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OIGAX vs. EFA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OIGAX vs. EFA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Oppenheimer International Growth Fund Class A (OIGAX) and iShares MSCI EAFE ETF (EFA). The values are adjusted to include any dividend payments, if applicable.

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OIGAX vs. EFA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OIGAX
Invesco Oppenheimer International Growth Fund Class A
-10.39%15.86%-1.85%20.93%-27.31%10.38%22.11%28.62%-19.53%26.61%
EFA
iShares MSCI EAFE ETF
1.15%31.55%3.49%18.36%-14.39%11.45%7.60%22.04%-13.82%25.07%

Returns By Period

In the year-to-date period, OIGAX achieves a -10.39% return, which is significantly lower than EFA's 1.15% return. Over the past 10 years, OIGAX has underperformed EFA with an annualized return of 4.43%, while EFA has yielded a comparatively higher 8.77% annualized return.


OIGAX

1D
0.13%
1M
-11.46%
YTD
-10.39%
6M
-8.99%
1Y
3.18%
3Y*
3.64%
5Y*
-0.22%
10Y*
4.43%

EFA

1D
3.25%
1M
-7.83%
YTD
1.15%
6M
5.91%
1Y
23.09%
3Y*
14.36%
5Y*
8.10%
10Y*
8.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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OIGAX vs. EFA - Expense Ratio Comparison

OIGAX has a 1.10% expense ratio, which is higher than EFA's 0.32% expense ratio.


Return for Risk

OIGAX vs. EFA — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

OIGAX
OIGAX Risk / Return Rank: 88
Overall Rank
OIGAX Sharpe Ratio Rank: 88
Sharpe Ratio Rank
OIGAX Sortino Ratio Rank: 88
Sortino Ratio Rank
OIGAX Omega Ratio Rank: 88
Omega Ratio Rank
OIGAX Calmar Ratio Rank: 88
Calmar Ratio Rank
OIGAX Martin Ratio Rank: 99
Martin Ratio Rank

EFA
EFA Risk / Return Rank: 7676
Overall Rank
EFA Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
EFA Sortino Ratio Rank: 7777
Sortino Ratio Rank
EFA Omega Ratio Rank: 7676
Omega Ratio Rank
EFA Calmar Ratio Rank: 7777
Calmar Ratio Rank
EFA Martin Ratio Rank: 7575
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

OIGAX vs. EFA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Oppenheimer International Growth Fund Class A (OIGAX) and iShares MSCI EAFE ETF (EFA). 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.


OIGAXEFADifference

Sharpe ratio

Return per unit of total volatility

0.13

1.31

-1.18

Sortino ratio

Return per unit of downside risk

0.31

1.87

-1.57

Omega ratio

Gain probability vs. loss probability

1.04

1.27

-0.23

Calmar ratio

Return relative to maximum drawdown

0.11

1.93

-1.81

Martin ratio

Return relative to average drawdown

0.44

7.39

-6.95

OIGAX vs. EFA - Sharpe Ratio Comparison

The current OIGAX Sharpe Ratio is 0.13, which is lower than the EFA Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of OIGAX and EFA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


OIGAXEFADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.13

1.31

-1.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.01

0.50

-0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.24

0.51

-0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.30

+0.07

Correlation

The correlation between OIGAX and EFA is 0.89, 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

OIGAX vs. EFA - Dividend Comparison

OIGAX's dividend yield for the trailing twelve months is around 49.15%, more than EFA's 3.34% yield.


TTM20252024202320222021202020192018201720162015
OIGAX
Invesco Oppenheimer International Growth Fund Class A
49.15%44.04%11.27%11.59%0.00%13.52%14.72%0.84%1.08%0.59%1.02%0.87%
EFA
iShares MSCI EAFE ETF
3.34%3.38%3.24%2.98%2.69%3.33%2.13%3.10%3.39%2.57%3.07%2.76%

Drawdowns

OIGAX vs. EFA - Drawdown Comparison

The maximum OIGAX drawdown since its inception was -67.43%, which is greater than EFA's maximum drawdown of -61.04%. Use the drawdown chart below to compare losses from any high point for OIGAX and EFA.


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Drawdown Indicators


OIGAXEFADifference

Max Drawdown

Largest peak-to-trough decline

-67.43%

-61.04%

-6.39%

Max Drawdown (1Y)

Largest decline over 1 year

-14.61%

-11.42%

-3.19%

Max Drawdown (5Y)

Largest decline over 5 years

-40.41%

-29.53%

-10.88%

Max Drawdown (10Y)

Largest decline over 10 years

-40.41%

-34.19%

-6.22%

Current Drawdown

Current decline from peak

-15.14%

-8.07%

-7.07%

Average Drawdown

Average peak-to-trough decline

-17.37%

-12.00%

-5.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.79%

2.98%

+0.81%

Volatility

OIGAX vs. EFA - Volatility Comparison

The current volatility for Invesco Oppenheimer International Growth Fund Class A (OIGAX) is 7.01%, while iShares MSCI EAFE ETF (EFA) has a volatility of 7.92%. This indicates that OIGAX experiences smaller price fluctuations and is considered to be less risky than EFA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OIGAXEFADifference

Volatility (1M)

Calculated over the trailing 1-month period

7.01%

7.92%

-0.91%

Volatility (6M)

Calculated over the trailing 6-month period

11.67%

11.12%

+0.55%

Volatility (1Y)

Calculated over the trailing 1-year period

17.79%

17.71%

+0.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.65%

16.31%

+2.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.37%

17.20%

+1.17%