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OSMAX vs. OPPAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between OSMAX and OPPAX is 0.74, 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.


-0.50.00.51.00.7

Performance

OSMAX vs. OPPAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco International Small-Mid Company Fund (OSMAX) and Invesco Global Fund (OPPAX). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%JulyAugustSeptemberOctoberNovemberDecember
344.16%
142.38%
OSMAX
OPPAX

Key characteristics

Sharpe Ratio

OSMAX:

-0.72

OPPAX:

0.38

Sortino Ratio

OSMAX:

-0.82

OPPAX:

0.58

Omega Ratio

OSMAX:

0.88

OPPAX:

1.09

Calmar Ratio

OSMAX:

-0.28

OPPAX:

0.20

Martin Ratio

OSMAX:

-2.07

OPPAX:

2.25

Ulcer Index

OSMAX:

5.82%

OPPAX:

3.30%

Daily Std Dev

OSMAX:

16.77%

OPPAX:

19.54%

Max Drawdown

OSMAX:

-81.37%

OPPAX:

-63.60%

Current Drawdown

OSMAX:

-43.52%

OPPAX:

-32.34%

Returns By Period

In the year-to-date period, OSMAX achieves a -14.48% return, which is significantly lower than OPPAX's 4.92% return. Over the past 10 years, OSMAX has underperformed OPPAX with an annualized return of 1.50%, while OPPAX has yielded a comparatively higher 2.36% annualized return.


OSMAX

YTD

-14.48%

1M

-9.78%

6M

-10.83%

1Y

-13.47%

5Y*

-5.02%

10Y*

1.50%

OPPAX

YTD

4.92%

1M

-7.60%

6M

-8.16%

1Y

5.55%

5Y*

-0.32%

10Y*

2.36%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


OSMAX vs. OPPAX - Expense Ratio Comparison

OSMAX has a 1.33% expense ratio, which is higher than OPPAX's 1.04% expense ratio.


OSMAX
Invesco International Small-Mid Company Fund
Expense ratio chart for OSMAX: current value at 1.33% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.33%
Expense ratio chart for OPPAX: current value at 1.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.04%

Risk-Adjusted Performance

OSMAX vs. OPPAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco International Small-Mid Company Fund (OSMAX) and Invesco Global Fund (OPPAX). 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.


Sharpe ratio
The chart of Sharpe ratio for OSMAX, currently valued at -0.72, compared to the broader market-1.000.001.002.003.004.00-0.720.38
The chart of Sortino ratio for OSMAX, currently valued at -0.81, compared to the broader market-2.000.002.004.006.008.0010.00-0.820.58
The chart of Omega ratio for OSMAX, currently valued at 0.88, compared to the broader market0.501.001.502.002.503.003.500.881.09
The chart of Calmar ratio for OSMAX, currently valued at -0.28, compared to the broader market0.002.004.006.008.0010.0012.0014.00-0.280.20
The chart of Martin ratio for OSMAX, currently valued at -2.07, compared to the broader market0.0020.0040.0060.00-2.072.25
OSMAX
OPPAX

The current OSMAX Sharpe Ratio is -0.72, which is lower than the OPPAX Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of OSMAX and OPPAX, 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-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
-0.72
0.38
OSMAX
OPPAX

Dividends

OSMAX vs. OPPAX - Dividend Comparison

Neither OSMAX nor OPPAX has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
OSMAX
Invesco International Small-Mid Company Fund
0.00%0.85%0.00%0.04%0.00%0.37%0.53%0.75%0.15%0.07%0.48%0.70%
OPPAX
Invesco Global Fund
0.00%0.00%0.00%0.00%0.00%0.53%0.55%0.55%0.69%0.69%0.87%0.78%

Drawdowns

OSMAX vs. OPPAX - Drawdown Comparison

The maximum OSMAX drawdown since its inception was -81.37%, which is greater than OPPAX's maximum drawdown of -63.60%. Use the drawdown chart below to compare losses from any high point for OSMAX and OPPAX. For additional features, visit the drawdowns tool.


-40.00%-35.00%-30.00%-25.00%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-43.52%
-32.34%
OSMAX
OPPAX

Volatility

OSMAX vs. OPPAX - Volatility Comparison

The current volatility for Invesco International Small-Mid Company Fund (OSMAX) is 11.31%, while Invesco Global Fund (OPPAX) has a volatility of 12.83%. This indicates that OSMAX experiences smaller price fluctuations and is considered to be less risky than OPPAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
11.31%
12.83%
OSMAX
OPPAX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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