OGIIX vs. VADAX
Compare and contrast key facts about Invesco Global Opportunities Fund Class R6 (OGIIX) and Invesco Equally-Weighted S&P 500 Fund Class A (VADAX).
OGIIX is managed by Invesco. It was launched on Jan 27, 2012. VADAX is managed by Invesco.
Performance
OGIIX vs. VADAX - Performance Comparison
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OGIIX vs. VADAX - 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% |
VADAX Invesco Equally-Weighted S&P 500 Fund Class A | -1.47% | 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, OGIIX achieves a -2.68% return, which is significantly lower than VADAX's -1.47% return. Over the past 10 years, OGIIX has underperformed VADAX with an annualized return of 5.79%, while VADAX has yielded a comparatively higher 10.47% annualized return.
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%
VADAX
- 1D
- -0.23%
- 1M
- -7.89%
- YTD
- -1.47%
- 6M
- -0.21%
- 1Y
- 10.07%
- 3Y*
- 10.61%
- 5Y*
- 7.23%
- 10Y*
- 10.47%
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OGIIX vs. VADAX - Expense Ratio Comparison
OGIIX has a 0.73% expense ratio, which is higher than VADAX's 0.52% expense ratio.
Return for Risk
OGIIX vs. VADAX — Risk / Return Rank
OGIIX
VADAX
OGIIX vs. VADAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Global Opportunities Fund Class R6 (OGIIX) 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.
| OGIIX | VADAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.68 | 0.64 | +0.04 |
Sortino ratioReturn per unit of downside risk | 1.12 | 1.02 | +0.10 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.14 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 0.19 | 0.71 | -0.52 |
Martin ratioReturn relative to average drawdown | 0.76 | 3.23 | -2.46 |
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 | VADAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.68 | 0.64 | +0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.35 | 0.45 | -0.80 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.26 | 0.57 | -0.31 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.44 | -0.10 |
Correlation
The correlation between OGIIX and VADAX is 0.76, 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. VADAX - Dividend Comparison
OGIIX's dividend yield for the trailing twelve months is around 0.50%, less than VADAX's 10.36% 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% |
VADAX Invesco Equally-Weighted S&P 500 Fund Class A | 10.36% | 10.21% | 8.77% | 4.69% | 8.49% | 9.80% | 6.21% | 4.49% | 6.90% | 2.76% | 0.30% | 2.77% |
Drawdowns
OGIIX vs. VADAX - Drawdown Comparison
The maximum OGIIX drawdown since its inception was -54.36%, smaller than the maximum VADAX drawdown of -60.27%. Use the drawdown chart below to compare losses from any high point for OGIIX and VADAX.
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Drawdown Indicators
| OGIIX | VADAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.36% | -60.27% | +5.91% |
Max Drawdown (1Y)Largest decline over 1 year | -10.98% | -12.61% | +1.63% |
Max Drawdown (5Y)Largest decline over 5 years | -52.29% | -21.74% | -30.55% |
Max Drawdown (10Y)Largest decline over 10 years | -54.36% | -39.32% | -15.04% |
Current DrawdownCurrent decline from peak | -41.31% | -7.89% | -33.42% |
Average DrawdownAverage peak-to-trough decline | -17.50% | -7.13% | -10.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.32% | 2.78% | +1.54% |
Volatility
OGIIX vs. VADAX - Volatility Comparison
Invesco Global Opportunities Fund Class R6 (OGIIX) has a higher volatility of 6.41% compared to Invesco Equally-Weighted S&P 500 Fund Class A (VADAX) at 3.76%. This indicates that OGIIX'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
| OGIIX | VADAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.41% | 3.76% | +2.65% |
Volatility (6M)Calculated over the trailing 6-month period | 12.60% | 8.70% | +3.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.43% | 17.17% | +2.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.53% | 16.27% | +6.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.47% | 18.53% | +3.94% |