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OPSIX vs. VAFAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OPSIX vs. VAFAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Global Strategic Income Fund (OPSIX) and Invesco American Franchise Fund Class A (VAFAX). The values are adjusted to include any dividend payments, if applicable.

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OPSIX vs. VAFAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
VAFAX
Invesco American Franchise Fund Class A
-13.54%11.86%34.78%40.91%-31.20%11.13%42.15%36.55%-3.99%27.11%

Returns By Period

In the year-to-date period, OPSIX achieves a -6.99% return, which is significantly higher than VAFAX's -13.54% return. Over the past 10 years, OPSIX has underperformed VAFAX with an annualized return of 1.67%, while VAFAX has yielded a comparatively higher 13.49% 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%

VAFAX

1D
-1.39%
1M
-9.66%
YTD
-13.54%
6M
-15.87%
1Y
11.01%
3Y*
17.62%
5Y*
6.56%
10Y*
13.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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OPSIX vs. VAFAX - Expense Ratio Comparison

OPSIX has a 1.00% expense ratio, which is higher than VAFAX's 0.95% expense ratio.


Return for Risk

OPSIX vs. VAFAX — Risk / Return Rank

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

OPSIX
OPSIX Risk / Return Rank: 77
Overall Rank
OPSIX Sharpe Ratio Rank: 77
Sharpe Ratio Rank
OPSIX Sortino Ratio Rank: 66
Sortino Ratio Rank
OPSIX Omega Ratio Rank: 66
Omega Ratio Rank
OPSIX Calmar Ratio Rank: 88
Calmar Ratio Rank
OPSIX Martin Ratio Rank: 99
Martin Ratio Rank

VAFAX
VAFAX Risk / Return Rank: 1616
Overall Rank
VAFAX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
VAFAX Sortino Ratio Rank: 1919
Sortino Ratio Rank
VAFAX Omega Ratio Rank: 1818
Omega Ratio Rank
VAFAX Calmar Ratio Rank: 1313
Calmar Ratio Rank
VAFAX Martin Ratio Rank: 1212
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.

OPSIX vs. VAFAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Global Strategic Income Fund (OPSIX) and Invesco American Franchise Fund Class A (VAFAX). 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.


OPSIXVAFAXDifference

Sharpe ratio

Return per unit of total volatility

0.09

0.43

-0.34

Sortino ratio

Return per unit of downside risk

0.17

0.78

-0.60

Omega ratio

Gain probability vs. loss probability

1.03

1.11

-0.08

Calmar ratio

Return relative to maximum drawdown

0.10

0.33

-0.24

Martin ratio

Return relative to average drawdown

0.47

1.05

-0.58

OPSIX vs. VAFAX - Sharpe Ratio Comparison

The current OPSIX Sharpe Ratio is 0.09, which is lower than the VAFAX Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of OPSIX and VAFAX, 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


OPSIXVAFAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.09

0.43

-0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.02

0.29

-0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.24

0.61

-0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

1.00

0.52

+0.48

Correlation

The correlation between OPSIX and VAFAX is 0.29, 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. VAFAX - Dividend Comparison

OPSIX's dividend yield for the trailing twelve months is around 3.33%, less than VAFAX's 16.30% yield.


TTM20252024202320222021202020192018201720162015
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%
VAFAX
Invesco American Franchise Fund Class A
16.30%14.09%3.74%0.00%8.32%26.50%8.78%6.85%10.42%5.37%4.08%4.90%

Drawdowns

OPSIX vs. VAFAX - Drawdown Comparison

The maximum OPSIX drawdown since its inception was -25.45%, smaller than the maximum VAFAX drawdown of -48.48%. Use the drawdown chart below to compare losses from any high point for OPSIX and VAFAX.


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Drawdown Indicators


OPSIXVAFAXDifference

Max Drawdown

Largest peak-to-trough decline

-25.45%

-48.48%

+23.03%

Max Drawdown (1Y)

Largest decline over 1 year

-8.71%

-19.27%

+10.56%

Max Drawdown (5Y)

Largest decline over 5 years

-21.80%

-38.86%

+17.06%

Max Drawdown (10Y)

Largest decline over 10 years

-25.13%

-38.86%

+13.73%

Current Drawdown

Current decline from peak

-8.11%

-19.27%

+11.16%

Average Drawdown

Average peak-to-trough decline

-2.91%

-8.16%

+5.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.83%

6.12%

-4.29%

Volatility

OPSIX vs. VAFAX - Volatility Comparison

The current volatility for Invesco Global Strategic Income Fund (OPSIX) is 5.47%, while Invesco American Franchise Fund Class A (VAFAX) has a volatility of 6.79%. This indicates that OPSIX experiences smaller price fluctuations and is considered to be less risky than VAFAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OPSIXVAFAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.47%

6.79%

-1.32%

Volatility (6M)

Calculated over the trailing 6-month period

6.55%

15.04%

-8.49%

Volatility (1Y)

Calculated over the trailing 1-year period

8.74%

25.05%

-16.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.96%

22.96%

-16.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.94%

22.19%

-15.25%