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OOSAX vs. DGRO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OOSAX vs. DGRO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Senior Floating Rate Fund (OOSAX) and iShares Core Dividend Growth ETF (DGRO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, OOSAX achieves a -0.83% return, which is significantly lower than DGRO's 8.76% return. Over the past 10 years, OOSAX has underperformed DGRO with an annualized return of 3.63%, while DGRO has yielded a comparatively higher 13.30% annualized return.


OOSAX

1D
0.00%
1M
0.14%
YTD
-0.83%
6M
-0.50%
1Y
1.47%
3Y*
5.82%
5Y*
4.91%
10Y*
3.63%

DGRO

1D
-0.28%
1M
3.14%
YTD
8.76%
6M
8.75%
1Y
22.54%
3Y*
16.99%
5Y*
10.54%
10Y*
13.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

OOSAX vs. DGRO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OOSAX
Invesco Senior Floating Rate Fund
-0.83%3.78%7.76%10.67%-0.94%8.66%-4.46%2.36%-0.86%3.79%
DGRO
iShares Core Dividend Growth ETF
8.76%15.69%16.62%10.47%-7.91%26.64%9.50%29.87%-2.38%23.00%

Correlation

The correlation between OOSAX and DGRO is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.08

Correlation (3Y)
Calculated over the trailing 3-year period

0.18

Correlation (5Y)
Calculated over the trailing 5-year period

0.19

Correlation (10Y)
Calculated over the trailing 10-year period

0.26

Correlation (All Time)
Calculated using the full available price history since Jun 13, 2014

0.24

The correlation between OOSAX and DGRO shifts across timeframes, from 0.08 (1 year) to 0.26 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

OOSAX vs. DGRO — Risk / Return Rank

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

OOSAX
OOSAX Risk / Return Rank: 77
Overall Rank
OOSAX Sharpe Ratio Rank: 77
Sharpe Ratio Rank
OOSAX Sortino Ratio Rank: 99
Sortino Ratio Rank
OOSAX Omega Ratio Rank: 1111
Omega Ratio Rank
OOSAX Calmar Ratio Rank: 55
Calmar Ratio Rank
OOSAX Martin Ratio Rank: 55
Martin Ratio Rank

DGRO
DGRO Risk / Return Rank: 7171
Overall Rank
DGRO Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
DGRO Sortino Ratio Rank: 7676
Sortino Ratio Rank
DGRO Omega Ratio Rank: 7070
Omega Ratio Rank
DGRO Calmar Ratio Rank: 6969
Calmar Ratio Rank
DGRO Martin Ratio Rank: 7171
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.

OOSAX vs. DGRO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Senior Floating Rate Fund (OOSAX) and iShares Core Dividend Growth ETF (DGRO). 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.


OOSAXDGRODifference
Sharpe ratioReturn per unit of total volatility

-1.85

Sortino ratioReturn per unit of downside risk

-2.36

Omega ratioGain probability vs. loss probability

1.17

1.43

-0.27

Calmar ratioReturn relative to maximum drawdown

0.51

3.50

-2.99

Martin ratioReturn relative to average drawdown

1.13

13.52

-12.39

OOSAX vs. DGRO - Sharpe Ratio Comparison

The current OOSAX Sharpe Ratio is 0.55, which is lower than the DGRO Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of OOSAX and DGRO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


OOSAXDGRODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.55

2.39

-1.85

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.39

0.77

+0.63

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.89

0.80

+0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

1.30

0.76

+0.53

Drawdowns

OOSAX vs. DGRO - Drawdown Comparison

The maximum OOSAX drawdown since its inception was -32.12%, smaller than the maximum DGRO drawdown of -35.10%. Use the drawdown chart below to compare losses from any high point for OOSAX and DGRO.


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Drawdown Indicators


OOSAXDGRODifference

Max Drawdown

Largest peak-to-trough decline

-32.12%

-35.10%

+2.98%

Max Drawdown (1Y)

Largest decline over 1 year

-3.23%

-6.47%

+3.24%

Max Drawdown (3Y)

Largest decline over 3 years

-3.23%

-14.03%

+10.80%

Max Drawdown (5Y)

Largest decline over 5 years

-6.52%

-19.31%

+12.79%

Max Drawdown (10Y)

Largest decline over 10 years

-23.53%

-35.10%

+11.57%

Current Drawdown

Current decline from peak

-1.57%

-0.28%

-1.29%

Average Drawdown

Average peak-to-trough decline

-2.15%

-3.44%

+1.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.37%

1.67%

-0.30%

Volatility

OOSAX vs. DGRO - Volatility Comparison

The current volatility for Invesco Senior Floating Rate Fund (OOSAX) is 0.86%, while iShares Core Dividend Growth ETF (DGRO) has a volatility of 2.21%. This indicates that OOSAX experiences smaller price fluctuations and is considered to be less risky than DGRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OOSAXDGRODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.86%

2.21%

-1.35%

Volatility (6M)

Calculated over the trailing 6-month period

2.07%

6.91%

-4.84%

Volatility (1Y)

Calculated over the trailing 1-year period

2.99%

9.48%

-6.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.61%

13.82%

-10.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.13%

16.62%

-12.49%

OOSAX vs. DGRO - Expense Ratio Comparison

OOSAX has a 1.04% expense ratio, which is higher than DGRO's 0.08% expense ratio.


Dividends

OOSAX vs. DGRO - Dividend Comparison

OOSAX's dividend yield for the trailing twelve months is around 5.18%, more than DGRO's 1.96% yield.


PositionTTM20252024202320222021202020192018201720162015
DGRO
iShares Core Dividend Growth ETF
1.96%2.09%2.26%2.45%2.34%1.93%2.30%2.21%2.44%2.03%2.27%2.52%
OOSAX
Invesco Senior Floating Rate Fund
5.18%6.68%8.38%7.76%7.42%4.37%4.84%5.24%4.65%4.08%4.78%4.65%

Frequently Asked Questions


OOSAX and DGRO have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DGRO has higher volatility (2.21%) compared to OOSAX (0.86%). In terms of maximum drawdown, OOSAX dropped -32.12% vs DGRO's -35.10%.

DGRO currently has the higher Sharpe Ratio (2.39 vs 0.55), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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