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OPTFX vs. VGT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between OPTFX and VGT is 0.87, 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.


Performance

OPTFX vs. VGT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Capital Appreciation Fund (OPTFX) and Vanguard Information Technology ETF (VGT). The values are adjusted to include any dividend payments, if applicable.

0.00%500.00%1,000.00%1,500.00%December2025FebruaryMarchAprilMay
98.57%
1,285.72%
OPTFX
VGT

Key characteristics

Sharpe Ratio

OPTFX:

0.23

VGT:

0.38

Sortino Ratio

OPTFX:

0.50

VGT:

0.73

Omega Ratio

OPTFX:

1.07

VGT:

1.10

Calmar Ratio

OPTFX:

0.21

VGT:

0.42

Martin Ratio

OPTFX:

0.72

VGT:

1.38

Ulcer Index

OPTFX:

8.64%

VGT:

8.27%

Daily Std Dev

OPTFX:

26.64%

VGT:

29.74%

Max Drawdown

OPTFX:

-63.26%

VGT:

-54.63%

Current Drawdown

OPTFX:

-17.46%

VGT:

-12.66%

Returns By Period

In the year-to-date period, OPTFX achieves a -8.08% return, which is significantly higher than VGT's -9.10% return. Over the past 10 years, OPTFX has underperformed VGT with an annualized return of 2.28%, while VGT has yielded a comparatively higher 19.12% annualized return.


OPTFX

YTD

-8.08%

1M

15.62%

6M

-9.78%

1Y

4.49%

5Y*

6.82%

10Y*

2.28%

VGT

YTD

-9.10%

1M

17.62%

6M

-7.68%

1Y

10.27%

5Y*

18.53%

10Y*

19.12%

*Annualized

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OPTFX vs. VGT - Expense Ratio Comparison

OPTFX has a 0.95% expense ratio, which is higher than VGT's 0.10% expense ratio.


Risk-Adjusted Performance

OPTFX vs. VGT — Risk-Adjusted Performance Rank

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

OPTFX
The Risk-Adjusted Performance Rank of OPTFX is 3333
Overall Rank
The Sharpe Ratio Rank of OPTFX is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of OPTFX is 3434
Sortino Ratio Rank
The Omega Ratio Rank of OPTFX is 3333
Omega Ratio Rank
The Calmar Ratio Rank of OPTFX is 3434
Calmar Ratio Rank
The Martin Ratio Rank of OPTFX is 3232
Martin Ratio Rank

VGT
The Risk-Adjusted Performance Rank of VGT is 4848
Overall Rank
The Sharpe Ratio Rank of VGT is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of VGT is 4848
Sortino Ratio Rank
The Omega Ratio Rank of VGT is 4949
Omega Ratio Rank
The Calmar Ratio Rank of VGT is 5252
Calmar Ratio Rank
The Martin Ratio Rank of VGT is 4747
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

OPTFX vs. VGT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Capital Appreciation Fund (OPTFX) and Vanguard Information Technology ETF (VGT). 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.


The current OPTFX Sharpe Ratio is 0.23, which is lower than the VGT Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of OPTFX and VGT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
0.23
0.38
OPTFX
VGT

Dividends

OPTFX vs. VGT - Dividend Comparison

OPTFX has not paid dividends to shareholders, while VGT's dividend yield for the trailing twelve months is around 0.56%.


TTM20242023202220212020201920182017201620152014
OPTFX
Invesco Capital Appreciation Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.01%0.08%0.00%0.00%
VGT
Vanguard Information Technology ETF
0.56%0.60%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%

Drawdowns

OPTFX vs. VGT - Drawdown Comparison

The maximum OPTFX drawdown since its inception was -63.26%, which is greater than VGT's maximum drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for OPTFX and VGT. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-17.46%
-12.66%
OPTFX
VGT

Volatility

OPTFX vs. VGT - Volatility Comparison

The current volatility for Invesco Capital Appreciation Fund (OPTFX) is 13.25%, while Vanguard Information Technology ETF (VGT) has a volatility of 15.73%. This indicates that OPTFX experiences smaller price fluctuations and is considered to be less risky than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%December2025FebruaryMarchAprilMay
13.25%
15.73%
OPTFX
VGT