OEGAX vs. VBK
Compare and contrast key facts about Invesco Discovery Mid Cap Growth Fund Class A (OEGAX) and Vanguard Small-Cap Growth ETF (VBK).
OEGAX is an actively managed fund by Invesco. It was launched on Nov 1, 2000. VBK is a passively managed fund by Vanguard that tracks the performance of the CRSP US Small Cap Growth Index. It was launched on Jan 26, 2004.
Performance
OEGAX vs. VBK - Performance Comparison
Loading graphics...
OEGAX vs. VBK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
VBK Vanguard Small-Cap Growth ETF | 0.16% | 8.50% | 16.50% | 21.45% | -28.44% | 5.66% | 35.44% | 32.75% | -5.70% | 21.87% |
Returns By Period
In the year-to-date period, OEGAX achieves a 0.93% return, which is significantly higher than VBK's 0.16% return. Over the past 10 years, OEGAX has outperformed VBK with an annualized return of 11.40%, while VBK has yielded a comparatively lower 10.46% annualized return.
OEGAX
- 1D
- -2.41%
- 1M
- -10.13%
- YTD
- 0.93%
- 6M
- -0.96%
- 1Y
- 20.80%
- 3Y*
- 12.14%
- 5Y*
- 3.64%
- 10Y*
- 11.40%
VBK
- 1D
- 4.37%
- 1M
- -5.52%
- YTD
- 0.16%
- 6M
- 1.80%
- 1Y
- 20.70%
- 3Y*
- 12.47%
- 5Y*
- 2.16%
- 10Y*
- 10.46%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
OEGAX vs. VBK - Expense Ratio Comparison
OEGAX has a 1.05% expense ratio, which is higher than VBK's 0.07% expense ratio.
Return for Risk
OEGAX vs. VBK — Risk / Return Rank
OEGAX
VBK
OEGAX vs. VBK - 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 Vanguard Small-Cap Growth ETF (VBK). 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.
| OEGAX | VBK | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.97 | 0.85 | +0.12 |
Sortino ratioReturn per unit of downside risk | 1.46 | 1.34 | +0.12 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.18 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 0.24 | 1.38 | -1.14 |
Martin ratioReturn relative to average drawdown | 0.84 | 5.52 | -4.68 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| OEGAX | VBK | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 0.85 | +0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.17 | 0.09 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.46 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.40 | -0.06 |
Correlation
The correlation between OEGAX and VBK is 0.92, 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. VBK - Dividend Comparison
OEGAX's dividend yield for the trailing twelve months is around 9.01%, more than VBK's 0.52% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VBK Vanguard Small-Cap Growth ETF | 0.52% | 0.54% | 0.54% | 0.68% | 0.55% | 0.36% | 0.44% | 0.57% | 0.79% | 0.82% | 1.08% | 0.98% |
Drawdowns
OEGAX vs. VBK - Drawdown Comparison
The maximum OEGAX drawdown since its inception was -53.73%, smaller than the maximum VBK drawdown of -58.68%. Use the drawdown chart below to compare losses from any high point for OEGAX and VBK.
Loading graphics...
Drawdown Indicators
| OEGAX | VBK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.73% | -58.68% | +4.95% |
Max Drawdown (1Y)Largest decline over 1 year | -12.87% | -14.56% | +1.69% |
Max Drawdown (5Y)Largest decline over 5 years | -39.38% | -38.39% | -0.99% |
Max Drawdown (10Y)Largest decline over 10 years | -39.38% | -38.70% | -0.68% |
Current DrawdownCurrent decline from peak | -10.16% | -7.57% | -2.59% |
Average DrawdownAverage peak-to-trough decline | -12.86% | -10.22% | -2.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.16% | 3.65% | +2.51% |
Volatility
OEGAX vs. VBK - Volatility Comparison
The current volatility for Invesco Discovery Mid Cap Growth Fund Class A (OEGAX) is 7.85%, while Vanguard Small-Cap Growth ETF (VBK) has a volatility of 8.73%. This indicates that OEGAX experiences smaller price fluctuations and is considered to be less risky than VBK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| OEGAX | VBK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.85% | 8.73% | -0.88% |
Volatility (6M)Calculated over the trailing 6-month period | 15.99% | 15.41% | +0.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.27% | 24.44% | -0.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.03% | 23.49% | -1.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.92% | 22.80% | -0.88% |