OEGYX vs. VSCAX
OEGYX (Invesco Discovery Mid Cap Growth Fund) and VSCAX (Invesco Small Cap Value Fund) are both mutual funds - OEGYX is a Mid Cap Growth Equities fund managed by Invesco, while VSCAX is a Small Cap Value Equities fund managed by Invesco. Over the past 10 years, OEGYX returned 12.59%/yr vs 17.04%/yr for VSCAX. Their 0.79 correlation means they have sometimes moved together and sometimes differently. OEGYX charges 0.78%/yr vs 1.12%/yr for VSCAX.
Performance
OEGYX vs. VSCAX - Performance Comparison
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Returns By Period
In the year-to-date period, OEGYX achieves a 17.61% return, which is significantly lower than VSCAX's 22.92% return. Over the past 10 years, OEGYX has underperformed VSCAX with an annualized return of 12.59%, while VSCAX has yielded a comparatively higher 17.04% annualized return.
OEGYX
- 1D
- 0.21%
- 1M
- -3.19%
- 6M
- 11.59%
- YTD
- 17.61%
- 1Y
- 20.49%
- 3Y*
- 15.90%
- 5Y*
- 4.63%
- 10Y*
- 12.59%
- ALL TIME*
- 8.93%
VSCAX
- 1D
- 1.07%
- 1M
- -3.62%
- 6M
- 9.89%
- YTD
- 22.92%
- 1Y
- 44.67%
- 3Y*
- 24.54%
- 5Y*
- 19.78%
- 10Y*
- 17.04%
- ALL TIME*
- 12.41%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
OEGYX vs. VSCAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
OEGYX Invesco Discovery Mid Cap Growth Fund | 17.61% | 5.08% | 24.38% | 13.24% | -30.92% | 18.76% | 40.53% | 39.33% | -6.50% | 28.34% |
VSCAX Invesco Small Cap Value Fund | 22.92% | 17.70% | 24.54% | 22.84% | 4.31% | 36.34% | 10.81% | 32.02% | -25.64% | 18.17% |
Correlation
The correlation between OEGYX and VSCAX is 0.87, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.87 |
Correlation (3Y) Balances recent behavior with more history. | 0.83 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.79 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.70 |
Correlation (All Time) Calculated using the full available price history since Oct 31, 2000 | 0.79 |
The correlation between OEGYX and VSCAX shifts across timeframes, from 0.69 (10 years) to 0.87 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
OEGYX vs. VSCAX — Risk / Return Rank
OEGYX
VSCAX
OEGYX vs. VSCAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Discovery Mid Cap Growth Fund (OEGYX) and Invesco Small Cap Value Fund (VSCAX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| OEGYX | VSCAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.97 | ||
| Sortino ratioReturn per unit of downside risk | -1.11 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.30 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 1.63 | 3.48 | -1.85 |
| Martin ratioReturn relative to average drawdown | 5.44 | 10.84 | -5.39 |
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Drawdowns
OEGYX vs. VSCAX - Drawdown Comparison
The maximum OEGYX drawdown since its inception was -53.44%, smaller than the maximum VSCAX drawdown of -57.77%. Use the drawdown chart below to compare losses from any high point for OEGYX and VSCAX.
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Drawdown Indicators
| OEGYX | VSCAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.44% | -57.77% | +4.33% |
Max Drawdown (1Y)Largest decline over 1 year | -11.81% | -12.11% | +0.30% |
Max Drawdown (3Y)Largest decline over 3 years | -28.58% | -25.29% | -3.29% |
Max Drawdown (5Y)Largest decline over 5 years | -39.25% | -25.29% | -13.96% |
Max Drawdown (10Y)Largest decline over 10 years | -39.25% | -57.77% | +18.52% |
Current DrawdownCurrent decline from peak | -8.49% | -8.74% | +0.25% |
Average DrawdownAverage peak-to-trough decline | -12.45% | -8.87% | -3.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.53% | 3.88% | -0.35% |
Volatility
OEGYX vs. VSCAX - Volatility Comparison
Invesco Discovery Mid Cap Growth Fund (OEGYX) and Invesco Small Cap Value Fund (VSCAX) have volatilities of 7.52% and 7.73%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OEGYX | VSCAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.52% | 7.73% | -0.21% |
Volatility (6M)Calculated over the trailing 6-month period | 18.98% | 18.55% | +0.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.83% | 23.31% | -0.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.54% | 23.43% | -0.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.25% | 26.72% | -4.47% |
OEGYX vs. VSCAX - Expense Ratio Comparison
OEGYX has a 0.78% expense ratio, which is lower than VSCAX's 1.12% expense ratio.
Dividends
OEGYX vs. VSCAX - Dividend Comparison
OEGYX's dividend yield for the trailing twelve months is around 6.34%, less than VSCAX's 7.50% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OEGYX Invesco Discovery Mid Cap Growth Fund | 6.34% | 7.45% | 4.13% | 0.00% | 0.00% | 16.02% | 3.08% | 3.85% | 9.31% | 8.34% | 0.81% | 3.88% |
VSCAX Invesco Small Cap Value Fund | 7.50% | 9.22% | 7.90% | 4.93% | 10.12% | 16.90% | 0.30% | 2.53% | 28.45% | 16.65% | 1.71% | 11.08% |
Frequently Asked Questions
OEGYX and VSCAX have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VSCAX has higher volatility (7.73%) compared to OEGYX (7.52%). In terms of maximum drawdown, OEGYX dropped -53.44% vs VSCAX's -57.77%.
VSCAX currently has the higher Sharpe Ratio (1.81 vs 0.84), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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