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OPGIX vs. QUSIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OPGIX vs. QUSIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Global Opportunities Fund Class A (OPGIX) and Pear Tree Polaris Foreign Value Small Cap Fund (QUSIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, OPGIX achieves a 12.37% return, which is significantly higher than QUSIX's 7.17% return. Over the past 10 years, OPGIX has underperformed QUSIX with an annualized return of 5.67%, while QUSIX has yielded a comparatively higher 8.26% annualized return.


OPGIX

1D
2.82%
1M
0.44%
6M
7.33%
YTD
12.37%
1Y
15.29%
3Y*
2.54%
5Y*
-6.33%
10Y*
5.67%
ALL TIME*
9.83%

QUSIX

1D
0.93%
1M
3.87%
6M
1.82%
YTD
7.17%
1Y
11.45%
3Y*
11.61%
5Y*
5.55%
10Y*
8.26%
ALL TIME*
11.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

OPGIX vs. QUSIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OPGIX
Invesco Global Opportunities Fund Class A
12.37%7.12%-7.47%17.34%-41.63%0.02%39.82%27.74%-18.26%52.59%
QUSIX
Pear Tree Polaris Foreign Value Small Cap Fund
7.17%26.42%-1.98%21.28%-17.13%15.56%6.67%20.71%-18.81%33.46%

Correlation

The correlation between OPGIX and QUSIX is 0.45, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.45

Correlation (3Y)
Balances recent behavior with more history.

0.50

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.54

Correlation (10Y)
Provides a long-term view across more market conditions.

0.47

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2009

0.50

The correlation between OPGIX and QUSIX has been stable across timeframes, ranging from 0.45 to 0.54 - a consistent structural relationship.

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Return for Risk

OPGIX vs. QUSIX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

OPGIX
OPGIX Risk / Return Rank: 3030
Overall Rank
OPGIX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
OPGIX Sortino Ratio Rank: 2727
Sortino Ratio Rank
OPGIX Omega Ratio Rank: 2525
Omega Ratio Rank
OPGIX Calmar Ratio Rank: 3636
Calmar Ratio Rank
OPGIX Martin Ratio Rank: 3636
Martin Ratio Rank

QUSIX
QUSIX Risk / Return Rank: 2020
Overall Rank
QUSIX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
QUSIX Sortino Ratio Rank: 2424
Sortino Ratio Rank
QUSIX Omega Ratio Rank: 2323
Omega Ratio Rank
QUSIX Calmar Ratio Rank: 1717
Calmar Ratio Rank
QUSIX Martin Ratio Rank: 1515
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

OPGIX vs. QUSIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Global Opportunities Fund Class A (OPGIX) and Pear Tree Polaris Foreign Value Small Cap Fund (QUSIX). 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.


OPGIXQUSIXDifference
Sharpe ratioReturn per unit of total volatility

+0.06

Sortino ratioReturn per unit of downside risk

+0.10

Omega ratioGain probability vs. loss probability

1.16

1.15

+0.01

Calmar ratioReturn relative to maximum drawdown

1.53

0.84

+0.69

Martin ratioReturn relative to average drawdown

5.27

2.10

+3.17

OPGIX vs. QUSIX - Sharpe Ratio Comparison

The current OPGIX Sharpe Ratio is 0.85, which is comparable to the QUSIX Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of OPGIX and QUSIX, 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

OPGIX vs. QUSIX - Drawdown Comparison

The maximum OPGIX drawdown since its inception was -62.57%, which is greater than QUSIX's maximum drawdown of -42.87%. Use the drawdown chart below to compare losses from any high point for OPGIX and QUSIX.


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Drawdown Indicators


OPGIXQUSIXDifference

Max Drawdown

Largest peak-to-trough decline

-62.57%

-42.87%

-19.70%

Max Drawdown (1Y)

Largest decline over 1 year

-10.08%

-12.09%

+2.01%

Max Drawdown (3Y)

Largest decline over 3 years

-23.34%

-14.33%

-9.01%

Max Drawdown (5Y)

Largest decline over 5 years

-52.49%

-32.21%

-20.28%

Max Drawdown (10Y)

Largest decline over 10 years

-54.65%

-42.87%

-11.78%

Current Drawdown

Current decline from peak

-33.47%

-2.15%

-31.32%

Average Drawdown

Average peak-to-trough decline

-15.81%

-8.48%

-7.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.82%

4.83%

-2.01%

Volatility

OPGIX vs. QUSIX - Volatility Comparison

Invesco Global Opportunities Fund Class A (OPGIX) has a higher volatility of 5.10% compared to Pear Tree Polaris Foreign Value Small Cap Fund (QUSIX) at 2.92%. This indicates that OPGIX's price experiences larger fluctuations and is considered to be riskier than QUSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OPGIXQUSIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.10%

2.92%

+2.18%

Volatility (6M)

Calculated over the trailing 6-month period

14.34%

10.68%

+3.66%

Volatility (1Y)

Calculated over the trailing 1-year period

18.19%

12.83%

+5.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.72%

14.37%

+8.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.42%

14.08%

+8.34%

OPGIX vs. QUSIX - Expense Ratio Comparison

OPGIX has a 1.04% expense ratio, which is lower than QUSIX's 1.05% expense ratio.


Dividends

OPGIX vs. QUSIX - Dividend Comparison

OPGIX's dividend yield for the trailing twelve months is around 0.10%, less than QUSIX's 2.73% yield.


PositionTTM20252024202320222021202020192018201720162015
OPGIX
Invesco Global Opportunities Fund Class A
0.10%0.11%0.01%0.00%0.00%5.29%8.95%6.16%10.87%2.32%7.86%0.66%
QUSIX
Pear Tree Polaris Foreign Value Small Cap Fund
2.73%2.92%3.28%2.48%4.90%2.43%3.89%2.96%5.09%3.00%2.06%2.20%

Frequently Asked Questions


OPGIX and QUSIX have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

OPGIX has higher volatility (5.10%) compared to QUSIX (2.92%). In terms of maximum drawdown, OPGIX dropped -62.57% vs QUSIX's -42.87%.

OPGIX currently has the higher Sharpe Ratio (0.85 vs 0.79), 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.

Portfolio Optimizer

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