OIDAX vs. GAOAX
Compare and contrast key facts about Invesco International Diversified Fund Class A (OIDAX) and JPMorgan Global Allocation Fund A (GAOAX).
OIDAX is managed by Invesco. It was launched on Sep 27, 2005. GAOAX is managed by JPMorgan. It was launched on May 31, 2011.
Performance
OIDAX vs. GAOAX - Performance Comparison
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OIDAX vs. GAOAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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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
OIDAX
GAOAX
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.
| OIDAX | GAOAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.96 | 0.72 | +0.24 |
Sortino ratioReturn per unit of downside risk | 1.43 | 1.06 | +0.37 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.15 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 0.74 | 0.82 | -0.08 |
Martin ratioReturn relative to average drawdown | 3.08 | 3.42 | -0.34 |
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
| OIDAX | GAOAX | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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
| OIDAX | GAOAX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -11.08% | -8.95% | -2.13% |
Average DrawdownAverage peak-to-trough decline | -12.59% | -6.01% | -6.58% |
Ulcer IndexDepth 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
| OIDAX | GAOAX | Difference | |
|---|---|---|---|
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% |