OEGYX vs. TRAIX
Compare and contrast key facts about Invesco Discovery Mid Cap Growth Fund (OEGYX) and T. Rowe Price Capital Appreciation Fund - I Class (TRAIX).
OEGYX is managed by Invesco. It was launched on Nov 1, 2000. TRAIX is an actively managed fund by T. Rowe Price. It was launched on Dec 17, 2015.
Performance
OEGYX vs. TRAIX - Performance Comparison
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OEGYX vs. TRAIX - 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% |
TRAIX T. Rowe Price Capital Appreciation Fund - I Class | -3.16% | 21.05% | 12.64% | 19.01% | -11.89% | 18.59% | 18.28% | 24.71% | 0.76% | 15.45% |
Returns By Period
In the year-to-date period, OEGYX achieves a 5.36% return, which is significantly higher than TRAIX's -3.16% return. Over the past 10 years, OEGYX has outperformed TRAIX with an annualized return of 12.15%, while TRAIX has yielded a comparatively lower 11.53% 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%
TRAIX
- 1D
- 1.91%
- 1M
- -2.92%
- YTD
- -3.16%
- 6M
- 5.60%
- 1Y
- 16.95%
- 3Y*
- 13.87%
- 5Y*
- 9.36%
- 10Y*
- 11.53%
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OEGYX vs. TRAIX - Expense Ratio Comparison
OEGYX has a 0.78% expense ratio, which is higher than TRAIX's 0.59% expense ratio.
Return for Risk
OEGYX vs. TRAIX — Risk / Return Rank
OEGYX
TRAIX
OEGYX vs. TRAIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Discovery Mid Cap Growth Fund (OEGYX) and T. Rowe Price Capital Appreciation Fund - I Class (TRAIX). 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 | TRAIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.11 | 1.28 | -0.17 |
Sortino ratioReturn per unit of downside risk | 1.59 | 2.39 | -0.80 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.34 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 1.86 | 2.56 | -0.71 |
Martin ratioReturn relative to average drawdown | 7.22 | 10.55 | -3.33 |
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 | TRAIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.11 | 1.28 | -0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | 0.71 | -0.51 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.89 | -0.33 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.90 | -0.54 |
Correlation
The correlation between OEGYX and TRAIX is 0.81, 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. TRAIX - Dividend Comparison
OEGYX's dividend yield for the trailing twelve months is around 7.07%, less than TRAIX's 16.39% 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% |
TRAIX T. Rowe Price Capital Appreciation Fund - I Class | 16.39% | 15.87% | 10.52% | 4.28% | 9.70% | 9.35% | 8.08% | 5.92% | 7.57% | 6.96% | 3.59% | 0.00% |
Drawdowns
OEGYX vs. TRAIX - Drawdown Comparison
The maximum OEGYX drawdown since its inception was -53.44%, which is greater than TRAIX's maximum drawdown of -26.84%. Use the drawdown chart below to compare losses from any high point for OEGYX and TRAIX.
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Drawdown Indicators
| OEGYX | TRAIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.44% | -26.84% | -26.60% |
Max Drawdown (1Y)Largest decline over 1 year | -12.88% | -6.77% | -6.11% |
Max Drawdown (5Y)Largest decline over 5 years | -39.25% | -17.00% | -22.25% |
Max Drawdown (10Y)Largest decline over 10 years | -39.25% | -26.84% | -12.41% |
Current DrawdownCurrent decline from peak | -6.26% | -4.45% | -1.81% |
Average DrawdownAverage peak-to-trough decline | -12.58% | -2.86% | -9.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.32% | 1.65% | +1.67% |
Volatility
OEGYX vs. TRAIX - Volatility Comparison
Invesco Discovery Mid Cap Growth Fund (OEGYX) has a higher volatility of 10.11% compared to T. Rowe Price Capital Appreciation Fund - I Class (TRAIX) at 3.66%. This indicates that OEGYX's price experiences larger fluctuations and is considered to be riskier than TRAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OEGYX | TRAIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.11% | 3.66% | +6.45% |
Volatility (6M)Calculated over the trailing 6-month period | 16.55% | 9.74% | +6.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.88% | 13.50% | +10.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.00% | 13.25% | +8.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.89% | 12.98% | +8.91% |