OEGYX vs. AGNCP

Last updated Apr 2, 2026

Compare and contrast key facts about Invesco Discovery Mid Cap Growth Fund (OEGYX) and AGNC Investment Corp. Series F Preferred Stock (AGNCP).

OEGYX is managed by Invesco. It was launched on Nov 1, 2000.

Performance

OEGYX vs. AGNCP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Discovery Mid Cap Growth Fund (OEGYX) and AGNC Investment Corp. Series F Preferred Stock (AGNCP). The values are adjusted to include any dividend payments, if applicable.

OEGYX vs. AGNCP - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
OEGYX Invesco Discovery Mid Cap Growth Fund	5.36%	5.08%	24.38%	13.24%	-30.92%	18.76%	33.12%
AGNCP AGNC Investment Corp. Series F Preferred Stock	-0.64%	8.44%	20.65%	21.41%	-17.79%	12.49%	2.16%

Returns By Period

In the year-to-date period, OEGYX achieves a 5.36% return, which is significantly higher than AGNCP's -0.64% return.

OEGYX

• 1D: 4.31%
• 1M: -6.08%
• YTD: 5.36%
• 6M: 3.69%
• 1Y: 25.10%
• 3Y*: 14.00%
• 5Y*: 4.38%
• 10Y*: 12.15%

AGNCP

• 1D: 0.46%
• 1M: -2.39%
• YTD: -0.64%
• 6M: -0.03%
• 1Y: 4.38%
• 3Y*: 15.21%
• 5Y*: 7.57%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

OEGYX vs. AGNCP — Risk / Return Rank

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

OEGYX

OEGYX Risk / Return Rank: 62
OEGYX Sharpe Ratio Rank: 57
OEGYX Sortino Ratio Rank: 56
OEGYX Omega Ratio Rank: 50
OEGYX Calmar Ratio Rank: 74
OEGYX Martin Ratio Rank: 71

AGNCP

AGNCP Risk / Return Rank: 61
AGNCP Sharpe Ratio Rank: 64
AGNCP Sortino Ratio Rank: 53
AGNCP Omega Ratio Rank: 58
AGNCP Calmar Ratio Rank: 59
AGNCP Martin Ratio Rank: 72

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.

OEGYX vs. AGNCP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Discovery Mid Cap Growth Fund (OEGYX) and AGNC Investment Corp. Series F Preferred Stock (AGNCP). 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.

	OEGYX	AGNCP	Difference
Sharpe ratio Return per unit of total volatility	1.11	0.69	+0.42
Sortino ratio Return per unit of downside risk	1.59	0.98	+0.61
Omega ratio Gain probability vs. loss probability	1.22	1.16	+0.06
Calmar ratio Return relative to maximum drawdown	1.86	0.88	+0.98
Martin ratio Return relative to average drawdown	7.22	4.40	+2.81
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

OEGYX vs. AGNCP - Sharpe Ratio Comparison

The current OEGYX Sharpe Ratio is 1.11, which is higher than the AGNCP Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of OEGYX and AGNCP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	OEGYX	AGNCP	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.11	0.69	+0.42
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.20	0.62	-0.42
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.56	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.36	0.21	+0.16

Correlation

The correlation between OEGYX and AGNCP is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

OEGYX vs. AGNCP - Dividend Comparison

OEGYX's dividend yield for the trailing twelve months is around 7.07%, less than AGNCP's 9.56% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
OEGYX Invesco Discovery Mid Cap Growth Fund	7.07%	7.45%	4.13%	0.00%	0.00%	16.02%	3.08%	3.85%	9.31%	8.34%	0.81%	3.88%
AGNCP AGNC Investment Corp. Series F Preferred Stock	9.56%	8.65%	6.21%	7.04%	7.94%	6.06%	5.95%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

OEGYX vs. AGNCP - Drawdown Comparison

The maximum OEGYX drawdown since its inception was -53.44%, smaller than the maximum AGNCP drawdown of -60.54%. Use the drawdown chart below to compare losses from any high point for OEGYX and AGNCP.

Drawdown Indicators

	OEGYX	AGNCP	Difference
Max Drawdown Largest peak-to-trough decline	-53.44%	-60.54%	+7.10%
Max Drawdown (1Y) Largest decline over 1 year	-12.88%	-5.52%	-7.36%
Max Drawdown (5Y) Largest decline over 5 years	-39.25%	-28.96%	-10.29%
Max Drawdown (10Y) Largest decline over 10 years	-39.25%	—	—
Current Drawdown Current decline from peak	-6.26%	-2.98%	-3.28%
Average Drawdown Average peak-to-trough decline	-12.58%	-5.28%	-7.30%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.32%	1.16%	+2.16%

Volatility

OEGYX vs. AGNCP - Volatility Comparison

Invesco Discovery Mid Cap Growth Fund (OEGYX) has a higher volatility of 10.11% compared to AGNC Investment Corp. Series F Preferred Stock (AGNCP) at 1.46%. This indicates that OEGYX's price experiences larger fluctuations and is considered to be riskier than AGNCP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	OEGYX	AGNCP	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.11%	1.46%	+8.65%
Volatility (6M) Calculated over the trailing 6-month period	16.55%	2.50%	+14.05%
Volatility (1Y) Calculated over the trailing 1-year period	23.88%	6.44%	+17.44%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.00%	12.30%	+9.70%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.89%	32.30%	-10.41%