OEGYX vs. IMCG
Compare and contrast key facts about Invesco Discovery Mid Cap Growth Fund (OEGYX) and iShares Morningstar Mid-Cap Growth ETF (IMCG).
OEGYX is managed by Invesco. It was launched on Nov 1, 2000. IMCG is a passively managed fund by iShares that tracks the performance of the Morningstar US Mid Cap Broad Growth Index. It was launched on Jun 28, 2004.
Performance
OEGYX vs. IMCG - Performance Comparison
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OEGYX vs. IMCG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
OEGYX Invesco Discovery Mid Cap Growth Fund | 5.36% | 5.08% | 24.38% | 13.24% | -30.92% | 18.76% | 40.53% | 39.33% | -6.50% | 28.34% |
IMCG iShares Morningstar Mid-Cap Growth ETF | 0.05% | 6.55% | 18.14% | 20.73% | -25.79% | 15.39% | 45.64% | 35.70% | -3.68% | 25.57% |
Returns By Period
In the year-to-date period, OEGYX achieves a 5.36% return, which is significantly higher than IMCG's 0.05% return. Both investments have delivered pretty close results over the past 10 years, with OEGYX having a 12.15% annualized return and IMCG not far ahead at 12.72%.
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%
IMCG
- 1D
- 1.26%
- 1M
- -5.48%
- YTD
- 0.05%
- 6M
- -2.78%
- 1Y
- 11.82%
- 3Y*
- 12.40%
- 5Y*
- 5.34%
- 10Y*
- 12.72%
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OEGYX vs. IMCG - Expense Ratio Comparison
OEGYX has a 0.78% expense ratio, which is higher than IMCG's 0.06% expense ratio.
Return for Risk
OEGYX vs. IMCG — Risk / Return Rank
OEGYX
IMCG
OEGYX vs. IMCG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Discovery Mid Cap Growth Fund (OEGYX) and iShares Morningstar Mid-Cap Growth ETF (IMCG). 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 | IMCG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.11 | 0.58 | +0.53 |
Sortino ratioReturn per unit of downside risk | 1.59 | 0.97 | +0.62 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.13 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.86 | 0.97 | +0.89 |
Martin ratioReturn relative to average drawdown | 7.22 | 3.96 | +3.25 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| OEGYX | IMCG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.11 | 0.58 | +0.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | 0.27 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.62 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.50 | -0.14 |
Correlation
The correlation between OEGYX and IMCG is 0.93, 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
OEGYX vs. IMCG - Dividend Comparison
OEGYX's dividend yield for the trailing twelve months is around 7.07%, more than IMCG's 0.79% 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% |
IMCG iShares Morningstar Mid-Cap Growth ETF | 0.79% | 0.78% | 0.78% | 0.85% | 0.91% | 0.41% | 0.09% | 0.30% | 0.35% | 0.45% | 0.52% | 0.38% |
Drawdowns
OEGYX vs. IMCG - Drawdown Comparison
The maximum OEGYX drawdown since its inception was -53.44%, smaller than the maximum IMCG drawdown of -58.96%. Use the drawdown chart below to compare losses from any high point for OEGYX and IMCG.
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Drawdown Indicators
| OEGYX | IMCG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.44% | -58.96% | +5.52% |
Max Drawdown (1Y)Largest decline over 1 year | -12.88% | -12.99% | +0.11% |
Max Drawdown (5Y)Largest decline over 5 years | -39.25% | -35.08% | -4.17% |
Max Drawdown (10Y)Largest decline over 10 years | -39.25% | -35.08% | -4.17% |
Current DrawdownCurrent decline from peak | -6.26% | -5.73% | -0.53% |
Average DrawdownAverage peak-to-trough decline | -12.58% | -9.29% | -3.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.32% | 3.16% | +0.16% |
Volatility
OEGYX vs. IMCG - Volatility Comparison
Invesco Discovery Mid Cap Growth Fund (OEGYX) has a higher volatility of 10.11% compared to iShares Morningstar Mid-Cap Growth ETF (IMCG) at 7.19%. This indicates that OEGYX's price experiences larger fluctuations and is considered to be riskier than IMCG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OEGYX | IMCG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.11% | 7.19% | +2.92% |
Volatility (6M)Calculated over the trailing 6-month period | 16.55% | 12.15% | +4.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.88% | 20.30% | +3.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.00% | 20.09% | +1.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.89% | 20.44% | +1.45% |