OIDYX vs. VADDX
Compare and contrast key facts about Invesco International Diversified Fund (OIDYX) and Invesco Equally-Weighted S&P 500 Fund (VADDX).
OIDYX is managed by Invesco. It was launched on Sep 26, 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
OIDYX vs. VADDX - Performance Comparison
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OIDYX vs. VADDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
OIDYX Invesco International Diversified Fund | -0.66% | 21.74% | -2.37% | 15.74% | -25.05% | 4.30% | 20.82% | 25.06% | -14.44% | 32.75% |
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, OIDYX achieves a -0.66% return, which is significantly lower than VADDX's 0.61% return. Over the past 10 years, OIDYX has underperformed VADDX with an annualized return of 6.34%, while VADDX has yielded a comparatively higher 10.94% annualized return.
OIDYX
- 1D
- 2.89%
- 1M
- -6.68%
- YTD
- -0.66%
- 6M
- 2.66%
- 1Y
- 18.68%
- 3Y*
- 7.60%
- 5Y*
- 1.00%
- 10Y*
- 6.34%
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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OIDYX vs. VADDX - Expense Ratio Comparison
OIDYX has a 0.19% expense ratio, which is lower than VADDX's 0.27% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
OIDYX vs. VADDX — Risk / Return Rank
OIDYX
VADDX
OIDYX vs. VADDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco International Diversified Fund (OIDYX) 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.
| OIDYX | VADDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.19 | 0.74 | +0.46 |
Sortino ratioReturn per unit of downside risk | 1.69 | 1.15 | +0.55 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.16 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.48 | 0.93 | +0.54 |
Martin ratioReturn relative to average drawdown | 5.66 | 4.21 | +1.45 |
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
| OIDYX | VADDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.19 | 0.74 | +0.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.06 | 0.48 | -0.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.39 | 0.59 | -0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.46 | -0.12 |
Correlation
The correlation between OIDYX and VADDX 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
OIDYX vs. VADDX - Dividend Comparison
OIDYX's dividend yield for the trailing twelve months is around 35.17%, more than VADDX's 10.03% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OIDYX Invesco International Diversified Fund | 35.17% | 34.94% | 5.44% | 0.37% | 14.77% | 8.15% | 1.17% | 2.13% | 1.18% | 0.65% | 0.71% | 1.21% |
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
OIDYX vs. VADDX - Drawdown Comparison
The maximum OIDYX drawdown since its inception was -58.32%, roughly equal to the maximum VADDX drawdown of -60.12%. Use the drawdown chart below to compare losses from any high point for OIDYX and VADDX.
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Drawdown Indicators
| OIDYX | VADDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.32% | -60.12% | +1.80% |
Max Drawdown (1Y)Largest decline over 1 year | -11.07% | -12.61% | +1.54% |
Max Drawdown (5Y)Largest decline over 5 years | -37.96% | -21.58% | -16.38% |
Max Drawdown (10Y)Largest decline over 10 years | -37.96% | -39.39% | +1.43% |
Current DrawdownCurrent decline from peak | -8.51% | -5.99% | -2.52% |
Average DrawdownAverage peak-to-trough decline | -12.26% | -7.03% | -5.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.89% | 2.80% | +0.09% |
Volatility
OIDYX vs. VADDX - Volatility Comparison
Invesco International Diversified Fund (OIDYX) has a higher volatility of 7.45% compared to Invesco Equally-Weighted S&P 500 Fund (VADDX) at 4.48%. This indicates that OIDYX'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
| OIDYX | VADDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.45% | 4.48% | +2.97% |
Volatility (6M)Calculated over the trailing 6-month period | 10.92% | 8.88% | +2.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.95% | 17.25% | -1.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.33% | 16.30% | +0.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.39% | 18.54% | -2.15% |