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OPSIX vs. VTILX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OPSIX vs. VTILX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Global Strategic Income Fund (OPSIX) and Vanguard Total International Bond II Index Fund (VTILX). The values are adjusted to include any dividend payments, if applicable.

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OPSIX vs. VTILX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
OPSIX
Invesco Global Strategic Income Fund
-6.99%11.76%2.79%7.62%-12.37%-0.90%
VTILX
Vanguard Total International Bond II Index Fund
-0.76%2.96%3.91%8.85%-13.01%0.38%

Returns By Period

In the year-to-date period, OPSIX achieves a -6.99% return, which is significantly lower than VTILX's -0.76% 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%

VTILX

1D
0.31%
1M
-2.59%
YTD
-0.76%
6M
-0.29%
1Y
2.36%
3Y*
3.71%
5Y*
0.13%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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OPSIX vs. VTILX - Expense Ratio Comparison

OPSIX has a 1.00% expense ratio, which is higher than VTILX's 0.07% expense ratio.


Return for Risk

OPSIX vs. VTILX — 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

VTILX
VTILX Risk / Return Rank: 3333
Overall Rank
VTILX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
VTILX Sortino Ratio Rank: 3131
Sortino Ratio Rank
VTILX Omega Ratio Rank: 2626
Omega Ratio Rank
VTILX Calmar Ratio Rank: 3333
Calmar Ratio Rank
VTILX Martin Ratio Rank: 3737
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. VTILX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Global Strategic Income Fund (OPSIX) and Vanguard Total International Bond II Index Fund (VTILX). 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.


OPSIXVTILXDifference

Sharpe ratio

Return per unit of total volatility

0.09

0.79

-0.70

Sortino ratio

Return per unit of downside risk

0.17

1.10

-0.93

Omega ratio

Gain probability vs. loss probability

1.03

1.14

-0.12

Calmar ratio

Return relative to maximum drawdown

0.10

0.92

-0.82

Martin ratio

Return relative to average drawdown

0.47

3.92

-3.45

OPSIX vs. VTILX - Sharpe Ratio Comparison

The current OPSIX Sharpe Ratio is 0.09, which is lower than the VTILX Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of OPSIX and VTILX, 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


OPSIXVTILXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.09

0.79

-0.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.02

0.03

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

1.00

0.04

+0.96

Correlation

The correlation between OPSIX and VTILX is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

OPSIX vs. VTILX - Dividend Comparison

OPSIX's dividend yield for the trailing twelve months is around 3.33%, less than VTILX's 4.13% 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%
VTILX
Vanguard Total International Bond II Index Fund
4.13%4.27%4.52%4.22%0.94%0.62%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

OPSIX vs. VTILX - Drawdown Comparison

The maximum OPSIX drawdown since its inception was -25.45%, which is greater than VTILX's maximum drawdown of -15.85%. Use the drawdown chart below to compare losses from any high point for OPSIX and VTILX.


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Drawdown Indicators


OPSIXVTILXDifference

Max Drawdown

Largest peak-to-trough decline

-25.45%

-15.85%

-9.60%

Max Drawdown (1Y)

Largest decline over 1 year

-8.71%

-2.90%

-5.81%

Max Drawdown (5Y)

Largest decline over 5 years

-21.80%

-15.85%

-5.95%

Max Drawdown (10Y)

Largest decline over 10 years

-25.13%

Current Drawdown

Current decline from peak

-8.11%

-2.59%

-5.52%

Average Drawdown

Average peak-to-trough decline

-2.91%

-6.05%

+3.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.83%

0.68%

+1.15%

Volatility

OPSIX vs. VTILX - Volatility Comparison

Invesco Global Strategic Income Fund (OPSIX) has a higher volatility of 5.47% compared to Vanguard Total International Bond II Index Fund (VTILX) at 1.41%. This indicates that OPSIX's price experiences larger fluctuations and is considered to be riskier than VTILX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OPSIXVTILXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.47%

1.41%

+4.06%

Volatility (6M)

Calculated over the trailing 6-month period

6.55%

2.02%

+4.53%

Volatility (1Y)

Calculated over the trailing 1-year period

8.74%

3.04%

+5.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.96%

4.39%

+2.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.94%

4.37%

+2.57%