OEGYX vs. MLUAX

In the year-to-date period, OEGYX achieves a 35.09% return, which is significantly higher than MLUAX's 17.45% return. Over the past 10 years, OEGYX has outperformed MLUAX with an annualized return of 6.58%, while MLUAX has yielded a comparatively lower -0.44% annualized return.

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OEGYX has a 0.78% expense ratio, which is lower than MLUAX's 1.16% expense ratio.

The correlation between OEGYX and MLUAX is 0.80, 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.

This table presents a comparison of risk-adjusted performance metrics for Invesco Discovery Mid Cap Growth Fund (OEGYX) and MassMutual Mid Cap Value Fund (MLUAX). 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.

The current OEGYX Sharpe Ratio is 2.50, which is comparable to the MLUAX Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of OEGYX and MLUAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

OEGYX has not paid dividends to shareholders, while MLUAX's dividend yield for the trailing twelve months is around 0.84%.

The maximum OEGYX drawdown since its inception was -58.27%, smaller than the maximum MLUAX drawdown of -62.28%. Use the drawdown chart below to compare losses from any high point for OEGYX and MLUAX. For additional features, visit the drawdowns tool.

Invesco Discovery Mid Cap Growth Fund (OEGYX) has a higher volatility of 5.87% compared to MassMutual Mid Cap Value Fund (MLUAX) at 3.77%. This indicates that OEGYX's price experiences larger fluctuations and is considered to be riskier than MLUAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.