OIDAX vs. GQRIX
Compare and contrast key facts about Invesco International Diversified Fund Class A (OIDAX) and GQG Partners Global Quality Equity Fund Institutional Shares (GQRIX).
OIDAX is managed by Invesco. It was launched on Sep 27, 2005. GQRIX is managed by GQG Partners Inc. It was launched on Mar 29, 2019.
Performance
OIDAX vs. GQRIX - Performance Comparison
Loading graphics...
OIDAX vs. GQRIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
OIDAX Invesco International Diversified Fund Class A | -0.75% | 21.42% | -2.54% | 15.42% | -25.22% | 4.01% | 20.55% | 11.62% |
GQRIX GQG Partners Global Quality Equity Fund Institutional Shares | 7.87% | 0.91% | 20.18% | 19.79% | -3.64% | 17.13% | 14.75% | 12.84% |
Returns By Period
In the year-to-date period, OIDAX achieves a -0.75% return, which is significantly lower than GQRIX's 7.87% return.
OIDAX
- 1D
- 2.80%
- 1M
- -6.71%
- YTD
- -0.75%
- 6M
- 2.51%
- 1Y
- 18.37%
- 3Y*
- 7.33%
- 5Y*
- 0.74%
- 10Y*
- 6.06%
GQRIX
- 1D
- 0.11%
- 1M
- -2.69%
- YTD
- 7.87%
- 6M
- 7.23%
- 1Y
- 7.92%
- 3Y*
- 17.11%
- 5Y*
- 11.55%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
OIDAX vs. GQRIX - Expense Ratio Comparison
OIDAX has a 0.42% expense ratio, which is lower than GQRIX's 0.75% expense ratio.
Return for Risk
OIDAX vs. GQRIX — Risk / Return Rank
OIDAX
GQRIX
OIDAX vs. GQRIX - 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 Equity Fund Institutional Shares (GQRIX). 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 | GQRIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.25 | 0.68 | +0.57 |
Sortino ratioReturn per unit of downside risk | 1.81 | 0.97 | +0.84 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.14 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 1.12 | 0.97 | +0.15 |
Martin ratioReturn relative to average drawdown | 4.59 | 3.48 | +1.11 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| OIDAX | GQRIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.25 | 0.68 | +0.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.05 | 0.79 | -0.74 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.73 | -0.40 |
Correlation
The correlation between OIDAX and GQRIX is 0.69, 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. GQRIX - Dividend Comparison
OIDAX's dividend yield for the trailing twelve months is around 36.10%, more than GQRIX's 7.36% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OIDAX Invesco International Diversified Fund Class A | 36.10% | 35.83% | 4.92% | 0.38% | 14.78% | 7.92% | 1.12% | 2.15% | 0.82% | 0.38% | 0.41% | 0.96% |
GQRIX GQG Partners Global Quality Equity Fund Institutional Shares | 7.36% | 7.94% | 6.46% | 1.39% | 2.99% | 1.65% | 0.11% | 0.04% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
OIDAX vs. GQRIX - Drawdown Comparison
The maximum OIDAX drawdown since its inception was -58.55%, which is greater than GQRIX's maximum drawdown of -28.86%. Use the drawdown chart below to compare losses from any high point for OIDAX and GQRIX.
Loading graphics...
Drawdown Indicators
| OIDAX | GQRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.55% | -28.86% | -29.69% |
Max Drawdown (1Y)Largest decline over 1 year | -11.08% | -8.80% | -2.28% |
Max Drawdown (5Y)Largest decline over 5 years | -38.09% | -20.29% | -17.80% |
Max Drawdown (10Y)Largest decline over 10 years | -38.09% | — | — |
Current DrawdownCurrent decline from peak | -8.59% | -3.35% | -5.24% |
Average DrawdownAverage peak-to-trough decline | -12.59% | -4.94% | -7.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.23% | 2.53% | +0.70% |
Volatility
OIDAX vs. GQRIX - Volatility Comparison
Invesco International Diversified Fund Class A (OIDAX) has a higher volatility of 7.42% compared to GQG Partners Global Quality Equity Fund Institutional Shares (GQRIX) at 3.09%. This indicates that OIDAX's price experiences larger fluctuations and is considered to be riskier than GQRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| OIDAX | GQRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.42% | 3.09% | +4.33% |
Volatility (6M)Calculated over the trailing 6-month period | 11.10% | 6.73% | +4.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.63% | 11.89% | +4.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.42% | 14.69% | +1.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.44% | 17.40% | -0.96% |