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OEGAX vs. VADDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OEGAX vs. VADDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Discovery Mid Cap Growth Fund Class A (OEGAX) and Invesco Equally-Weighted S&P 500 Fund (VADDX). The values are adjusted to include any dividend payments, if applicable.

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OEGAX vs. VADDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OEGAX
Invesco Discovery Mid Cap Growth Fund Class A
0.93%4.85%24.09%12.96%-31.09%18.44%40.12%38.98%-6.72%27.95%
VADDX
Invesco Equally-Weighted S&P 500 Fund
0.61%11.16%12.68%13.58%-11.86%29.27%12.56%28.92%-7.96%18.55%

Returns By Period

In the year-to-date period, OEGAX achieves a 0.93% return, which is significantly higher than VADDX's 0.61% return. Both investments have delivered pretty close results over the past 10 years, with OEGAX having a 11.40% annualized return and VADDX not far behind at 10.94%.


OEGAX

1D
-2.41%
1M
-9.98%
YTD
0.93%
6M
-0.73%
1Y
19.68%
3Y*
12.14%
5Y*
3.64%
10Y*
11.40%

VADDX

1D
2.06%
1M
-5.82%
YTD
0.61%
6M
1.75%
1Y
12.48%
3Y*
11.64%
5Y*
7.70%
10Y*
10.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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OEGAX vs. VADDX - Expense Ratio Comparison

OEGAX has a 1.05% expense ratio, which is higher than VADDX's 0.27% expense ratio.


Return for Risk

OEGAX vs. VADDX — Risk / Return Rank

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

OEGAX
OEGAX Risk / Return Rank: 3333
Overall Rank
OEGAX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
OEGAX Sortino Ratio Rank: 5151
Sortino Ratio Rank
OEGAX Omega Ratio Rank: 4545
Omega Ratio Rank
OEGAX Calmar Ratio Rank: 1010
Calmar Ratio Rank
OEGAX Martin Ratio Rank: 1111
Martin Ratio Rank

VADDX
VADDX Risk / Return Rank: 3232
Overall Rank
VADDX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
VADDX Sortino Ratio Rank: 3131
Sortino Ratio Rank
VADDX Omega Ratio Rank: 3030
Omega Ratio Rank
VADDX Calmar Ratio Rank: 3131
Calmar Ratio Rank
VADDX Martin Ratio Rank: 3838
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.

OEGAX vs. VADDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Discovery Mid Cap Growth Fund Class A (OEGAX) and Invesco Equally-Weighted S&P 500 Fund (VADDX). 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.


OEGAXVADDXDifference

Sharpe ratio

Return per unit of total volatility

0.97

0.74

+0.23

Sortino ratio

Return per unit of downside risk

1.46

1.15

+0.31

Omega ratio

Gain probability vs. loss probability

1.20

1.16

+0.04

Calmar ratio

Return relative to maximum drawdown

0.24

0.93

-0.70

Martin ratio

Return relative to average drawdown

0.84

4.21

-3.37

OEGAX vs. VADDX - Sharpe Ratio Comparison

The current OEGAX Sharpe Ratio is 0.97, which is higher than the VADDX Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of OEGAX and VADDX, 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


OEGAXVADDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

0.74

+0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

0.48

-0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.59

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.46

-0.12

Correlation

The correlation between OEGAX and VADDX is 0.83, 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

OEGAX vs. VADDX - Dividend Comparison

OEGAX's dividend yield for the trailing twelve months is around 9.01%, less than VADDX's 10.03% yield.


TTM20252024202320222021202020192018201720162015
OEGAX
Invesco Discovery Mid Cap Growth Fund Class A
9.01%9.10%4.95%0.00%0.00%18.94%3.55%4.40%10.54%9.32%0.89%4.27%
VADDX
Invesco Equally-Weighted S&P 500 Fund
10.03%10.09%8.88%4.86%8.45%9.92%6.38%4.68%7.13%2.97%0.30%2.98%

Drawdowns

OEGAX vs. VADDX - Drawdown Comparison

The maximum OEGAX drawdown since its inception was -53.73%, smaller than the maximum VADDX drawdown of -60.12%. Use the drawdown chart below to compare losses from any high point for OEGAX and VADDX.


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Drawdown Indicators


OEGAXVADDXDifference

Max Drawdown

Largest peak-to-trough decline

-53.73%

-60.12%

+6.39%

Max Drawdown (1Y)

Largest decline over 1 year

-12.87%

-12.61%

-0.26%

Max Drawdown (5Y)

Largest decline over 5 years

-39.38%

-21.58%

-17.80%

Max Drawdown (10Y)

Largest decline over 10 years

-39.38%

-39.39%

+0.01%

Current Drawdown

Current decline from peak

-10.16%

-5.99%

-4.17%

Average Drawdown

Average peak-to-trough decline

-12.86%

-7.03%

-5.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.16%

2.80%

+3.36%

Volatility

OEGAX vs. VADDX - Volatility Comparison

Invesco Discovery Mid Cap Growth Fund Class A (OEGAX) has a higher volatility of 7.85% compared to Invesco Equally-Weighted S&P 500 Fund (VADDX) at 4.48%. This indicates that OEGAX's price experiences larger fluctuations and is considered to be riskier than VADDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OEGAXVADDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.85%

4.48%

+3.37%

Volatility (6M)

Calculated over the trailing 6-month period

15.99%

8.88%

+7.11%

Volatility (1Y)

Calculated over the trailing 1-year period

24.27%

17.25%

+7.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.03%

16.30%

+5.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.92%

18.54%

+3.38%