OIDYX vs. VEU

In the year-to-date period, OIDYX achieves a 5.91% return, which is significantly lower than VEU's 6.83% return. Over the past 10 years, OIDYX has underperformed VEU with an annualized return of 1.93%, while VEU has yielded a comparatively higher 5.25% annualized return.

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OIDYX has a 0.19% expense ratio, which is higher than VEU's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

This table presents a comparison of risk-adjusted performance metrics for Invesco International Diversified Fund (OIDYX) and Vanguard FTSE All-World ex-US ETF (VEU). 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.

The current OIDYX Sharpe Ratio is -0.00, which is lower than the VEU Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of OIDYX and VEU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

OIDYX's dividend yield for the trailing twelve months is around 1.89%, less than VEU's 3.03% yield.

The maximum OIDYX drawdown since its inception was -61.01%, roughly equal to the maximum VEU drawdown of -61.52%. Use the drawdown chart below to compare losses from any high point for OIDYX and VEU. For additional features, visit the drawdowns tool.

Invesco International Diversified Fund (OIDYX) has a higher volatility of 3.41% compared to Vanguard FTSE All-World ex-US ETF (VEU) at 3.20%. This indicates that OIDYX's price experiences larger fluctuations and is considered to be riskier than VEU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.