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OIGAX vs. PRNHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OIGAX vs. PRNHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Oppenheimer International Growth Fund Class A (OIGAX) and T. Rowe Price New Horizons Fund (PRNHX). The values are adjusted to include any dividend payments, if applicable.

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OIGAX vs. PRNHX - 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%
PRNHX
T. Rowe Price New Horizons Fund
-5.34%3.27%8.80%21.35%-36.96%9.96%58.05%56.50%3.79%31.59%

Returns By Period

In the year-to-date period, OIGAX achieves a -10.39% return, which is significantly lower than PRNHX's -5.34% return. Over the past 10 years, OIGAX has underperformed PRNHX with an annualized return of 4.43%, while PRNHX has yielded a comparatively higher 12.93% 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%

PRNHX

1D
-1.77%
1M
-10.89%
YTD
-5.34%
6M
-3.56%
1Y
10.01%
3Y*
6.27%
5Y*
-1.84%
10Y*
12.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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OIGAX vs. PRNHX - Expense Ratio Comparison

OIGAX has a 1.10% expense ratio, which is higher than PRNHX's 0.75% expense ratio.


Return for Risk

OIGAX vs. PRNHX — 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

PRNHX
PRNHX Risk / Return Rank: 1616
Overall Rank
PRNHX Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
PRNHX Sortino Ratio Rank: 1616
Sortino Ratio Rank
PRNHX Omega Ratio Rank: 1515
Omega Ratio Rank
PRNHX Calmar Ratio Rank: 1616
Calmar Ratio Rank
PRNHX Martin Ratio Rank: 1717
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. PRNHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Oppenheimer International Growth Fund Class A (OIGAX) and T. Rowe Price New Horizons Fund (PRNHX). 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.


OIGAXPRNHXDifference

Sharpe ratio

Return per unit of total volatility

0.13

0.37

-0.25

Sortino ratio

Return per unit of downside risk

0.31

0.70

-0.39

Omega ratio

Gain probability vs. loss probability

1.04

1.09

-0.05

Calmar ratio

Return relative to maximum drawdown

0.11

0.46

-0.35

Martin ratio

Return relative to average drawdown

0.44

1.71

-1.28

OIGAX vs. PRNHX - Sharpe Ratio Comparison

The current OIGAX Sharpe Ratio is 0.13, which is lower than the PRNHX Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of OIGAX and PRNHX, 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


OIGAXPRNHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.13

0.37

-0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.01

-0.08

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.24

0.57

-0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.47

-0.10

Correlation

The correlation between OIGAX and PRNHX is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

OIGAX vs. PRNHX - Dividend Comparison

OIGAX's dividend yield for the trailing twelve months is around 49.15%, more than PRNHX's 12.52% 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%
PRNHX
T. Rowe Price New Horizons Fund
12.52%11.85%9.82%0.00%4.72%17.09%13.67%23.46%13.94%8.27%5.77%7.72%

Drawdowns

OIGAX vs. PRNHX - Drawdown Comparison

The maximum OIGAX drawdown since its inception was -67.43%, roughly equal to the maximum PRNHX drawdown of -70.96%. Use the drawdown chart below to compare losses from any high point for OIGAX and PRNHX.


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Drawdown Indicators


OIGAXPRNHXDifference

Max Drawdown

Largest peak-to-trough decline

-67.43%

-70.96%

+3.53%

Max Drawdown (1Y)

Largest decline over 1 year

-14.61%

-13.70%

-0.91%

Max Drawdown (5Y)

Largest decline over 5 years

-40.41%

-48.37%

+7.96%

Max Drawdown (10Y)

Largest decline over 10 years

-40.41%

-48.37%

+7.96%

Current Drawdown

Current decline from peak

-15.14%

-27.08%

+11.94%

Average Drawdown

Average peak-to-trough decline

-17.37%

-18.39%

+1.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.79%

3.67%

+0.12%

Volatility

OIGAX vs. PRNHX - Volatility Comparison

The current volatility for Invesco Oppenheimer International Growth Fund Class A (OIGAX) is 7.01%, while T. Rowe Price New Horizons Fund (PRNHX) has a volatility of 7.88%. This indicates that OIGAX experiences smaller price fluctuations and is considered to be less risky than PRNHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OIGAXPRNHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.01%

7.88%

-0.87%

Volatility (6M)

Calculated over the trailing 6-month period

11.67%

14.48%

-2.81%

Volatility (1Y)

Calculated over the trailing 1-year period

17.79%

23.87%

-6.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.65%

24.41%

-5.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.37%

22.67%

-4.30%