OPGSX vs. IVNQX
OPGSX (Invesco Gold & Special Minerals Fund) and IVNQX (Invesco Nasdaq 100 Index Fund) are both mutual funds - OPGSX is a Precious Metals fund managed by Invesco, while IVNQX is a Large Cap Growth Equities fund managed by Invesco. Over the past 5 years, OPGSX returned 16.13%/yr vs 18.49%/yr for IVNQX. At a 0.31 correlation, their price movements are largely independent. OPGSX charges 1.05%/yr vs 0.29%/yr for IVNQX.
Performance
OPGSX vs. IVNQX - Performance Comparison
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Returns By Period
In the year-to-date period, OPGSX achieves a 3.54% return, which is significantly lower than IVNQX's 21.57% return.
OPGSX
- 1D
- 1.33%
- 1M
- 1.97%
- YTD
- 3.54%
- 6M
- 10.42%
- 1Y
- 57.81%
- 3Y*
- 38.46%
- 5Y*
- 16.13%
- 10Y*
- 15.19%
IVNQX
- 1D
- 0.50%
- 1M
- 10.92%
- YTD
- 21.57%
- 6M
- 19.92%
- 1Y
- 42.07%
- 3Y*
- 28.80%
- 5Y*
- 18.49%
- 10Y*
- —
OPGSX vs. IVNQX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
OPGSX Invesco Gold & Special Minerals Fund | 3.54% | 131.03% | 13.05% | 6.35% | -16.86% | -2.75% | -5.51% |
IVNQX Invesco Nasdaq 100 Index Fund | 21.57% | 20.77% | 25.43% | 54.62% | -32.05% | 26.75% | 8.46% |
Correlation
The correlation between OPGSX and IVNQX is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Oct 16, 2020 | 0.31 |
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Return for Risk
OPGSX vs. IVNQX — Risk / Return Rank
OPGSX
IVNQX
OPGSX vs. IVNQX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Gold & Special Minerals Fund (OPGSX) and Invesco Nasdaq 100 Index Fund (IVNQX). 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.
| OPGSX | IVNQX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.17 | ||
| Sortino ratioReturn per unit of downside risk | -1.54 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.46 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 2.28 | 3.65 | -1.37 |
| Martin ratioReturn relative to average drawdown | 5.89 | 14.01 | -8.12 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| OPGSX | IVNQX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.54 | 2.71 | -1.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.83 | -0.33 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.26 | 0.85 | -0.60 |
Drawdowns
OPGSX vs. IVNQX - Drawdown Comparison
The maximum OPGSX drawdown since its inception was -80.04%, which is greater than IVNQX's maximum drawdown of -34.83%. Use the drawdown chart below to compare losses from any high point for OPGSX and IVNQX.
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Drawdown Indicators
| OPGSX | IVNQX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -80.04% | -34.83% | -45.21% |
Max Drawdown (1Y)Largest decline over 1 year | -29.01% | -11.95% | -17.06% |
Max Drawdown (3Y)Largest decline over 3 years | -29.01% | -22.70% | -6.31% |
Max Drawdown (5Y)Largest decline over 5 years | -47.09% | -34.83% | -12.26% |
Max Drawdown (10Y)Largest decline over 10 years | -47.09% | — | — |
Current DrawdownCurrent decline from peak | -22.32% | 0.00% | -22.32% |
Average DrawdownAverage peak-to-trough decline | -29.29% | -8.23% | -21.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.74% | 3.10% | +7.64% |
Volatility
OPGSX vs. IVNQX - Volatility Comparison
Invesco Gold & Special Minerals Fund (OPGSX) has a higher volatility of 13.17% compared to Invesco Nasdaq 100 Index Fund (IVNQX) at 4.48%. This indicates that OPGSX's price experiences larger fluctuations and is considered to be riskier than IVNQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OPGSX | IVNQX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.17% | 4.48% | +8.69% |
Volatility (6M)Calculated over the trailing 6-month period | 35.90% | 12.17% | +23.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 43.24% | 16.10% | +27.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.57% | 22.50% | +11.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.88% | 22.41% | +10.47% |
OPGSX vs. IVNQX - Expense Ratio Comparison
OPGSX has a 1.05% expense ratio, which is higher than IVNQX's 0.29% expense ratio.
Dividends
OPGSX vs. IVNQX - Dividend Comparison
OPGSX's dividend yield for the trailing twelve months is around 0.41%, less than IVNQX's 1.08% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
IVNQX Invesco Nasdaq 100 Index Fund | 1.08% | 1.31% | 0.72% | 0.54% | 0.73% | 0.84% | 0.19% | 0.00% | 0.00% | 0.00% | 0.00% |
OPGSX Invesco Gold & Special Minerals Fund | 0.41% | 0.43% | 0.86% | 0.81% | 0.45% | 3.56% | 1.55% | 0.29% | 0.00% | 2.78% | 7.21% |
Frequently Asked Questions
OPGSX and IVNQX have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
OPGSX has higher volatility (13.17%) compared to IVNQX (4.48%). In terms of maximum drawdown, OPGSX dropped -80.04% vs IVNQX's -34.83%.
IVNQX currently has the higher Sharpe Ratio (2.71 vs 1.54), 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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