.

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ODVIX vs. DEMAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ODVIX
Invesco Developing Markets Fund Class R6
0.09%28.84%-0.98%11.55%-24.85%-7.17%17.66%24.58%-11.78%35.33%
DEMAX
Nomura Emerging Markets Fund Class A
13.26%86.33%6.25%17.34%-28.85%-2.32%25.54%24.05%-17.32%41.62%

Returns By Period

In the year-to-date period, ODVIX achieves a 0.09% return, which is significantly lower than DEMAX's 13.26% return. Over the past 10 years, ODVIX has underperformed DEMAX with an annualized return of 6.16%, while DEMAX has yielded a comparatively higher 14.09% annualized return.


ODVIX

1D
-0.64%
1M
-11.64%
YTD
0.09%
6M
5.06%
1Y
25.81%
3Y*
8.56%
5Y*
-0.30%
10Y*
6.16%

DEMAX

1D
0.97%
1M
-18.27%
YTD
13.26%
6M
43.25%
1Y
104.18%
3Y*
34.89%
5Y*
12.22%
10Y*
14.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ODVIX vs. DEMAX - Expense Ratio Comparison

ODVIX has a 0.88% expense ratio, which is lower than DEMAX's 1.42% expense ratio.


Return for Risk

ODVIX vs. DEMAX — Risk / Return Rank

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

ODVIX
ODVIX Risk / Return Rank: 7878
Overall Rank
ODVIX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
ODVIX Sortino Ratio Rank: 7979
Sortino Ratio Rank
ODVIX Omega Ratio Rank: 7575
Omega Ratio Rank
ODVIX Calmar Ratio Rank: 7979
Calmar Ratio Rank
ODVIX Martin Ratio Rank: 7777
Martin Ratio Rank

DEMAX
DEMAX Risk / Return Rank: 9797
Overall Rank
DEMAX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
DEMAX Sortino Ratio Rank: 9595
Sortino Ratio Rank
DEMAX Omega Ratio Rank: 9595
Omega Ratio Rank
DEMAX Calmar Ratio Rank: 9898
Calmar Ratio Rank
DEMAX Martin Ratio Rank: 9898
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.

ODVIX vs. DEMAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Developing Markets Fund Class R6 (ODVIX) and Nomura Emerging Markets Fund Class A (DEMAX). 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.


ODVIXDEMAXDifference

Sharpe ratio

Return per unit of total volatility

1.47

3.10

-1.63

Sortino ratio

Return per unit of downside risk

1.96

3.27

-1.31

Omega ratio

Gain probability vs. loss probability

1.28

1.50

-0.22

Calmar ratio

Return relative to maximum drawdown

1.86

4.78

-2.92

Martin ratio

Return relative to average drawdown

7.46

18.45

-11.00

ODVIX vs. DEMAX - Sharpe Ratio Comparison

The current ODVIX Sharpe Ratio is 1.47, which is lower than the DEMAX Sharpe Ratio of 3.10. The chart below compares the historical Sharpe Ratios of ODVIX and DEMAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ODVIXDEMAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.47

3.10

-1.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.02

0.53

-0.55

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

0.64

-0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.43

-0.13

Correlation

The correlation between ODVIX and DEMAX is 0.87, 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

ODVIX vs. DEMAX - Dividend Comparison

ODVIX's dividend yield for the trailing twelve months is around 43.61%, more than DEMAX's 16.80% yield.


TTM20252024202320222021202020192018201720162015
ODVIX
Invesco Developing Markets Fund Class R6
43.61%43.65%0.42%0.95%1.18%5.56%0.35%2.61%0.80%0.73%0.72%0.99%
DEMAX
Nomura Emerging Markets Fund Class A
16.80%19.03%1.74%2.76%1.60%3.16%0.56%0.57%0.34%1.59%0.70%0.03%

Drawdowns

ODVIX vs. DEMAX - Drawdown Comparison

The maximum ODVIX drawdown since its inception was -45.88%, smaller than the maximum DEMAX drawdown of -63.23%. Use the drawdown chart below to compare losses from any high point for ODVIX and DEMAX.


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Drawdown Indicators


ODVIXDEMAXDifference

Max Drawdown

Largest peak-to-trough decline

-45.88%

-63.23%

+17.35%

Max Drawdown (1Y)

Largest decline over 1 year

-12.05%

-20.32%

+8.27%

Max Drawdown (5Y)

Largest decline over 5 years

-45.17%

-44.15%

-1.02%

Max Drawdown (10Y)

Largest decline over 10 years

-45.88%

-46.51%

+0.63%

Current Drawdown

Current decline from peak

-12.05%

-19.55%

+7.50%

Average Drawdown

Average peak-to-trough decline

-14.72%

-18.84%

+4.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.22%

5.27%

-2.05%

Volatility

ODVIX vs. DEMAX - Volatility Comparison

The current volatility for Invesco Developing Markets Fund Class R6 (ODVIX) is 7.68%, while Nomura Emerging Markets Fund Class A (DEMAX) has a volatility of 19.13%. This indicates that ODVIX experiences smaller price fluctuations and is considered to be less risky than DEMAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ODVIXDEMAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.68%

19.13%

-11.45%

Volatility (6M)

Calculated over the trailing 6-month period

12.60%

28.50%

-15.90%

Volatility (1Y)

Calculated over the trailing 1-year period

17.30%

33.35%

-16.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.55%

23.12%

-5.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.73%

21.94%

-4.21%