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OPOCX vs. VBK
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OPOCX vs. VBK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Discovery Fund (OPOCX) and Vanguard Small-Cap Growth ETF (VBK). The values are adjusted to include any dividend payments, if applicable.

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OPOCX vs. VBK - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OPOCX
Invesco Discovery Fund
0.98%16.77%22.61%17.02%-31.26%14.78%50.33%36.81%-4.15%29.04%
VBK
Vanguard Small-Cap Growth ETF
0.16%8.50%16.50%21.45%-28.44%5.66%35.44%32.75%-5.70%21.87%

Returns By Period

In the year-to-date period, OPOCX achieves a 0.98% return, which is significantly higher than VBK's 0.16% return. Over the past 10 years, OPOCX has outperformed VBK with an annualized return of 14.07%, while VBK has yielded a comparatively lower 10.46% annualized return.


OPOCX

1D
-3.42%
1M
-9.68%
YTD
0.98%
6M
6.20%
1Y
34.23%
3Y*
16.82%
5Y*
5.24%
10Y*
14.07%

VBK

1D
4.37%
1M
-5.52%
YTD
0.16%
6M
1.80%
1Y
20.70%
3Y*
12.47%
5Y*
2.16%
10Y*
10.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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OPOCX vs. VBK - Expense Ratio Comparison

OPOCX has a 1.01% expense ratio, which is higher than VBK's 0.07% expense ratio.


Return for Risk

OPOCX vs. VBK — Risk / Return Rank

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

OPOCX
OPOCX Risk / Return Rank: 7777
Overall Rank
OPOCX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
OPOCX Sortino Ratio Rank: 7373
Sortino Ratio Rank
OPOCX Omega Ratio Rank: 6565
Omega Ratio Rank
OPOCX Calmar Ratio Rank: 8686
Calmar Ratio Rank
OPOCX Martin Ratio Rank: 8686
Martin Ratio Rank

VBK
VBK Risk / Return Rank: 5555
Overall Rank
VBK Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
VBK Sortino Ratio Rank: 5454
Sortino Ratio Rank
VBK Omega Ratio Rank: 4949
Omega Ratio Rank
VBK Calmar Ratio Rank: 6060
Calmar Ratio Rank
VBK Martin Ratio Rank: 6161
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.

OPOCX vs. VBK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Discovery Fund (OPOCX) and Vanguard Small-Cap Growth ETF (VBK). 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.


OPOCXVBKDifference

Sharpe ratio

Return per unit of total volatility

1.27

0.85

+0.42

Sortino ratio

Return per unit of downside risk

1.81

1.34

+0.47

Omega ratio

Gain probability vs. loss probability

1.24

1.18

+0.07

Calmar ratio

Return relative to maximum drawdown

2.20

1.38

+0.82

Martin ratio

Return relative to average drawdown

8.89

5.52

+3.37

OPOCX vs. VBK - Sharpe Ratio Comparison

The current OPOCX Sharpe Ratio is 1.27, which is higher than the VBK Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of OPOCX and VBK, 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


OPOCXVBKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.27

0.85

+0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

0.09

+0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.46

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.40

+0.09

Correlation

The correlation between OPOCX and VBK is 0.95, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

OPOCX vs. VBK - Dividend Comparison

OPOCX's dividend yield for the trailing twelve months is around 13.28%, more than VBK's 0.52% yield.


TTM20252024202320222021202020192018201720162015
OPOCX
Invesco Discovery Fund
13.28%13.41%6.86%0.00%0.00%20.51%11.22%6.42%18.85%12.46%4.33%6.84%
VBK
Vanguard Small-Cap Growth ETF
0.52%0.54%0.54%0.68%0.55%0.36%0.44%0.57%0.79%0.82%1.08%0.98%

Drawdowns

OPOCX vs. VBK - Drawdown Comparison

The maximum OPOCX drawdown since its inception was -64.17%, which is greater than VBK's maximum drawdown of -58.68%. Use the drawdown chart below to compare losses from any high point for OPOCX and VBK.


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Drawdown Indicators


OPOCXVBKDifference

Max Drawdown

Largest peak-to-trough decline

-64.17%

-58.68%

-5.49%

Max Drawdown (1Y)

Largest decline over 1 year

-13.39%

-14.56%

+1.17%

Max Drawdown (5Y)

Largest decline over 5 years

-43.27%

-38.39%

-4.88%

Max Drawdown (10Y)

Largest decline over 10 years

-43.27%

-38.70%

-4.57%

Current Drawdown

Current decline from peak

-11.38%

-7.57%

-3.81%

Average Drawdown

Average peak-to-trough decline

-18.95%

-10.22%

-8.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.31%

3.65%

-0.34%

Volatility

OPOCX vs. VBK - Volatility Comparison

Invesco Discovery Fund (OPOCX) has a higher volatility of 11.43% compared to Vanguard Small-Cap Growth ETF (VBK) at 8.73%. This indicates that OPOCX's price experiences larger fluctuations and is considered to be riskier than VBK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OPOCXVBKDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.43%

8.73%

+2.70%

Volatility (6M)

Calculated over the trailing 6-month period

19.07%

15.41%

+3.66%

Volatility (1Y)

Calculated over the trailing 1-year period

26.81%

24.44%

+2.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.15%

23.49%

+1.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.62%

22.80%

+1.82%