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OPPAX vs. OPGSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OPPAX vs. OPGSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Global Fund (OPPAX) and Invesco Gold & Special Minerals Fund (OPGSX). The values are adjusted to include any dividend payments, if applicable.

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OPPAX vs. OPGSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OPPAX
Invesco Global Fund
-13.35%15.20%16.16%34.18%-32.18%15.23%27.64%31.58%-13.65%36.25%
OPGSX
Invesco Gold & Special Minerals Fund
0.44%131.03%13.05%6.35%-16.86%-2.75%36.15%46.37%-13.15%17.17%

Returns By Period

In the year-to-date period, OPPAX achieves a -13.35% return, which is significantly lower than OPGSX's 0.44% return. Over the past 10 years, OPPAX has underperformed OPGSX with an annualized return of 9.94%, while OPGSX has yielded a comparatively higher 17.37% annualized return.


OPPAX

1D
-0.49%
1M
-10.82%
YTD
-13.35%
6M
-9.87%
1Y
5.77%
3Y*
10.98%
5Y*
3.80%
10Y*
9.94%

OPGSX

1D
-0.37%
1M
-23.68%
YTD
0.44%
6M
13.72%
1Y
82.38%
3Y*
36.20%
5Y*
20.12%
10Y*
17.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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OPPAX vs. OPGSX - Expense Ratio Comparison

OPPAX has a 1.04% expense ratio, which is lower than OPGSX's 1.05% expense ratio.


Return for Risk

OPPAX vs. OPGSX — Risk / Return Rank

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

OPPAX
OPPAX Risk / Return Rank: 99
Overall Rank
OPPAX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
OPPAX Sortino Ratio Rank: 1414
Sortino Ratio Rank
OPPAX Omega Ratio Rank: 1313
Omega Ratio Rank
OPPAX Calmar Ratio Rank: 33
Calmar Ratio Rank
OPPAX Martin Ratio Rank: 33
Martin Ratio Rank

OPGSX
OPGSX Risk / Return Rank: 9292
Overall Rank
OPGSX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
OPGSX Sortino Ratio Rank: 9090
Sortino Ratio Rank
OPGSX Omega Ratio Rank: 8787
Omega Ratio Rank
OPGSX Calmar Ratio Rank: 9595
Calmar Ratio Rank
OPGSX Martin Ratio Rank: 9595
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.

OPPAX vs. OPGSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Global Fund (OPPAX) and Invesco Gold & Special Minerals Fund (OPGSX). 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.


OPPAXOPGSXDifference

Sharpe ratio

Return per unit of total volatility

0.29

2.20

-1.91

Sortino ratio

Return per unit of downside risk

0.60

2.54

-1.94

Omega ratio

Gain probability vs. loss probability

1.08

1.36

-0.29

Calmar ratio

Return relative to maximum drawdown

-0.27

3.22

-3.49

Martin ratio

Return relative to average drawdown

-0.92

12.84

-13.76

OPPAX vs. OPGSX - Sharpe Ratio Comparison

The current OPPAX Sharpe Ratio is 0.29, which is lower than the OPGSX Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of OPPAX and OPGSX, 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


OPPAXOPGSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.29

2.20

-1.91

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.18

0.63

-0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.53

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.25

+0.22

Correlation

The correlation between OPPAX and OPGSX is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

OPPAX vs. OPGSX - Dividend Comparison

OPPAX's dividend yield for the trailing twelve months is around 28.62%, more than OPGSX's 0.43% yield.


TTM20252024202320222021202020192018201720162015
OPPAX
Invesco Global Fund
28.62%24.79%11.93%10.72%14.18%7.18%5.72%1.35%12.92%5.92%0.69%5.17%
OPGSX
Invesco Gold & Special Minerals Fund
0.43%0.43%0.86%0.81%0.45%3.56%1.55%0.29%0.00%2.78%7.21%0.00%

Drawdowns

OPPAX vs. OPGSX - Drawdown Comparison

The maximum OPPAX drawdown since its inception was -60.39%, smaller than the maximum OPGSX drawdown of -80.04%. Use the drawdown chart below to compare losses from any high point for OPPAX and OPGSX.


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Drawdown Indicators


OPPAXOPGSXDifference

Max Drawdown

Largest peak-to-trough decline

-60.39%

-80.04%

+19.65%

Max Drawdown (1Y)

Largest decline over 1 year

-16.26%

-29.01%

+12.75%

Max Drawdown (5Y)

Largest decline over 5 years

-41.90%

-47.09%

+5.19%

Max Drawdown (10Y)

Largest decline over 10 years

-41.90%

-47.09%

+5.19%

Current Drawdown

Current decline from peak

-16.26%

-24.65%

+8.39%

Average Drawdown

Average peak-to-trough decline

-15.49%

-29.33%

+13.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.48%

7.27%

-1.79%

Volatility

OPPAX vs. OPGSX - Volatility Comparison

The current volatility for Invesco Global Fund (OPPAX) is 5.94%, while Invesco Gold & Special Minerals Fund (OPGSX) has a volatility of 15.32%. This indicates that OPPAX experiences smaller price fluctuations and is considered to be less risky than OPGSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OPPAXOPGSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.94%

15.32%

-9.38%

Volatility (6M)

Calculated over the trailing 6-month period

12.07%

35.01%

-22.94%

Volatility (1Y)

Calculated over the trailing 1-year period

21.07%

43.01%

-21.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.11%

32.97%

-11.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.58%

32.93%

-12.35%