OIBAX vs. UDBPX
Compare and contrast key facts about Invesco International Bond Fund (OIBAX) and UBS Sustainable Development Bank Bond Fund (UDBPX).
OIBAX is managed by Invesco. It was launched on Jun 14, 1995. UDBPX is managed by UBS. It was launched on Oct 23, 2018.
Performance
OIBAX vs. UDBPX - Performance Comparison
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OIBAX vs. UDBPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
OIBAX Invesco International Bond Fund | -6.43% | 16.00% | 1.58% | 7.41% | -13.45% | -10.24% | 8.25% | 9.44% | 1.52% |
UDBPX UBS Sustainable Development Bank Bond Fund | 0.28% | 6.96% | 1.55% | 4.53% | -10.41% | -2.43% | 6.80% | 6.79% | 2.03% |
Returns By Period
In the year-to-date period, OIBAX achieves a -6.43% return, which is significantly lower than UDBPX's 0.28% return.
OIBAX
- 1D
- 1.35%
- 1M
- -6.82%
- YTD
- -6.43%
- 6M
- -2.87%
- 1Y
- 4.81%
- 3Y*
- 5.23%
- 5Y*
- -0.27%
- 10Y*
- 1.48%
UDBPX
- 1D
- 0.10%
- 1M
- -1.11%
- YTD
- 0.28%
- 6M
- 0.97%
- 1Y
- 4.22%
- 3Y*
- 3.45%
- 5Y*
- 0.48%
- 10Y*
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OIBAX vs. UDBPX - Expense Ratio Comparison
OIBAX has a 1.16% expense ratio, which is higher than UDBPX's 0.25% expense ratio.
Return for Risk
OIBAX vs. UDBPX — Risk / Return Rank
OIBAX
UDBPX
OIBAX vs. UDBPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco International Bond Fund (OIBAX) and UBS Sustainable Development Bank Bond Fund (UDBPX). 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.
| OIBAX | UDBPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.53 | 1.25 | -0.73 |
Sortino ratioReturn per unit of downside risk | 0.75 | 1.88 | -1.14 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.23 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 0.50 | 2.52 | -2.02 |
Martin ratioReturn relative to average drawdown | 2.26 | 7.59 | -5.33 |
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
| OIBAX | UDBPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.53 | 1.25 | -0.73 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.03 | 0.10 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.18 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 0.45 | +0.29 |
Correlation
The correlation between OIBAX and UDBPX is 0.20, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
OIBAX vs. UDBPX - Dividend Comparison
OIBAX's dividend yield for the trailing twelve months is around 2.75%, less than UDBPX's 3.51% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OIBAX Invesco International Bond Fund | 2.75% | 3.68% | 4.53% | 3.63% | 2.86% | 2.85% | 2.87% | 4.91% | 4.79% | 4.18% | 4.44% | 3.35% |
UDBPX UBS Sustainable Development Bank Bond Fund | 3.51% | 3.12% | 2.84% | 2.15% | 1.46% | 1.03% | 4.11% | 2.69% | 0.52% | 0.00% | 0.00% | 0.00% |
Drawdowns
OIBAX vs. UDBPX - Drawdown Comparison
The maximum OIBAX drawdown since its inception was -32.33%, which is greater than UDBPX's maximum drawdown of -15.45%. Use the drawdown chart below to compare losses from any high point for OIBAX and UDBPX.
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Drawdown Indicators
| OIBAX | UDBPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.33% | -15.45% | -16.88% |
Max Drawdown (1Y)Largest decline over 1 year | -9.96% | -1.94% | -8.02% |
Max Drawdown (5Y)Largest decline over 5 years | -29.49% | -14.55% | -14.94% |
Max Drawdown (10Y)Largest decline over 10 years | -32.33% | — | — |
Current DrawdownCurrent decline from peak | -8.93% | -1.22% | -7.71% |
Average DrawdownAverage peak-to-trough decline | -5.33% | -5.19% | -0.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.19% | 0.64% | +1.55% |
Volatility
OIBAX vs. UDBPX - Volatility Comparison
Invesco International Bond Fund (OIBAX) has a higher volatility of 6.41% compared to UBS Sustainable Development Bank Bond Fund (UDBPX) at 1.38%. This indicates that OIBAX's price experiences larger fluctuations and is considered to be riskier than UDBPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OIBAX | UDBPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.41% | 1.38% | +5.03% |
Volatility (6M)Calculated over the trailing 6-month period | 7.95% | 2.26% | +5.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.64% | 3.83% | +6.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.97% | 4.97% | +4.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.48% | 4.52% | +3.96% |