OIDAX vs. VADDX
Compare and contrast key facts about Invesco International Diversified Fund Class A (OIDAX) and Invesco Equally-Weighted S&P 500 Fund (VADDX).
OIDAX is managed by Invesco. It was launched on Sep 27, 2005. VADDX is a passively managed fund by Invesco that tracks the performance of the S&P 500 Equal Weight Index. It was launched on Jul 28, 1997.
Performance
OIDAX vs. VADDX - Performance Comparison
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OIDAX vs. VADDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
OIDAX Invesco International Diversified Fund Class A | -0.75% | 21.42% | -2.54% | 15.42% | -25.22% | 4.01% | 20.55% | 24.60% | -14.62% | 32.40% |
VADDX Invesco Equally-Weighted S&P 500 Fund | 0.61% | 11.16% | 12.68% | 13.58% | -11.86% | 29.27% | 12.56% | 28.92% | -7.96% | 18.55% |
Returns By Period
In the year-to-date period, OIDAX achieves a -0.75% return, which is significantly lower than VADDX's 0.61% return. Over the past 10 years, OIDAX has underperformed VADDX with an annualized return of 6.06%, while VADDX has yielded a comparatively higher 10.94% annualized 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%
VADDX
- 1D
- 2.06%
- 1M
- -5.82%
- YTD
- 0.61%
- 6M
- 1.75%
- 1Y
- 12.48%
- 3Y*
- 11.64%
- 5Y*
- 7.70%
- 10Y*
- 10.94%
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OIDAX vs. VADDX - Expense Ratio Comparison
OIDAX has a 0.42% expense ratio, which is higher than VADDX's 0.27% expense ratio.
Return for Risk
OIDAX vs. VADDX — Risk / Return Rank
OIDAX
VADDX
OIDAX vs. VADDX - 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 (VADDX). 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 | VADDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.25 | 0.74 | +0.51 |
Sortino ratioReturn per unit of downside risk | 1.81 | 1.15 | +0.66 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.16 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.12 | 0.93 | +0.19 |
Martin ratioReturn relative to average drawdown | 4.59 | 4.21 | +0.38 |
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 | VADDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.25 | 0.74 | +0.51 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.05 | 0.48 | -0.43 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | 0.59 | -0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.46 | -0.13 |
Correlation
The correlation between OIDAX and VADDX 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. VADDX - Dividend Comparison
OIDAX's dividend yield for the trailing twelve months is around 36.10%, more than VADDX's 10.03% 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% |
VADDX Invesco Equally-Weighted S&P 500 Fund | 10.03% | 10.09% | 8.88% | 4.86% | 8.45% | 9.92% | 6.38% | 4.68% | 7.13% | 2.97% | 0.30% | 2.98% |
Drawdowns
OIDAX vs. VADDX - Drawdown Comparison
The maximum OIDAX drawdown since its inception was -58.55%, roughly equal to the maximum VADDX drawdown of -60.12%. Use the drawdown chart below to compare losses from any high point for OIDAX and VADDX.
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Drawdown Indicators
| OIDAX | VADDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.55% | -60.12% | +1.57% |
Max Drawdown (1Y)Largest decline over 1 year | -11.08% | -12.61% | +1.53% |
Max Drawdown (5Y)Largest decline over 5 years | -38.09% | -21.58% | -16.51% |
Max Drawdown (10Y)Largest decline over 10 years | -38.09% | -39.39% | +1.30% |
Current DrawdownCurrent decline from peak | -8.59% | -5.99% | -2.60% |
Average DrawdownAverage peak-to-trough decline | -12.59% | -7.03% | -5.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.23% | 2.80% | +0.43% |
Volatility
OIDAX vs. VADDX - Volatility Comparison
Invesco International Diversified Fund Class A (OIDAX) has a higher volatility of 7.42% compared to Invesco Equally-Weighted S&P 500 Fund (VADDX) at 4.48%. This indicates that OIDAX's price experiences larger fluctuations and is considered to be riskier than VADDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OIDAX | VADDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.42% | 4.48% | +2.94% |
Volatility (6M)Calculated over the trailing 6-month period | 11.10% | 8.88% | +2.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.63% | 17.25% | -0.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.42% | 16.30% | +0.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.44% | 18.54% | -2.10% |