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OIDAX vs. GAOAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OIDAX vs. GAOAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco International Diversified Fund Class A (OIDAX) and JPMorgan Global Allocation Fund A (GAOAX). The values are adjusted to include any dividend payments, if applicable.

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OIDAX vs. GAOAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OIDAX
Invesco International Diversified Fund Class A
-3.46%21.42%-2.54%15.42%-25.22%4.01%20.55%24.60%-14.62%32.40%
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, OIDAX achieves a -3.46% return, which is significantly higher than GAOAX's -5.28% return. Both investments have delivered pretty close results over the past 10 years, with OIDAX having a 5.77% annualized return and GAOAX not far behind at 5.59%.


OIDAX

1D
0.00%
1M
-10.90%
YTD
-3.46%
6M
0.23%
1Y
15.30%
3Y*
6.35%
5Y*
0.54%
10Y*
5.77%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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OIDAX vs. GAOAX - Expense Ratio Comparison

OIDAX has a 0.42% expense ratio, which is lower than GAOAX's 1.04% expense ratio.


Return for Risk

OIDAX vs. GAOAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

OIDAX
OIDAX Risk / Return Rank: 4040
Overall Rank
OIDAX Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
OIDAX Sortino Ratio Rank: 5252
Sortino Ratio Rank
OIDAX Omega Ratio Rank: 4646
Omega Ratio Rank
OIDAX Calmar Ratio Rank: 2525
Calmar Ratio Rank
OIDAX Martin Ratio Rank: 2828
Martin Ratio Rank

GAOAX
GAOAX Risk / Return Rank: 3030
Overall Rank
GAOAX Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
GAOAX Sortino Ratio Rank: 3030
Sortino Ratio Rank
GAOAX Omega Ratio Rank: 2828
Omega Ratio Rank
GAOAX Calmar Ratio Rank: 2929
Calmar Ratio Rank
GAOAX Martin Ratio Rank: 3232
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

OIDAX vs. GAOAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco International Diversified Fund Class A (OIDAX) 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.


OIDAXGAOAXDifference

Sharpe ratio

Return per unit of total volatility

0.96

0.72

+0.24

Sortino ratio

Return per unit of downside risk

1.43

1.06

+0.37

Omega ratio

Gain probability vs. loss probability

1.19

1.15

+0.05

Calmar ratio

Return relative to maximum drawdown

0.74

0.82

-0.08

Martin ratio

Return relative to average drawdown

3.08

3.42

-0.34

OIDAX vs. GAOAX - Sharpe Ratio Comparison

The current OIDAX Sharpe Ratio is 0.96, which is higher than the GAOAX Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of OIDAX and GAOAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


OIDAXGAOAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

0.72

+0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.03

0.16

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

0.52

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.53

-0.21

Correlation

The correlation between OIDAX and GAOAX is 0.88, 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

OIDAX vs. GAOAX - Dividend Comparison

OIDAX's dividend yield for the trailing twelve months is around 37.11%, more than GAOAX's 10.19% yield.


TTM20252024202320222021202020192018201720162015
OIDAX
Invesco International Diversified Fund Class A
37.11%35.83%4.92%0.38%14.78%7.92%1.12%2.15%0.82%0.38%0.41%0.96%
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

OIDAX vs. GAOAX - Drawdown Comparison

The maximum OIDAX drawdown since its inception was -58.55%, which is greater than GAOAX's maximum drawdown of -29.02%. Use the drawdown chart below to compare losses from any high point for OIDAX and GAOAX.


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Drawdown Indicators


OIDAXGAOAXDifference

Max Drawdown

Largest peak-to-trough decline

-58.55%

-29.02%

-29.53%

Max Drawdown (1Y)

Largest decline over 1 year

-11.08%

-8.95%

-2.13%

Max Drawdown (5Y)

Largest decline over 5 years

-38.09%

-29.02%

-9.07%

Max Drawdown (10Y)

Largest decline over 10 years

-38.09%

-29.02%

-9.07%

Current Drawdown

Current decline from peak

-11.08%

-8.95%

-2.13%

Average Drawdown

Average peak-to-trough decline

-12.59%

-6.01%

-6.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.19%

2.15%

+1.04%

Volatility

OIDAX vs. GAOAX - Volatility Comparison

Invesco International Diversified Fund Class A (OIDAX) has a higher volatility of 6.63% compared to JPMorgan Global Allocation Fund A (GAOAX) at 4.64%. This indicates that OIDAX'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


OIDAXGAOAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.63%

4.64%

+1.99%

Volatility (6M)

Calculated over the trailing 6-month period

10.76%

7.42%

+3.34%

Volatility (1Y)

Calculated over the trailing 1-year period

16.42%

11.46%

+4.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.37%

11.02%

+5.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.42%

10.80%

+5.62%