OIDAX vs. MGC
Compare and contrast key facts about Invesco International Diversified Fund Class A (OIDAX) and Vanguard Mega Cap ETF (MGC).
OIDAX is managed by Invesco. It was launched on Sep 27, 2005. MGC is a passively managed fund by Vanguard that tracks the performance of the CRSP US Mega Cap Index. It was launched on Dec 17, 2007.
Performance
OIDAX vs. MGC - Performance Comparison
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OIDAX vs. MGC - 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% |
MGC Vanguard Mega Cap ETF | -5.62% | 19.31% | 27.16% | 29.77% | -19.95% | 27.58% | 21.57% | 31.14% | -3.45% | 22.61% |
Returns By Period
In the year-to-date period, OIDAX achieves a -3.46% return, which is significantly higher than MGC's -5.62% return. Over the past 10 years, OIDAX has underperformed MGC with an annualized return of 5.77%, while MGC has yielded a comparatively higher 14.69% annualized 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%
MGC
- 1D
- 3.07%
- 1M
- -4.82%
- YTD
- -5.62%
- 6M
- -2.65%
- 1Y
- 18.56%
- 3Y*
- 19.64%
- 5Y*
- 12.23%
- 10Y*
- 14.69%
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OIDAX vs. MGC - Expense Ratio Comparison
OIDAX has a 0.42% expense ratio, which is higher than MGC's 0.05% expense ratio.
Return for Risk
OIDAX vs. MGC — Risk / Return Rank
OIDAX
MGC
OIDAX vs. MGC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco International Diversified Fund Class A (OIDAX) and Vanguard Mega Cap ETF (MGC). 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 | MGC | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.96 | 0.99 | -0.03 |
Sortino ratioReturn per unit of downside risk | 1.43 | 1.53 | -0.10 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.23 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 0.74 | 1.61 | -0.87 |
Martin ratioReturn relative to average drawdown | 3.08 | 7.15 | -4.07 |
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 | MGC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.96 | 0.99 | -0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.03 | 0.71 | -0.68 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.36 | 0.81 | -0.45 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.55 | -0.24 |
Correlation
The correlation between OIDAX and MGC is 0.78, 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. MGC - Dividend Comparison
OIDAX's dividend yield for the trailing twelve months is around 37.11%, more than MGC's 1.02% 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% |
MGC Vanguard Mega Cap ETF | 1.02% | 0.93% | 1.15% | 1.35% | 1.65% | 1.17% | 1.45% | 1.81% | 2.10% | 1.83% | 2.14% | 2.11% |
Drawdowns
OIDAX vs. MGC - Drawdown Comparison
The maximum OIDAX drawdown since its inception was -58.55%, which is greater than MGC's maximum drawdown of -51.93%. Use the drawdown chart below to compare losses from any high point for OIDAX and MGC.
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Drawdown Indicators
| OIDAX | MGC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.55% | -51.93% | -6.62% |
Max Drawdown (1Y)Largest decline over 1 year | -11.08% | -11.93% | +0.85% |
Max Drawdown (5Y)Largest decline over 5 years | -38.09% | -25.74% | -12.35% |
Max Drawdown (10Y)Largest decline over 10 years | -38.09% | -33.07% | -5.02% |
Current DrawdownCurrent decline from peak | -11.08% | -7.08% | -4.00% |
Average DrawdownAverage peak-to-trough decline | -12.59% | -7.12% | -5.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.19% | 2.69% | +0.50% |
Volatility
OIDAX vs. MGC - Volatility Comparison
Invesco International Diversified Fund Class A (OIDAX) has a higher volatility of 6.63% compared to Vanguard Mega Cap ETF (MGC) at 5.48%. This indicates that OIDAX's price experiences larger fluctuations and is considered to be riskier than MGC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OIDAX | MGC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.63% | 5.48% | +1.15% |
Volatility (6M)Calculated over the trailing 6-month period | 10.76% | 9.84% | +0.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.42% | 18.79% | -2.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.37% | 17.26% | -0.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.42% | 18.19% | -1.77% |