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OOSAX vs. MTUM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OOSAX vs. MTUM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Senior Floating Rate Fund (OOSAX) and iShares MSCI USA Momentum Factor ETF (MTUM). 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 MTUM's 32.00% return. Over the past 10 years, OOSAX has underperformed MTUM with an annualized return of 3.67%, while MTUM has yielded a comparatively higher 17.49% annualized return.


OOSAX

1D
0.00%
1M
0.62%
YTD
-0.83%
6M
-0.19%
1Y
1.63%
3Y*
5.66%
5Y*
4.85%
10Y*
3.67%

MTUM

1D
-4.48%
1M
8.74%
YTD
32.00%
6M
29.92%
1Y
41.78%
3Y*
33.87%
5Y*
15.18%
10Y*
17.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

OOSAX vs. MTUM - 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%
MTUM
iShares MSCI USA Momentum Factor ETF
32.00%22.15%32.89%9.15%-18.27%13.36%29.86%27.25%-1.67%37.50%

Correlation

The correlation between OOSAX and MTUM is 0.09, 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

0.09

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

0.16

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

0.17

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

0.20

Correlation (All Time)
Calculated using the full available price history since Apr 18, 2013

0.18

The correlation between OOSAX and MTUM shifts across timeframes, from 0.09 (1 year) to 0.20 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

OOSAX vs. MTUM — Risk / Return Rank

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

OOSAX
OOSAX Risk / Return Rank: 99
Overall Rank
OOSAX Sharpe Ratio Rank: 88
Sharpe Ratio Rank
OOSAX Sortino Ratio Rank: 1111
Sortino Ratio Rank
OOSAX Omega Ratio Rank: 1515
Omega Ratio Rank
OOSAX Calmar Ratio Rank: 77
Calmar Ratio Rank
OOSAX Martin Ratio Rank: 66
Martin Ratio Rank

MTUM
MTUM Risk / Return Rank: 6464
Overall Rank
MTUM Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
MTUM Sortino Ratio Rank: 5454
Sortino Ratio Rank
MTUM Omega Ratio Rank: 5959
Omega Ratio Rank
MTUM Calmar Ratio Rank: 7474
Calmar Ratio Rank
MTUM Martin Ratio Rank: 7676
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. MTUM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Senior Floating Rate Fund (OOSAX) and iShares MSCI USA Momentum Factor ETF (MTUM). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


OOSAXMTUMDifference
Sharpe ratioReturn per unit of total volatility

-1.31

Sortino ratioReturn per unit of downside risk

-1.28

Omega ratioGain probability vs. loss probability

1.19

1.35

-0.16

Calmar ratioReturn relative to maximum drawdown

0.56

3.64

-3.08

Martin ratioReturn relative to average drawdown

1.21

13.91

-12.71

OOSAX vs. MTUM - Sharpe Ratio Comparison

The current OOSAX Sharpe Ratio is 0.60, which is lower than the MTUM Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of OOSAX and MTUM, 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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Drawdowns

OOSAX vs. MTUM - Drawdown Comparison

The maximum OOSAX drawdown since its inception was -32.12%, smaller than the maximum MTUM drawdown of -34.08%. Use the drawdown chart below to compare losses from any high point for OOSAX and MTUM.


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Drawdown Indicators


OOSAXMTUMDifference

Max Drawdown

Largest peak-to-trough decline

-32.12%

-34.08%

+1.96%

Max Drawdown (1Y)

Largest decline over 1 year

-3.23%

-11.54%

+8.31%

Max Drawdown (3Y)

Largest decline over 3 years

-3.23%

-20.99%

+17.76%

Max Drawdown (5Y)

Largest decline over 5 years

-6.52%

-32.28%

+25.76%

Max Drawdown (10Y)

Largest decline over 10 years

-23.53%

-34.08%

+10.55%

Current Drawdown

Current decline from peak

-1.57%

-4.48%

+2.91%

Average Drawdown

Average peak-to-trough decline

-2.15%

-6.19%

+4.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.42%

3.01%

-1.59%

Volatility

OOSAX vs. MTUM - Volatility Comparison

The current volatility for Invesco Senior Floating Rate Fund (OOSAX) is 0.84%, while iShares MSCI USA Momentum Factor ETF (MTUM) has a volatility of 12.20%. This indicates that OOSAX experiences smaller price fluctuations and is considered to be less risky than MTUM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OOSAXMTUMDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.84%

12.20%

-11.36%

Volatility (6M)

Calculated over the trailing 6-month period

1.94%

19.44%

-17.50%

Volatility (1Y)

Calculated over the trailing 1-year period

2.99%

21.93%

-18.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.61%

21.15%

-17.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.13%

21.31%

-17.18%

OOSAX vs. MTUM - Expense Ratio Comparison

OOSAX has a 1.04% expense ratio, which is higher than MTUM's 0.15% expense ratio.


Dividends

OOSAX vs. MTUM - Dividend Comparison

OOSAX's dividend yield for the trailing twelve months is around 5.18%, more than MTUM's 0.56% yield.


PositionTTM20252024202320222021202020192018201720162015
MTUM
iShares MSCI USA Momentum Factor ETF
0.56%0.91%0.75%1.35%1.80%0.55%0.83%1.48%1.27%1.02%1.43%1.12%
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 MTUM have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MTUM has higher volatility (12.20%) compared to OOSAX (0.84%). In terms of maximum drawdown, OOSAX dropped -32.12% vs MTUM's -34.08%.

MTUM currently has the higher Sharpe Ratio (1.92 vs 0.60), 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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