OPSIX vs. VADDX
Compare and contrast key facts about Invesco Global Strategic Income Fund (OPSIX) and Invesco Equally-Weighted S&P 500 Fund (VADDX).
OPSIX is managed by Invesco. It was launched on Oct 15, 1989. VADDX is a passively managed fund by Invesco that tracks the performance of the S&P 500 Equal Weight Index. It was launched on Jul 28, 1997.
Performance
OPSIX vs. VADDX - Performance Comparison
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OPSIX vs. VADDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
OPSIX Invesco Global Strategic Income Fund | -6.99% | 11.76% | 2.79% | 7.62% | -12.37% | -3.32% | 3.52% | 10.60% | -4.67% | 6.22% |
VADDX Invesco Equally-Weighted S&P 500 Fund | -1.41% | 11.16% | 12.68% | 13.58% | -11.86% | 29.27% | 12.56% | 28.92% | -7.96% | 18.55% |
Returns By Period
In the year-to-date period, OPSIX achieves a -6.99% return, which is significantly lower than VADDX's -1.41% return. Over the past 10 years, OPSIX has underperformed VADDX with an annualized return of 1.67%, while VADDX has yielded a comparatively higher 10.72% annualized return.
OPSIX
- 1D
- 0.66%
- 1M
- -8.11%
- YTD
- -6.99%
- 6M
- -5.12%
- 1Y
- 0.60%
- 3Y*
- 3.84%
- 5Y*
- 0.11%
- 10Y*
- 1.67%
VADDX
- 1D
- -0.23%
- 1M
- -7.88%
- YTD
- -1.41%
- 6M
- -0.10%
- 1Y
- 10.33%
- 3Y*
- 10.89%
- 5Y*
- 7.50%
- 10Y*
- 10.72%
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OPSIX vs. VADDX - Expense Ratio Comparison
OPSIX has a 1.00% expense ratio, which is higher than VADDX's 0.27% expense ratio.
Return for Risk
OPSIX vs. VADDX — Risk / Return Rank
OPSIX
VADDX
OPSIX vs. VADDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Global Strategic Income Fund (OPSIX) and Invesco Equally-Weighted S&P 500 Fund (VADDX). 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.
| OPSIX | VADDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.09 | 0.66 | -0.57 |
Sortino ratioReturn per unit of downside risk | 0.17 | 1.04 | -0.87 |
Omega ratioGain probability vs. loss probability | 1.03 | 1.15 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 0.10 | 0.73 | -0.63 |
Martin ratioReturn relative to average drawdown | 0.47 | 3.33 | -2.86 |
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
| OPSIX | VADDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.09 | 0.66 | -0.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.02 | 0.46 | -0.45 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.24 | 0.58 | -0.34 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.00 | 0.46 | +0.54 |
Correlation
The correlation between OPSIX and VADDX is 0.25, 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
OPSIX vs. VADDX - Dividend Comparison
OPSIX's dividend yield for the trailing twelve months is around 3.33%, less than VADDX's 10.23% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OPSIX Invesco Global Strategic Income Fund | 3.33% | 4.39% | 5.02% | 4.03% | 2.89% | 2.63% | 2.71% | 4.57% | 5.28% | 4.24% | 3.51% | 4.50% |
VADDX Invesco Equally-Weighted S&P 500 Fund | 10.23% | 10.09% | 8.88% | 4.86% | 8.45% | 9.92% | 6.38% | 4.68% | 7.13% | 2.97% | 0.30% | 2.98% |
Drawdowns
OPSIX vs. VADDX - Drawdown Comparison
The maximum OPSIX drawdown since its inception was -25.45%, smaller than the maximum VADDX drawdown of -60.12%. Use the drawdown chart below to compare losses from any high point for OPSIX and VADDX.
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Drawdown Indicators
| OPSIX | VADDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.45% | -60.12% | +34.67% |
Max Drawdown (1Y)Largest decline over 1 year | -8.71% | -12.61% | +3.90% |
Max Drawdown (5Y)Largest decline over 5 years | -21.80% | -21.58% | -0.22% |
Max Drawdown (10Y)Largest decline over 10 years | -25.13% | -39.39% | +14.26% |
Current DrawdownCurrent decline from peak | -8.11% | -7.88% | -0.23% |
Average DrawdownAverage peak-to-trough decline | -2.91% | -7.04% | +4.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.83% | 2.77% | -0.94% |
Volatility
OPSIX vs. VADDX - Volatility Comparison
Invesco Global Strategic Income Fund (OPSIX) has a higher volatility of 5.47% compared to Invesco Equally-Weighted S&P 500 Fund (VADDX) at 3.77%. This indicates that OPSIX's price experiences larger fluctuations and is considered to be riskier than VADDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OPSIX | VADDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.47% | 3.77% | +1.70% |
Volatility (6M)Calculated over the trailing 6-month period | 6.55% | 8.70% | -2.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.74% | 17.17% | -8.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.96% | 16.27% | -9.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.94% | 18.53% | -11.59% |