OIDYX vs. VOO
Compare and contrast key facts about Invesco International Diversified Fund (OIDYX) and Vanguard S&P 500 ETF (VOO).
OIDYX is managed by Invesco. It was launched on Sep 26, 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
OIDYX vs. VOO - Performance Comparison
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OIDYX vs. VOO - 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% |
VOO Vanguard S&P 500 ETF | -3.66% | 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, OIDYX achieves a -0.66% return, which is significantly higher than VOO's -3.66% return. Over the past 10 years, OIDYX has underperformed VOO with an annualized return of 6.34%, while VOO has yielded a comparatively higher 14.14% 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%
VOO
- 1D
- 0.79%
- 1M
- -4.29%
- YTD
- -3.66%
- 6M
- -1.41%
- 1Y
- 18.17%
- 3Y*
- 18.58%
- 5Y*
- 11.93%
- 10Y*
- 14.14%
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OIDYX vs. VOO - Expense Ratio Comparison
OIDYX has a 0.19% expense ratio, which is higher than VOO's 0.03% 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%.
Return for Risk
OIDYX vs. VOO — Risk / Return Rank
OIDYX
VOO
OIDYX vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco International Diversified Fund (OIDYX) 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.
| OIDYX | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.19 | 1.01 | +0.19 |
Sortino ratioReturn per unit of downside risk | 1.69 | 1.53 | +0.16 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.23 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.48 | 1.55 | -0.08 |
Martin ratioReturn relative to average drawdown | 5.66 | 7.31 | -1.65 |
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 | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.19 | 1.01 | +0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.06 | 0.71 | -0.65 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.39 | 0.79 | -0.40 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.83 | -0.49 |
Correlation
The correlation between OIDYX and VOO is 0.79, 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. VOO - Dividend Comparison
OIDYX's dividend yield for the trailing twelve months is around 35.17%, more than VOO's 1.18% 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% |
VOO Vanguard S&P 500 ETF | 1.18% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
OIDYX vs. VOO - Drawdown Comparison
The maximum OIDYX drawdown since its inception was -58.32%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for OIDYX and VOO.
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Drawdown Indicators
| OIDYX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.32% | -33.99% | -24.33% |
Max Drawdown (1Y)Largest decline over 1 year | -11.07% | -11.98% | +0.91% |
Max Drawdown (5Y)Largest decline over 5 years | -37.96% | -24.52% | -13.44% |
Max Drawdown (10Y)Largest decline over 10 years | -37.96% | -33.99% | -3.97% |
Current DrawdownCurrent decline from peak | -8.51% | -5.55% | -2.96% |
Average DrawdownAverage peak-to-trough decline | -12.26% | -3.72% | -8.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.89% | 2.55% | +0.34% |
Volatility
OIDYX vs. VOO - Volatility Comparison
Invesco International Diversified Fund (OIDYX) has a higher volatility of 7.45% compared to Vanguard S&P 500 ETF (VOO) at 5.34%. This indicates that OIDYX'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
| OIDYX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.45% | 5.34% | +2.11% |
Volatility (6M)Calculated over the trailing 6-month period | 10.92% | 9.47% | +1.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.95% | 18.11% | -2.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.33% | 16.82% | -0.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.39% | 17.99% | -1.60% |