OIDAX vs. VOO
Compare and contrast key facts about Invesco International Diversified Fund Class A (OIDAX) and Vanguard S&P 500 ETF (VOO).
OIDAX is managed by Invesco. It was launched on Sep 27, 2005. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Performance
OIDAX vs. VOO - Performance Comparison
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OIDAX vs. VOO - 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% |
VOO Vanguard S&P 500 ETF | -4.42% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Returns By Period
In the year-to-date period, OIDAX achieves a -3.46% return, which is significantly higher than VOO's -4.42% return. Over the past 10 years, OIDAX has underperformed VOO with an annualized return of 5.77%, while VOO has yielded a comparatively higher 14.05% 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%
VOO
- 1D
- 2.86%
- 1M
- -5.01%
- YTD
- -4.42%
- 6M
- -1.84%
- 1Y
- 17.67%
- 3Y*
- 18.27%
- 5Y*
- 11.75%
- 10Y*
- 14.05%
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OIDAX vs. VOO - Expense Ratio Comparison
OIDAX has a 0.42% expense ratio, which is higher than VOO's 0.03% expense ratio.
Return for Risk
OIDAX vs. VOO — Risk / Return Rank
OIDAX
VOO
OIDAX vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco International Diversified Fund Class A (OIDAX) and Vanguard S&P 500 ETF (VOO). 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 | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.96 | 0.98 | -0.02 |
Sortino ratioReturn per unit of downside risk | 1.43 | 1.50 | -0.07 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.23 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 0.74 | 1.53 | -0.79 |
Martin ratioReturn relative to average drawdown | 3.08 | 7.29 | -4.21 |
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 | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.96 | 0.98 | -0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.03 | 0.70 | -0.67 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.36 | 0.78 | -0.43 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.83 | -0.51 |
Correlation
The correlation between OIDAX and VOO 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. VOO - Dividend Comparison
OIDAX's dividend yield for the trailing twelve months is around 37.11%, more than VOO's 1.19% 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% |
VOO Vanguard S&P 500 ETF | 1.19% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
OIDAX vs. VOO - Drawdown Comparison
The maximum OIDAX drawdown since its inception was -58.55%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for OIDAX and VOO.
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Drawdown Indicators
| OIDAX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.55% | -33.99% | -24.56% |
Max Drawdown (1Y)Largest decline over 1 year | -11.08% | -11.98% | +0.90% |
Max Drawdown (5Y)Largest decline over 5 years | -38.09% | -24.52% | -13.57% |
Max Drawdown (10Y)Largest decline over 10 years | -38.09% | -33.99% | -4.10% |
Current DrawdownCurrent decline from peak | -11.08% | -6.29% | -4.79% |
Average DrawdownAverage peak-to-trough decline | -12.59% | -3.72% | -8.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.19% | 2.52% | +0.67% |
Volatility
OIDAX vs. VOO - Volatility Comparison
Invesco International Diversified Fund Class A (OIDAX) has a higher volatility of 6.63% compared to Vanguard S&P 500 ETF (VOO) at 5.29%. This indicates that OIDAX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OIDAX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.63% | 5.29% | +1.34% |
Volatility (6M)Calculated over the trailing 6-month period | 10.76% | 9.44% | +1.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.42% | 18.10% | -1.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.37% | 16.82% | -0.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.42% | 17.99% | -1.57% |