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OIGAX vs. SIMYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OIGAX vs. SIMYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Oppenheimer International Growth Fund Class A (OIGAX) and SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund (SIMYX). The values are adjusted to include any dividend payments, if applicable.

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OIGAX vs. SIMYX - 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%
SIMYX
SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund
3.35%30.07%6.26%13.11%-11.38%7.83%-1.33%15.77%-12.11%21.58%

Returns By Period

In the year-to-date period, OIGAX achieves a -10.39% return, which is significantly lower than SIMYX's 3.35% 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%

SIMYX

1D
0.58%
1M
-7.35%
YTD
3.35%
6M
7.54%
1Y
22.67%
3Y*
15.31%
5Y*
8.60%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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OIGAX vs. SIMYX - Expense Ratio Comparison

OIGAX has a 1.10% expense ratio, which is higher than SIMYX's 0.86% expense ratio.


Return for Risk

OIGAX vs. SIMYX — 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

SIMYX
SIMYX Risk / Return Rank: 8787
Overall Rank
SIMYX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
SIMYX Sortino Ratio Rank: 8686
Sortino Ratio Rank
SIMYX Omega Ratio Rank: 8585
Omega Ratio Rank
SIMYX Calmar Ratio Rank: 9090
Calmar Ratio Rank
SIMYX Martin Ratio Rank: 8888
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. SIMYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Oppenheimer International Growth Fund Class A (OIGAX) and SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund (SIMYX). 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.


OIGAXSIMYXDifference

Sharpe ratio

Return per unit of total volatility

0.13

1.75

-1.62

Sortino ratio

Return per unit of downside risk

0.31

2.30

-2.00

Omega ratio

Gain probability vs. loss probability

1.04

1.35

-0.31

Calmar ratio

Return relative to maximum drawdown

0.11

2.52

-2.40

Martin ratio

Return relative to average drawdown

0.44

9.65

-9.21

OIGAX vs. SIMYX - Sharpe Ratio Comparison

The current OIGAX Sharpe Ratio is 0.13, which is lower than the SIMYX Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of OIGAX and SIMYX, 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


OIGAXSIMYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.13

1.75

-1.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.01

0.76

-0.78

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.58

-0.22

Correlation

The correlation between OIGAX and SIMYX is 0.73, 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. SIMYX - Dividend Comparison

OIGAX's dividend yield for the trailing twelve months is around 49.15%, more than SIMYX's 3.03% 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%
SIMYX
SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund
3.03%3.13%5.26%3.62%3.13%3.41%1.96%3.09%3.01%2.74%0.00%0.00%

Drawdowns

OIGAX vs. SIMYX - Drawdown Comparison

The maximum OIGAX drawdown since its inception was -67.43%, which is greater than SIMYX's maximum drawdown of -32.14%. Use the drawdown chart below to compare losses from any high point for OIGAX and SIMYX.


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Drawdown Indicators


OIGAXSIMYXDifference

Max Drawdown

Largest peak-to-trough decline

-67.43%

-32.14%

-35.29%

Max Drawdown (1Y)

Largest decline over 1 year

-14.61%

-8.55%

-6.06%

Max Drawdown (5Y)

Largest decline over 5 years

-40.41%

-25.06%

-15.35%

Max Drawdown (10Y)

Largest decline over 10 years

-40.41%

Current Drawdown

Current decline from peak

-15.14%

-7.35%

-7.79%

Average Drawdown

Average peak-to-trough decline

-17.37%

-6.14%

-11.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.79%

2.23%

+1.56%

Volatility

OIGAX vs. SIMYX - Volatility Comparison

Invesco Oppenheimer International Growth Fund Class A (OIGAX) has a higher volatility of 7.01% compared to SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund (SIMYX) at 4.79%. This indicates that OIGAX's price experiences larger fluctuations and is considered to be riskier than SIMYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OIGAXSIMYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.01%

4.79%

+2.22%

Volatility (6M)

Calculated over the trailing 6-month period

11.67%

7.26%

+4.41%

Volatility (1Y)

Calculated over the trailing 1-year period

17.79%

12.54%

+5.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.65%

11.31%

+7.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.37%

12.24%

+6.13%