OEGYX vs. VO
Compare and contrast key facts about Invesco Discovery Mid Cap Growth Fund (OEGYX) and Vanguard Mid-Cap ETF (VO).
OEGYX is managed by Invesco. It was launched on Nov 1, 2000. VO is a passively managed fund by Vanguard that tracks the performance of the CRSP US Mid Cap Index. It was launched on Jan 26, 2004.
Performance
OEGYX vs. VO - Performance Comparison
Loading graphics...
OEGYX vs. VO - 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% |
VO Vanguard Mid-Cap ETF | -0.05% | 11.62% | 15.31% | 16.03% | -18.73% | 24.70% | 18.10% | 30.98% | -9.24% | 19.28% |
Returns By Period
In the year-to-date period, OEGYX achieves a 5.36% return, which is significantly higher than VO's -0.05% return. Over the past 10 years, OEGYX has outperformed VO with an annualized return of 12.15%, while VO has yielded a comparatively lower 10.74% 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%
VO
- 1D
- 0.63%
- 1M
- -5.18%
- YTD
- -0.05%
- 6M
- -0.76%
- 1Y
- 13.07%
- 3Y*
- 12.85%
- 5Y*
- 6.79%
- 10Y*
- 10.74%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
OEGYX vs. VO - Expense Ratio Comparison
OEGYX has a 0.78% expense ratio, which is higher than VO's 0.04% expense ratio.
Return for Risk
OEGYX vs. VO — Risk / Return Rank
OEGYX
VO
OEGYX vs. VO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Discovery Mid Cap Growth Fund (OEGYX) and Vanguard Mid-Cap ETF (VO). 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 | VO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.11 | 0.75 | +0.36 |
Sortino ratioReturn per unit of downside risk | 1.59 | 1.15 | +0.44 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.16 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.86 | 1.06 | +0.80 |
Martin ratioReturn relative to average drawdown | 7.22 | 4.83 | +2.39 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| OEGYX | VO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.11 | 0.75 | +0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | 0.39 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.57 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.48 | -0.12 |
Correlation
The correlation between OEGYX and VO is 0.90, 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. VO - Dividend Comparison
OEGYX's dividend yield for the trailing twelve months is around 7.07%, more than VO's 1.50% 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% |
VO Vanguard Mid-Cap ETF | 1.50% | 1.52% | 1.49% | 1.52% | 1.60% | 1.12% | 1.45% | 1.48% | 1.82% | 1.35% | 1.45% | 1.47% |
Drawdowns
OEGYX vs. VO - Drawdown Comparison
The maximum OEGYX drawdown since its inception was -53.44%, smaller than the maximum VO drawdown of -58.87%. Use the drawdown chart below to compare losses from any high point for OEGYX and VO.
Loading graphics...
Drawdown Indicators
| OEGYX | VO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.44% | -58.87% | +5.43% |
Max Drawdown (1Y)Largest decline over 1 year | -12.88% | -12.74% | -0.14% |
Max Drawdown (5Y)Largest decline over 5 years | -39.25% | -27.57% | -11.68% |
Max Drawdown (10Y)Largest decline over 10 years | -39.25% | -39.37% | +0.12% |
Current DrawdownCurrent decline from peak | -6.26% | -5.53% | -0.73% |
Average DrawdownAverage peak-to-trough decline | -12.58% | -7.91% | -4.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.32% | 2.79% | +0.53% |
Volatility
OEGYX vs. VO - Volatility Comparison
Invesco Discovery Mid Cap Growth Fund (OEGYX) has a higher volatility of 10.11% compared to Vanguard Mid-Cap ETF (VO) at 4.83%. This indicates that OEGYX's price experiences larger fluctuations and is considered to be riskier than VO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| OEGYX | VO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.11% | 4.83% | +5.28% |
Volatility (6M)Calculated over the trailing 6-month period | 16.55% | 9.73% | +6.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.88% | 17.57% | +6.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.00% | 17.61% | +4.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.89% | 18.94% | +2.95% |