OEGYX vs. VOT
Compare and contrast key facts about Invesco Discovery Mid Cap Growth Fund (OEGYX) and Vanguard Mid-Cap Growth ETF (VOT).
OEGYX is managed by Invesco. It was launched on Nov 1, 2000. VOT is a passively managed fund by Vanguard that tracks the performance of the CRSP US Mid Cap Growth Index. It was launched on Aug 17, 2006.
Performance
OEGYX vs. VOT - Performance Comparison
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OEGYX vs. VOT - 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% |
VOT Vanguard Mid-Cap Growth ETF | -6.47% | 10.72% | 16.38% | 23.10% | -28.87% | 20.50% | 34.50% | 33.76% | -5.56% | 21.80% |
Returns By Period
In the year-to-date period, OEGYX achieves a 5.36% return, which is significantly higher than VOT's -6.47% return. Over the past 10 years, OEGYX has outperformed VOT with an annualized return of 12.15%, while VOT has yielded a comparatively lower 10.76% 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%
VOT
- 1D
- 1.24%
- 1M
- -6.14%
- YTD
- -6.47%
- 6M
- -11.02%
- 1Y
- 6.52%
- 3Y*
- 10.95%
- 5Y*
- 4.30%
- 10Y*
- 10.76%
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OEGYX vs. VOT - Expense Ratio Comparison
OEGYX has a 0.78% expense ratio, which is higher than VOT's 0.07% expense ratio.
Return for Risk
OEGYX vs. VOT — Risk / Return Rank
OEGYX
VOT
OEGYX vs. VOT - 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 Growth ETF (VOT). 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 | VOT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.11 | 0.31 | +0.80 |
Sortino ratioReturn per unit of downside risk | 1.59 | 0.59 | +1.00 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.08 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 1.86 | 0.45 | +1.41 |
Martin ratioReturn relative to average drawdown | 7.22 | 1.40 | +5.82 |
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 | VOT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.11 | 0.31 | +0.80 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | 0.20 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.52 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.42 | -0.05 |
Correlation
The correlation between OEGYX and VOT is 0.94, 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. VOT - Dividend Comparison
OEGYX's dividend yield for the trailing twelve months is around 7.07%, more than VOT's 0.71% 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% |
VOT Vanguard Mid-Cap Growth ETF | 0.71% | 0.64% | 0.67% | 0.71% | 0.78% | 0.34% | 0.56% | 0.78% | 0.84% | 0.72% | 0.81% | 0.81% |
Drawdowns
OEGYX vs. VOT - Drawdown Comparison
The maximum OEGYX drawdown since its inception was -53.44%, smaller than the maximum VOT drawdown of -60.16%. Use the drawdown chart below to compare losses from any high point for OEGYX and VOT.
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Drawdown Indicators
| OEGYX | VOT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.44% | -60.16% | +6.72% |
Max Drawdown (1Y)Largest decline over 1 year | -12.88% | -15.96% | +3.08% |
Max Drawdown (5Y)Largest decline over 5 years | -39.25% | -37.19% | -2.06% |
Max Drawdown (10Y)Largest decline over 10 years | -39.25% | -37.19% | -2.06% |
Current DrawdownCurrent decline from peak | -6.26% | -12.28% | +6.02% |
Average DrawdownAverage peak-to-trough decline | -12.58% | -10.01% | -2.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.32% | 5.16% | -1.84% |
Volatility
OEGYX vs. VOT - Volatility Comparison
Invesco Discovery Mid Cap Growth Fund (OEGYX) has a higher volatility of 10.11% compared to Vanguard Mid-Cap Growth ETF (VOT) at 6.63%. This indicates that OEGYX's price experiences larger fluctuations and is considered to be riskier than VOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OEGYX | VOT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.11% | 6.63% | +3.48% |
Volatility (6M)Calculated over the trailing 6-month period | 16.55% | 12.39% | +4.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.88% | 21.04% | +2.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.00% | 21.33% | +0.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.89% | 20.92% | +0.97% |