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OIDAX vs. SSGLX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OIDAX vs. SSGLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco International Diversified Fund Class A (OIDAX) and State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with OIDAX having a 12.26% return and SSGLX slightly higher at 12.81%. Over the past 10 years, OIDAX has underperformed SSGLX with an annualized return of 6.94%, while SSGLX has yielded a comparatively higher 9.34% annualized return.


OIDAX

1D
2.75%
1M
1.84%
6M
5.51%
YTD
12.26%
1Y
23.74%
3Y*
10.32%
5Y*
2.52%
10Y*
6.94%
ALL TIME*
6.23%

SSGLX

1D
2.99%
1M
-0.39%
6M
6.33%
YTD
12.81%
1Y
28.04%
3Y*
16.85%
5Y*
8.76%
10Y*
9.34%
ALL TIME*
6.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

OIDAX vs. SSGLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OIDAX
Invesco International Diversified Fund Class A
12.26%21.42%-2.54%15.42%-25.22%4.01%20.55%24.60%-14.62%32.40%
SSGLX
State Street Global All Cap Equity ex-U.S. Index Fund Class K
12.81%32.64%4.98%15.67%-16.44%8.36%11.11%21.52%-14.05%27.12%

Correlation

The correlation between OIDAX and SSGLX is 0.80, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.80

Correlation (3Y)
Balances recent behavior with more history.

0.83

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.88

Correlation (10Y)
Provides a long-term view across more market conditions.

0.88

Correlation (All Time)
Calculated using the full available price history since Sep 18, 2014

0.89

The correlation between OIDAX and SSGLX has been stable across timeframes, ranging from 0.80 to 0.89 - a consistent structural relationship.

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Return for Risk

OIDAX vs. SSGLX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

OIDAX
OIDAX Risk / Return Rank: 5858
Overall Rank
OIDAX Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
OIDAX Sortino Ratio Rank: 5757
Sortino Ratio Rank
OIDAX Omega Ratio Rank: 5656
Omega Ratio Rank
OIDAX Calmar Ratio Rank: 6464
Calmar Ratio Rank
OIDAX Martin Ratio Rank: 5858
Martin Ratio Rank

SSGLX
SSGLX Risk / Return Rank: 7272
Overall Rank
SSGLX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
SSGLX Sortino Ratio Rank: 7171
Sortino Ratio Rank
SSGLX Omega Ratio Rank: 7474
Omega Ratio Rank
SSGLX Calmar Ratio Rank: 7171
Calmar Ratio Rank
SSGLX Martin Ratio Rank: 6969
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

OIDAX vs. SSGLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco International Diversified Fund Class A (OIDAX) and State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


OIDAXSSGLXDifference
Sharpe ratioReturn per unit of total volatility

-0.24

Sortino ratioReturn per unit of downside risk

-0.27

Omega ratioGain probability vs. loss probability

1.27

1.32

-0.05

Calmar ratioReturn relative to maximum drawdown

2.20

2.30

-0.10

Martin ratioReturn relative to average drawdown

7.80

8.47

-0.67

OIDAX vs. SSGLX - Sharpe Ratio Comparison

The current OIDAX Sharpe Ratio is 1.46, which is comparable to the SSGLX Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of OIDAX and SSGLX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

OIDAX vs. SSGLX - Drawdown Comparison

The maximum OIDAX drawdown since its inception was -58.55%, which is greater than SSGLX's maximum drawdown of -35.88%. Use the drawdown chart below to compare losses from any high point for OIDAX and SSGLX.


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Drawdown Indicators


OIDAXSSGLXDifference

Max Drawdown

Largest peak-to-trough decline

-58.55%

-35.88%

-22.67%

Max Drawdown (1Y)

Largest decline over 1 year

-11.08%

-11.22%

+0.14%

Max Drawdown (3Y)

Largest decline over 3 years

-17.74%

-13.56%

-4.18%

Max Drawdown (5Y)

Largest decline over 5 years

-38.09%

-30.08%

-8.01%

Max Drawdown (10Y)

Largest decline over 10 years

-38.09%

-35.88%

-2.21%

Current Drawdown

Current decline from peak

-0.67%

-2.45%

+1.78%

Average Drawdown

Average peak-to-trough decline

-12.43%

-8.15%

-4.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.04%

3.04%

0.00%

Volatility

OIDAX vs. SSGLX - Volatility Comparison

Invesco International Diversified Fund Class A (OIDAX) and State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX) have volatilities of 4.97% and 4.87%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OIDAXSSGLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.97%

4.87%

+0.10%

Volatility (6M)

Calculated over the trailing 6-month period

14.08%

13.31%

+0.77%

Volatility (1Y)

Calculated over the trailing 1-year period

16.72%

15.18%

+1.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.86%

15.00%

+1.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.45%

16.11%

+0.34%

OIDAX vs. SSGLX - Expense Ratio Comparison

OIDAX has a 0.42% expense ratio, which is higher than SSGLX's 0.07% expense ratio.


Dividends

OIDAX vs. SSGLX - Dividend Comparison

OIDAX's dividend yield for the trailing twelve months is around 31.92%, more than SSGLX's 3.91% yield.


PositionTTM20252024202320222021202020192018201720162015
OIDAX
Invesco International Diversified Fund Class A
31.92%35.83%4.92%0.38%14.78%7.92%1.12%2.15%0.82%0.38%0.41%0.96%
SSGLX
State Street Global All Cap Equity ex-U.S. Index Fund Class K
3.91%4.41%4.46%2.98%2.85%4.20%1.72%4.80%8.32%3.98%1.52%2.09%

Frequently Asked Questions


OIDAX and SSGLX have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

OIDAX has higher volatility (4.97%) compared to SSGLX (4.87%). In terms of maximum drawdown, OIDAX dropped -58.55% vs SSGLX's -35.88%.

SSGLX currently has the higher Sharpe Ratio (1.70 vs 1.46), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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