OGIIX vs. VSCAX
OGIIX (Invesco Global Opportunities Fund Class R6) and VSCAX (Invesco Small Cap Value Fund) are both mutual funds - OGIIX is a Global Equities fund managed by Invesco, while VSCAX is a Small Cap Value Equities fund managed by Invesco. Over the past 10 years, OGIIX returned 6.17%/yr vs 17.04%/yr for VSCAX. Their 0.70 correlation means they have sometimes moved together and sometimes differently. OGIIX charges 0.73%/yr vs 1.12%/yr for VSCAX.
Performance
OGIIX vs. VSCAX - Performance Comparison
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Returns By Period
In the year-to-date period, OGIIX achieves a 12.15% return, which is significantly lower than VSCAX's 22.92% return. Over the past 10 years, OGIIX has underperformed VSCAX with an annualized return of 6.17%, while VSCAX has yielded a comparatively higher 17.04% annualized return.
OGIIX
- 1D
- -0.42%
- 1M
- 0.05%
- 6M
- 7.55%
- YTD
- 12.15%
- 1Y
- 15.24%
- 3Y*
- 3.15%
- 5Y*
- -6.06%
- 10Y*
- 6.17%
- ALL TIME*
- 7.95%
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 |
OGIIX vs. VSCAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
OGIIX Invesco Global Opportunities Fund Class R6 | 12.15% | 7.52% | -7.11% | 17.76% | -41.39% | 0.37% | 40.35% | 28.27% | -17.93% | 53.25% |
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 OGIIX and VSCAX is 0.75, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.75 |
Correlation (3Y) Balances recent behavior with more history. | 0.79 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.75 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.67 |
Correlation (All Time) Calculated using the full available price history since Jan 27, 2012 | 0.70 |
The correlation between OGIIX and VSCAX shifts across timeframes, from 0.67 (10 years) to 0.79 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
OGIIX vs. VSCAX — Risk / Return Rank
OGIIX
VSCAX
OGIIX vs. VSCAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Global Opportunities Fund Class R6 (OGIIX) 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.
| OGIIX | VSCAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.91 | ||
| Sortino ratioReturn per unit of downside risk | -0.99 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.30 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 1.62 | 3.48 | -1.85 |
| Martin ratioReturn relative to average drawdown | 5.58 | 10.84 | -5.26 |
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Drawdowns
OGIIX vs. VSCAX - Drawdown Comparison
The maximum OGIIX drawdown since its inception was -54.36%, smaller than the maximum VSCAX drawdown of -57.77%. Use the drawdown chart below to compare losses from any high point for OGIIX and VSCAX.
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Drawdown Indicators
| OGIIX | VSCAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.36% | -57.77% | +3.41% |
Max Drawdown (1Y)Largest decline over 1 year | -10.05% | -12.11% | +2.06% |
Max Drawdown (3Y)Largest decline over 3 years | -23.20% | -25.29% | +2.09% |
Max Drawdown (5Y)Largest decline over 5 years | -52.29% | -25.29% | -27.00% |
Max Drawdown (10Y)Largest decline over 10 years | -54.36% | -57.77% | +3.41% |
Current DrawdownCurrent decline from peak | -32.37% | -8.74% | -23.63% |
Average DrawdownAverage peak-to-trough decline | -17.86% | -8.87% | -8.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.81% | 3.88% | -1.07% |
Volatility
OGIIX vs. VSCAX - Volatility Comparison
The current volatility for Invesco Global Opportunities Fund Class R6 (OGIIX) is 4.90%, while Invesco Small Cap Value Fund (VSCAX) has a volatility of 7.73%. This indicates that OGIIX experiences smaller price fluctuations and is considered to be less risky than VSCAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OGIIX | VSCAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.90% | 7.73% | -2.83% |
Volatility (6M)Calculated over the trailing 6-month period | 14.34% | 18.55% | -4.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.28% | 23.31% | -5.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.68% | 23.43% | -0.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.40% | 26.72% | -4.32% |
OGIIX vs. VSCAX - Expense Ratio Comparison
OGIIX has a 0.73% expense ratio, which is lower than VSCAX's 1.12% expense ratio.
Dividends
OGIIX vs. VSCAX - Dividend Comparison
OGIIX's dividend yield for the trailing twelve months is around 0.44%, less than VSCAX's 7.50% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OGIIX Invesco Global Opportunities Fund Class R6 | 0.44% | 0.49% | 0.44% | 0.00% | 0.00% | 5.09% | 8.65% | 5.99% | 10.64% | 2.28% | 8.22% | 1.07% |
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
OGIIX and VSCAX have a correlation of 0.75, 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 OGIIX (4.90%). In terms of maximum drawdown, OGIIX dropped -54.36% vs VSCAX's -57.77%.
VSCAX currently has the higher Sharpe Ratio (1.81 vs 0.89), 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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