OEGYX vs. OEF
Compare and contrast key facts about Invesco Discovery Mid Cap Growth Fund (OEGYX) and iShares S&P 100 ETF (OEF).
OEGYX is managed by Invesco. It was launched on Nov 1, 2000. OEF is a passively managed fund by iShares that tracks the performance of the S&P 100 Index. It was launched on Oct 23, 2000.
Performance
OEGYX vs. OEF - Performance Comparison
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OEGYX vs. OEF - 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% |
OEF iShares S&P 100 ETF | -6.33% | 19.80% | 30.74% | 32.71% | -21.03% | 29.18% | 21.21% | 31.87% | -4.16% | 21.82% |
Returns By Period
In the year-to-date period, OEGYX achieves a 5.36% return, which is significantly higher than OEF's -6.33% return. Over the past 10 years, OEGYX has underperformed OEF with an annualized return of 12.15%, while OEF has yielded a comparatively higher 15.05% annualized 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%
OEF
- 1D
- 0.72%
- 1M
- -4.08%
- YTD
- -6.33%
- 6M
- -3.65%
- 1Y
- 19.18%
- 3Y*
- 20.95%
- 5Y*
- 13.32%
- 10Y*
- 15.05%
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OEGYX vs. OEF - Expense Ratio Comparison
OEGYX has a 0.78% expense ratio, which is higher than OEF's 0.20% expense ratio.
Return for Risk
OEGYX vs. OEF — Risk / Return Rank
OEGYX
OEF
OEGYX vs. OEF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Discovery Mid Cap Growth Fund (OEGYX) and iShares S&P 100 ETF (OEF). 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 | OEF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.11 | 1.00 | +0.12 |
Sortino ratioReturn per unit of downside risk | 1.59 | 1.54 | +0.05 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.23 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.86 | 1.63 | +0.23 |
Martin ratioReturn relative to average drawdown | 7.22 | 6.46 | +0.76 |
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 | OEF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.11 | 1.00 | +0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | 0.76 | -0.56 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.82 | -0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.41 | -0.05 |
Correlation
The correlation between OEGYX and OEF 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.
Dividends
OEGYX vs. OEF - Dividend Comparison
OEGYX's dividend yield for the trailing twelve months is around 7.07%, more than OEF's 0.98% 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% |
OEF iShares S&P 100 ETF | 0.98% | 0.81% | 1.03% | 1.19% | 1.55% | 1.06% | 1.43% | 1.87% | 2.09% | 1.81% | 2.07% | 2.11% |
Drawdowns
OEGYX vs. OEF - Drawdown Comparison
The maximum OEGYX drawdown since its inception was -53.44%, roughly equal to the maximum OEF drawdown of -54.11%. Use the drawdown chart below to compare losses from any high point for OEGYX and OEF.
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Drawdown Indicators
| OEGYX | OEF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.44% | -54.11% | +0.67% |
Max Drawdown (1Y)Largest decline over 1 year | -12.88% | -11.93% | -0.95% |
Max Drawdown (5Y)Largest decline over 5 years | -39.25% | -26.47% | -12.78% |
Max Drawdown (10Y)Largest decline over 10 years | -39.25% | -31.44% | -7.81% |
Current DrawdownCurrent decline from peak | -6.26% | -7.55% | +1.29% |
Average DrawdownAverage peak-to-trough decline | -12.58% | -11.83% | -0.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.32% | 3.01% | +0.31% |
Volatility
OEGYX vs. OEF - Volatility Comparison
Invesco Discovery Mid Cap Growth Fund (OEGYX) has a higher volatility of 10.11% compared to iShares S&P 100 ETF (OEF) at 5.64%. This indicates that OEGYX's price experiences larger fluctuations and is considered to be riskier than OEF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OEGYX | OEF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.11% | 5.64% | +4.47% |
Volatility (6M)Calculated over the trailing 6-month period | 16.55% | 10.10% | +6.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.88% | 19.35% | +4.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.00% | 17.69% | +4.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.89% | 18.41% | +3.48% |