OGIIX vs. GAOAX
Compare and contrast key facts about Invesco Global Opportunities Fund Class R6 (OGIIX) and JPMorgan Global Allocation Fund A (GAOAX).
OGIIX is managed by Invesco. It was launched on Jan 27, 2012. GAOAX is managed by JPMorgan. It was launched on May 31, 2011.
Performance
OGIIX vs. GAOAX - Performance Comparison
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OGIIX vs. GAOAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
OGIIX Invesco Global Opportunities Fund Class R6 | -2.68% | 7.52% | -7.11% | 17.76% | -41.39% | 0.37% | 40.35% | 28.27% | -17.93% | 53.25% |
GAOAX JPMorgan Global Allocation Fund A | -5.28% | 14.68% | 7.91% | 12.69% | -18.74% | 3.60% | 15.29% | 15.95% | -6.07% | 16.82% |
Returns By Period
In the year-to-date period, OGIIX achieves a -2.68% return, which is significantly higher than GAOAX's -5.28% return. Both investments have delivered pretty close results over the past 10 years, with OGIIX having a 5.79% annualized return and GAOAX not far behind at 5.59%.
OGIIX
- 1D
- -1.31%
- 1M
- -10.05%
- YTD
- -2.68%
- 6M
- -3.66%
- 1Y
- 12.40%
- 3Y*
- 0.87%
- 5Y*
- -7.77%
- 10Y*
- 5.79%
GAOAX
- 1D
- -0.10%
- 1M
- -8.53%
- YTD
- -5.28%
- 6M
- -3.90%
- 1Y
- 8.28%
- 3Y*
- 7.88%
- 5Y*
- 1.78%
- 10Y*
- 5.59%
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OGIIX vs. GAOAX - Expense Ratio Comparison
OGIIX has a 0.73% expense ratio, which is lower than GAOAX's 1.04% expense ratio.
Return for Risk
OGIIX vs. GAOAX — Risk / Return Rank
OGIIX
GAOAX
OGIIX vs. GAOAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Global Opportunities Fund Class R6 (OGIIX) and JPMorgan Global Allocation Fund A (GAOAX). 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.
| OGIIX | GAOAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.68 | 0.72 | -0.04 |
Sortino ratioReturn per unit of downside risk | 1.12 | 1.06 | +0.06 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.15 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.19 | 0.82 | -0.63 |
Martin ratioReturn relative to average drawdown | 0.76 | 3.42 | -2.66 |
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
| OGIIX | GAOAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.68 | 0.72 | -0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.35 | 0.16 | -0.52 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.26 | 0.52 | -0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.53 | -0.19 |
Correlation
The correlation between OGIIX and GAOAX 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
OGIIX vs. GAOAX - Dividend Comparison
OGIIX's dividend yield for the trailing twelve months is around 0.50%, less than GAOAX's 10.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OGIIX Invesco Global Opportunities Fund Class R6 | 0.50% | 0.49% | 0.44% | 0.00% | 0.00% | 5.09% | 8.65% | 5.99% | 10.64% | 2.28% | 8.22% | 1.07% |
GAOAX JPMorgan Global Allocation Fund A | 10.19% | 10.15% | 2.34% | 0.00% | 4.62% | 4.61% | 1.54% | 2.43% | 2.52% | 2.95% | 2.59% | 0.96% |
Drawdowns
OGIIX vs. GAOAX - Drawdown Comparison
The maximum OGIIX drawdown since its inception was -54.36%, which is greater than GAOAX's maximum drawdown of -29.02%. Use the drawdown chart below to compare losses from any high point for OGIIX and GAOAX.
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Drawdown Indicators
| OGIIX | GAOAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.36% | -29.02% | -25.34% |
Max Drawdown (1Y)Largest decline over 1 year | -10.98% | -8.95% | -2.03% |
Max Drawdown (5Y)Largest decline over 5 years | -52.29% | -29.02% | -23.27% |
Max Drawdown (10Y)Largest decline over 10 years | -54.36% | -29.02% | -25.34% |
Current DrawdownCurrent decline from peak | -41.31% | -8.95% | -32.36% |
Average DrawdownAverage peak-to-trough decline | -17.50% | -6.01% | -11.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.32% | 2.15% | +2.17% |
Volatility
OGIIX vs. GAOAX - Volatility Comparison
Invesco Global Opportunities Fund Class R6 (OGIIX) has a higher volatility of 6.41% compared to JPMorgan Global Allocation Fund A (GAOAX) at 4.64%. This indicates that OGIIX's price experiences larger fluctuations and is considered to be riskier than GAOAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OGIIX | GAOAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.41% | 4.64% | +1.77% |
Volatility (6M)Calculated over the trailing 6-month period | 12.60% | 7.42% | +5.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.43% | 11.46% | +7.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.53% | 11.02% | +11.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.47% | 10.80% | +11.67% |