OIDAX vs. VADAX
Compare and contrast key facts about Invesco International Diversified Fund Class A (OIDAX) and Invesco Equally-Weighted S&P 500 Fund Class A (VADAX).
OIDAX is managed by Invesco. It was launched on Sep 27, 2005. VADAX is managed by Invesco.
Performance
OIDAX vs. VADAX - Performance Comparison
Loading graphics...
OIDAX vs. VADAX - 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% |
VADAX Invesco Equally-Weighted S&P 500 Fund Class A | 0.54% | 10.89% | 12.40% | 13.29% | -12.07% | 28.93% | 12.30% | 28.59% | -8.19% | 18.26% |
Returns By Period
In the year-to-date period, OIDAX achieves a -3.46% return, which is significantly lower than VADAX's 0.54% return. Over the past 10 years, OIDAX has underperformed VADAX with an annualized return of 5.77%, while VADAX has yielded a comparatively higher 10.69% 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%
VADAX
- 1D
- 2.04%
- 1M
- -5.84%
- YTD
- 0.54%
- 6M
- 1.62%
- 1Y
- 12.19%
- 3Y*
- 11.36%
- 5Y*
- 7.44%
- 10Y*
- 10.69%
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. VADAX - Expense Ratio Comparison
OIDAX has a 0.42% expense ratio, which is lower than VADAX's 0.52% expense ratio.
Return for Risk
OIDAX vs. VADAX — Risk / Return Rank
OIDAX
VADAX
OIDAX vs. VADAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco International Diversified Fund Class A (OIDAX) and Invesco Equally-Weighted S&P 500 Fund Class A (VADAX). 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 | VADAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.96 | 0.72 | +0.24 |
Sortino ratioReturn per unit of downside risk | 1.43 | 1.13 | +0.30 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.16 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 0.74 | 0.91 | -0.17 |
Martin ratioReturn relative to average drawdown | 3.08 | 4.10 | -1.02 |
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 | VADAX | 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 | 0.46 | -0.43 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.36 | 0.58 | -0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.45 | -0.13 |
Correlation
The correlation between OIDAX and VADAX is 0.77, 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. VADAX - Dividend Comparison
OIDAX's dividend yield for the trailing twelve months is around 37.11%, more than VADAX's 10.15% 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% |
VADAX Invesco Equally-Weighted S&P 500 Fund Class A | 10.15% | 10.21% | 8.77% | 4.69% | 8.49% | 9.80% | 6.21% | 4.49% | 6.90% | 2.76% | 0.30% | 2.77% |
Drawdowns
OIDAX vs. VADAX - Drawdown Comparison
The maximum OIDAX drawdown since its inception was -58.55%, roughly equal to the maximum VADAX drawdown of -60.27%. Use the drawdown chart below to compare losses from any high point for OIDAX and VADAX.
Loading graphics...
Drawdown Indicators
| OIDAX | VADAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.55% | -60.27% | +1.72% |
Max Drawdown (1Y)Largest decline over 1 year | -11.08% | -12.61% | +1.53% |
Max Drawdown (5Y)Largest decline over 5 years | -38.09% | -21.74% | -16.35% |
Max Drawdown (10Y)Largest decline over 10 years | -38.09% | -39.32% | +1.23% |
Current DrawdownCurrent decline from peak | -11.08% | -6.01% | -5.07% |
Average DrawdownAverage peak-to-trough decline | -12.59% | -7.13% | -5.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.19% | 2.80% | +0.39% |
Volatility
OIDAX vs. VADAX - Volatility Comparison
Invesco International Diversified Fund Class A (OIDAX) has a higher volatility of 6.63% compared to Invesco Equally-Weighted S&P 500 Fund Class A (VADAX) at 4.47%. This indicates that OIDAX's price experiences larger fluctuations and is considered to be riskier than VADAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| OIDAX | VADAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.63% | 4.47% | +2.16% |
Volatility (6M)Calculated over the trailing 6-month period | 10.76% | 8.87% | +1.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.42% | 17.25% | -0.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.37% | 16.30% | +0.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.42% | 18.54% | -2.12% |