OEGYX vs. BRMKX
Compare and contrast key facts about Invesco Discovery Mid Cap Growth Fund (OEGYX) and iShares Russell Mid-Cap Index Fund (BRMKX).
OEGYX is managed by Invesco. It was launched on Nov 1, 2000. BRMKX is managed by Blackrock. It was launched on May 13, 2015.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: OEGYX or BRMKX.
Performance
OEGYX vs. BRMKX - Performance Comparison
Returns By Period
In the year-to-date period, OEGYX achieves a 34.41% return, which is significantly higher than BRMKX's 22.87% return.
OEGYX
34.41%
10.66%
16.78%
42.46%
7.64%
6.60%
BRMKX
22.87%
6.87%
15.50%
34.22%
12.13%
N/A
Key characteristics
| OEGYX | BRMKX | |
|---|---|---|
| Sharpe Ratio | 2.49 | 2.58 |
| Sortino Ratio | 3.35 | 3.52 |
| Omega Ratio | 1.43 | 1.44 |
| Calmar Ratio | 1.06 | 2.60 |
| Martin Ratio | 14.81 | 14.80 |
| Ulcer Index | 2.87% | 2.31% |
| Daily Std Dev | 17.08% | 13.27% |
| Max Drawdown | -58.27% | -40.20% |
| Current Drawdown | -14.16% | 0.00% |
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OEGYX vs. BRMKX - Expense Ratio Comparison
OEGYX has a 0.78% expense ratio, which is higher than BRMKX's 0.06% expense ratio.
Correlation
The correlation between OEGYX and BRMKX is 0.88, 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.
Risk-Adjusted Performance
OEGYX vs. BRMKX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Discovery Mid Cap Growth Fund (OEGYX) and iShares Russell Mid-Cap Index Fund (BRMKX). 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.
Dividends
OEGYX vs. BRMKX - Dividend Comparison
OEGYX has not paid dividends to shareholders, while BRMKX's dividend yield for the trailing twelve months is around 1.45%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
OEGYX Invesco Discovery Mid Cap Growth Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BRMKX iShares Russell Mid-Cap Index Fund | 1.45% | 1.50% | 1.74% | 1.07% | 1.41% | 1.59% | 1.58% | 2.65% | 1.79% | 0.78% |
Drawdowns
OEGYX vs. BRMKX - Drawdown Comparison
The maximum OEGYX drawdown since its inception was -58.27%, which is greater than BRMKX's maximum drawdown of -40.20%. Use the drawdown chart below to compare losses from any high point for OEGYX and BRMKX. For additional features, visit the drawdowns tool.
Volatility
OEGYX vs. BRMKX - Volatility Comparison
Invesco Discovery Mid Cap Growth Fund (OEGYX) has a higher volatility of 5.93% compared to iShares Russell Mid-Cap Index Fund (BRMKX) at 4.26%. This indicates that OEGYX's price experiences larger fluctuations and is considered to be riskier than BRMKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.