OIDAX vs. GQFPX

Last updated Apr 1, 2026

Compare and contrast key facts about Invesco International Diversified Fund Class A (OIDAX) and GQG Partners Global Quality Dividend Income Fund (GQFPX).

OIDAX is managed by Invesco. It was launched on Sep 27, 2005. GQFPX is managed by GQG Partners Inc. It was launched on Jun 29, 2021.

Performance

OIDAX vs. GQFPX - Performance Comparison

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

OIDAX vs. GQFPX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
OIDAX Invesco International Diversified Fund Class A	-3.46%	21.42%	-2.54%	15.42%	-25.22%	-1.61%
GQFPX GQG Partners Global Quality Dividend Income Fund	9.67%	19.29%	4.81%	15.09%	-1.13%	5.03%

Returns By Period

In the year-to-date period, OIDAX achieves a -3.46% return, which is significantly lower than GQFPX's 9.67% return.

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%

GQFPX

• 1D: -0.37%
• 1M: -3.16%
• YTD: 9.67%
• 6M: 10.95%
• 1Y: 18.91%
• 3Y*: 16.33%
• 5Y*: —
• 10Y*: —

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

OIDAX vs. GQFPX - Expense Ratio Comparison

OIDAX has a 0.42% expense ratio, which is lower than GQFPX's 0.86% expense ratio.

GQFPX

GQG Partners Global Quality Dividend Income Fund

OIDAX

Invesco International Diversified Fund Class A

Return for Risk

OIDAX vs. GQFPX — Risk / Return Rank

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

OIDAX

OIDAX Risk / Return Rank: 40
OIDAX Sharpe Ratio Rank: 50
OIDAX Sortino Ratio Rank: 52
OIDAX Omega Ratio Rank: 46
OIDAX Calmar Ratio Rank: 25
OIDAX Martin Ratio Rank: 28

GQFPX

GQFPX Risk / Return Rank: 82
GQFPX Sharpe Ratio Rank: 83
GQFPX Sortino Ratio Rank: 79
GQFPX Omega Ratio Rank: 81
GQFPX Calmar Ratio Rank: 80
GQFPX Martin Ratio Rank: 87

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. GQFPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco International Diversified Fund Class A (OIDAX) and GQG Partners Global Quality Dividend Income Fund (GQFPX). 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	GQFPX	Difference
Sharpe ratio Return per unit of total volatility	0.96	1.57	-0.61
Sortino ratio Return per unit of downside risk	1.43	2.02	-0.59
Omega ratio Gain probability vs. loss probability	1.19	1.33	-0.13
Calmar ratio Return relative to maximum drawdown	0.74	1.93	-1.19
Martin ratio Return relative to average drawdown	3.08	9.22	-6.14
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

OIDAX vs. GQFPX - Sharpe Ratio Comparison

The current OIDAX Sharpe Ratio is 0.96, which is lower than the GQFPX Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of OIDAX and GQFPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	OIDAX	GQFPX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.96	1.57	-0.61
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.03	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.36	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.32	0.86	-0.54

Correlation

The correlation between OIDAX and GQFPX is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

OIDAX vs. GQFPX - Dividend Comparison

OIDAX's dividend yield for the trailing twelve months is around 37.11%, more than GQFPX's 4.85% 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%
GQFPX GQG Partners Global Quality Dividend Income Fund	4.85%	5.32%	3.71%	3.69%	5.18%	1.38%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

OIDAX vs. GQFPX - Drawdown Comparison

The maximum OIDAX drawdown since its inception was -58.55%, which is greater than GQFPX's maximum drawdown of -16.95%. Use the drawdown chart below to compare losses from any high point for OIDAX and GQFPX.

Drawdown Indicators

	OIDAX	GQFPX	Difference
Max Drawdown Largest peak-to-trough decline	-58.55%	-16.95%	-41.60%
Max Drawdown (1Y) Largest decline over 1 year	-11.08%	-9.60%	-1.48%
Max Drawdown (5Y) Largest decline over 5 years	-38.09%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-38.09%	—	—
Current Drawdown Current decline from peak	-11.08%	-3.16%	-7.92%
Average Drawdown Average peak-to-trough decline	-12.59%	-3.03%	-9.56%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.19%	2.07%	+1.12%

Volatility

OIDAX vs. GQFPX - Volatility Comparison

Invesco International Diversified Fund Class A (OIDAX) has a higher volatility of 6.63% compared to GQG Partners Global Quality Dividend Income Fund (GQFPX) at 3.98%. This indicates that OIDAX's price experiences larger fluctuations and is considered to be riskier than GQFPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	OIDAX	GQFPX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.63%	3.98%	+2.65%
Volatility (6M) Calculated over the trailing 6-month period	10.76%	7.03%	+3.73%
Volatility (1Y) Calculated over the trailing 1-year period	16.42%	12.39%	+4.03%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.37%	12.89%	+3.48%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.42%	12.89%	+3.53%