OEGYX vs. VADAX
Compare and contrast key facts about Invesco Discovery Mid Cap Growth Fund (OEGYX) and Invesco Equally-Weighted S&P 500 Fund Class A (VADAX).
OEGYX is managed by Invesco. It was launched on Nov 1, 2000. VADAX is managed by Invesco.
Performance
OEGYX vs. VADAX - Performance Comparison
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OEGYX vs. VADAX - 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% |
VADAX Invesco Equally-Weighted S&P 500 Fund Class A | 0.54% | 10.89% | 12.40% | 13.29% | -12.07% | 28.93% | 12.30% | 28.59% | -8.19% | 18.26% |
Returns By Period
In the year-to-date period, OEGYX achieves a 5.36% return, which is significantly higher than VADAX's 0.54% return. Over the past 10 years, OEGYX has outperformed VADAX with an annualized return of 12.15%, while VADAX has yielded a comparatively lower 10.69% 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%
VADAX
- 1D
- 2.04%
- 1M
- -5.84%
- YTD
- 0.54%
- 6M
- 1.62%
- 1Y
- 12.19%
- 3Y*
- 11.36%
- 5Y*
- 7.44%
- 10Y*
- 10.69%
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OEGYX vs. VADAX - Expense Ratio Comparison
OEGYX has a 0.78% expense ratio, which is higher than VADAX's 0.52% expense ratio.
Return for Risk
OEGYX vs. VADAX — Risk / Return Rank
OEGYX
VADAX
OEGYX vs. VADAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Discovery Mid Cap Growth Fund (OEGYX) and Invesco Equally-Weighted S&P 500 Fund Class A (VADAX). 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 | VADAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.11 | 0.72 | +0.39 |
Sortino ratioReturn per unit of downside risk | 1.59 | 1.13 | +0.46 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.16 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.86 | 0.91 | +0.95 |
Martin ratioReturn relative to average drawdown | 7.22 | 4.10 | +3.12 |
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 | VADAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.11 | 0.72 | +0.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | 0.46 | -0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.58 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.45 | -0.08 |
Correlation
The correlation between OEGYX and VADAX is 0.84, 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. VADAX - Dividend Comparison
OEGYX's dividend yield for the trailing twelve months is around 7.07%, less than VADAX's 10.15% 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% |
VADAX Invesco Equally-Weighted S&P 500 Fund Class A | 10.15% | 10.21% | 8.77% | 4.69% | 8.49% | 9.80% | 6.21% | 4.49% | 6.90% | 2.76% | 0.30% | 2.77% |
Drawdowns
OEGYX vs. VADAX - Drawdown Comparison
The maximum OEGYX drawdown since its inception was -53.44%, smaller than the maximum VADAX drawdown of -60.27%. Use the drawdown chart below to compare losses from any high point for OEGYX and VADAX.
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Drawdown Indicators
| OEGYX | VADAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.44% | -60.27% | +6.83% |
Max Drawdown (1Y)Largest decline over 1 year | -12.88% | -12.61% | -0.27% |
Max Drawdown (5Y)Largest decline over 5 years | -39.25% | -21.74% | -17.51% |
Max Drawdown (10Y)Largest decline over 10 years | -39.25% | -39.32% | +0.07% |
Current DrawdownCurrent decline from peak | -6.26% | -6.01% | -0.25% |
Average DrawdownAverage peak-to-trough decline | -12.58% | -7.13% | -5.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.32% | 2.80% | +0.52% |
Volatility
OEGYX vs. VADAX - Volatility Comparison
Invesco Discovery Mid Cap Growth Fund (OEGYX) has a higher volatility of 10.11% compared to Invesco Equally-Weighted S&P 500 Fund Class A (VADAX) at 4.47%. This indicates that OEGYX's price experiences larger fluctuations and is considered to be riskier than VADAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OEGYX | VADAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.11% | 4.47% | +5.64% |
Volatility (6M)Calculated over the trailing 6-month period | 16.55% | 8.87% | +7.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.88% | 17.25% | +6.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.00% | 16.30% | +5.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.89% | 18.54% | +3.35% |