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OPCAX vs. VVOAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OPCAX vs. VVOAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco California Municipal Fund (OPCAX) and Invesco Value Opportunities Fund (VVOAX). The values are adjusted to include any dividend payments, if applicable.

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OPCAX vs. VVOAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OPCAX
Invesco California Municipal Fund
-1.27%2.59%2.86%6.86%-12.10%3.56%6.07%10.31%6.59%4.47%
VVOAX
Invesco Value Opportunities Fund
5.98%20.24%30.01%15.20%1.33%35.60%5.49%29.84%-19.92%17.07%

Returns By Period

In the year-to-date period, OPCAX achieves a -1.27% return, which is significantly lower than VVOAX's 5.98% return. Over the past 10 years, OPCAX has underperformed VVOAX with an annualized return of 2.95%, while VVOAX has yielded a comparatively higher 14.64% annualized return.


OPCAX

1D
0.39%
1M
-2.38%
YTD
-1.27%
6M
-0.54%
1Y
1.04%
3Y*
2.60%
5Y*
0.21%
10Y*
2.95%

VVOAX

1D
2.69%
1M
-6.69%
YTD
5.98%
6M
11.47%
1Y
34.05%
3Y*
25.74%
5Y*
16.70%
10Y*
14.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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OPCAX vs. VVOAX - Expense Ratio Comparison

OPCAX has a 0.75% expense ratio, which is lower than VVOAX's 1.22% expense ratio.


Return for Risk

OPCAX vs. VVOAX — Risk / Return Rank

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

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

VVOAX
VVOAX Risk / Return Rank: 8181
Overall Rank
VVOAX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
VVOAX Sortino Ratio Rank: 7878
Sortino Ratio Rank
VVOAX Omega Ratio Rank: 7878
Omega Ratio Rank
VVOAX Calmar Ratio Rank: 8383
Calmar Ratio Rank
VVOAX Martin Ratio Rank: 8484
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.

OPCAX vs. VVOAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco California Municipal Fund (OPCAX) and Invesco Value Opportunities Fund (VVOAX). 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.


OPCAXVVOAXDifference

Sharpe ratio

Return per unit of total volatility

0.25

1.51

-1.26

Sortino ratio

Return per unit of downside risk

0.38

2.04

-1.66

Omega ratio

Gain probability vs. loss probability

1.07

1.31

-0.24

Calmar ratio

Return relative to maximum drawdown

0.11

2.09

-1.98

Martin ratio

Return relative to average drawdown

0.27

8.91

-8.64

OPCAX vs. VVOAX - Sharpe Ratio Comparison

The current OPCAX Sharpe Ratio is 0.25, which is lower than the VVOAX Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of OPCAX and VVOAX, 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


OPCAXVVOAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.25

1.51

-1.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

0.80

-0.76

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.61

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.95

0.38

+0.57

Correlation

The correlation between OPCAX and VVOAX is -0.11. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

OPCAX vs. VVOAX - Dividend Comparison

OPCAX's dividend yield for the trailing twelve months is around 2.78%, less than VVOAX's 9.84% yield.


TTM20252024202320222021202020192018201720162015
OPCAX
Invesco California Municipal Fund
2.78%4.76%4.19%3.06%2.86%3.05%3.15%3.64%3.71%4.59%4.92%5.48%
VVOAX
Invesco Value Opportunities Fund
9.84%10.43%7.79%2.27%9.79%8.82%0.25%1.95%15.44%5.11%1.10%15.87%

Drawdowns

OPCAX vs. VVOAX - Drawdown Comparison

The maximum OPCAX drawdown since its inception was -47.36%, smaller than the maximum VVOAX drawdown of -62.08%. Use the drawdown chart below to compare losses from any high point for OPCAX and VVOAX.


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Drawdown Indicators


OPCAXVVOAXDifference

Max Drawdown

Largest peak-to-trough decline

-47.36%

-62.08%

+14.72%

Max Drawdown (1Y)

Largest decline over 1 year

-6.37%

-15.08%

+8.71%

Max Drawdown (5Y)

Largest decline over 5 years

-18.53%

-24.05%

+5.52%

Max Drawdown (10Y)

Largest decline over 10 years

-18.53%

-51.80%

+33.27%

Current Drawdown

Current decline from peak

-2.63%

-6.76%

+4.13%

Average Drawdown

Average peak-to-trough decline

-4.32%

-11.80%

+7.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.81%

3.54%

-0.73%

Volatility

OPCAX vs. VVOAX - Volatility Comparison

The current volatility for Invesco California Municipal Fund (OPCAX) is 1.49%, while Invesco Value Opportunities Fund (VVOAX) has a volatility of 7.27%. This indicates that OPCAX experiences smaller price fluctuations and is considered to be less risky than VVOAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OPCAXVVOAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.49%

7.27%

-5.78%

Volatility (6M)

Calculated over the trailing 6-month period

2.66%

14.27%

-11.61%

Volatility (1Y)

Calculated over the trailing 1-year period

6.95%

22.91%

-15.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.40%

21.06%

-15.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.10%

24.20%

-19.10%