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ODVIX vs. FIQGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ODVIX vs. FIQGX - Performance Comparison

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

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ODVIX vs. FIQGX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
ODVIX
Invesco Developing Markets Fund Class R6
3.09%28.84%-0.98%11.55%-24.85%-7.17%17.66%24.58%-1.45%
FIQGX
Fidelity Advisor Emerging Markets Discovery Fund Class Z
6.15%31.96%-3.54%20.94%-11.74%6.86%17.11%19.81%-1.18%

Returns By Period

In the year-to-date period, ODVIX achieves a 3.09% return, which is significantly lower than FIQGX's 6.15% return.


ODVIX

1D
3.00%
1M
-8.11%
YTD
3.09%
6M
7.50%
1Y
29.09%
3Y*
9.63%
5Y*
-0.06%
10Y*
6.48%

FIQGX

1D
1.90%
1M
-6.09%
YTD
6.15%
6M
11.78%
1Y
36.85%
3Y*
15.79%
5Y*
7.98%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ODVIX vs. FIQGX - Expense Ratio Comparison

ODVIX has a 0.88% expense ratio, which is lower than FIQGX's 1.05% expense ratio.


Return for Risk

ODVIX vs. FIQGX — Risk / Return Rank

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

ODVIX
ODVIX Risk / Return Rank: 8383
Overall Rank
ODVIX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
ODVIX Sortino Ratio Rank: 8484
Sortino Ratio Rank
ODVIX Omega Ratio Rank: 8080
Omega Ratio Rank
ODVIX Calmar Ratio Rank: 8585
Calmar Ratio Rank
ODVIX Martin Ratio Rank: 8383
Martin Ratio Rank

FIQGX
FIQGX Risk / Return Rank: 9696
Overall Rank
FIQGX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
FIQGX Sortino Ratio Rank: 9595
Sortino Ratio Rank
FIQGX Omega Ratio Rank: 9494
Omega Ratio Rank
FIQGX Calmar Ratio Rank: 9696
Calmar Ratio Rank
FIQGX Martin Ratio Rank: 9595
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. FIQGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Developing Markets Fund Class R6 (ODVIX) and Fidelity Advisor Emerging Markets Discovery Fund Class Z (FIQGX). 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.


ODVIXFIQGXDifference

Sharpe ratio

Return per unit of total volatility

1.71

2.64

-0.93

Sortino ratio

Return per unit of downside risk

2.25

3.28

-1.03

Omega ratio

Gain probability vs. loss probability

1.33

1.50

-0.18

Calmar ratio

Return relative to maximum drawdown

2.22

3.70

-1.47

Martin ratio

Return relative to average drawdown

8.70

14.41

-5.71

ODVIX vs. FIQGX - Sharpe Ratio Comparison

The current ODVIX Sharpe Ratio is 1.71, which is lower than the FIQGX Sharpe Ratio of 2.64. The chart below compares the historical Sharpe Ratios of ODVIX and FIQGX, 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


ODVIXFIQGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.71

2.64

-0.93

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.00

0.57

-0.58

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.64

-0.32

Correlation

The correlation between ODVIX and FIQGX is 0.86, 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. FIQGX - Dividend Comparison

ODVIX's dividend yield for the trailing twelve months is around 42.34%, more than FIQGX's 4.59% yield.


TTM20252024202320222021202020192018201720162015
ODVIX
Invesco Developing Markets Fund Class R6
42.34%43.65%0.42%0.95%1.18%5.56%0.35%2.61%0.80%0.73%0.72%0.99%
FIQGX
Fidelity Advisor Emerging Markets Discovery Fund Class Z
4.59%4.87%4.07%2.20%1.86%12.04%0.71%1.22%2.16%0.00%0.00%0.00%

Drawdowns

ODVIX vs. FIQGX - Drawdown Comparison

The maximum ODVIX drawdown since its inception was -45.88%, which is greater than FIQGX's maximum drawdown of -38.41%. Use the drawdown chart below to compare losses from any high point for ODVIX and FIQGX.


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Drawdown Indicators


ODVIXFIQGXDifference

Max Drawdown

Largest peak-to-trough decline

-45.88%

-38.41%

-7.47%

Max Drawdown (1Y)

Largest decline over 1 year

-12.05%

-9.94%

-2.11%

Max Drawdown (5Y)

Largest decline over 5 years

-45.17%

-27.36%

-17.81%

Max Drawdown (10Y)

Largest decline over 10 years

-45.88%

Current Drawdown

Current decline from peak

-9.42%

-7.83%

-1.59%

Average Drawdown

Average peak-to-trough decline

-14.72%

-7.02%

-7.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.08%

2.55%

+0.53%

Volatility

ODVIX vs. FIQGX - Volatility Comparison

Invesco Developing Markets Fund Class R6 (ODVIX) has a higher volatility of 8.44% compared to Fidelity Advisor Emerging Markets Discovery Fund Class Z (FIQGX) at 6.78%. This indicates that ODVIX's price experiences larger fluctuations and is considered to be riskier than FIQGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ODVIXFIQGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.44%

6.78%

+1.66%

Volatility (6M)

Calculated over the trailing 6-month period

12.90%

9.92%

+2.98%

Volatility (1Y)

Calculated over the trailing 1-year period

17.51%

14.45%

+3.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.60%

14.01%

+3.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.75%

16.77%

+0.98%