OSMAX vs. QVGIX
Compare and contrast key facts about Invesco International Small-Mid Company Fund (OSMAX) and Invesco Global Allocation Fund (QVGIX).
OSMAX is managed by Invesco. It was launched on Nov 16, 1997. QVGIX is managed by Invesco. It was launched on Oct 31, 1991.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: OSMAX or QVGIX.
Key characteristics
| OSMAX | QVGIX | |
|---|---|---|
| YTD Return | -0.91% | 8.16% |
| 1Y Return | 13.17% | 18.44% |
| 3Y Return (Ann) | -12.90% | -3.25% |
| 5Y Return (Ann) | -2.49% | 3.44% |
| 10Y Return (Ann) | 3.07% | 3.15% |
| Sharpe Ratio | 0.95 | 2.05 |
| Sortino Ratio | 1.46 | 3.00 |
| Omega Ratio | 1.17 | 1.38 |
| Calmar Ratio | 0.31 | 0.75 |
| Martin Ratio | 3.37 | 13.11 |
| Ulcer Index | 3.94% | 1.35% |
| Daily Std Dev | 14.03% | 8.62% |
| Max Drawdown | -81.37% | -57.26% |
| Current Drawdown | -34.55% | -9.40% |
Correlation
The correlation between OSMAX and QVGIX is 0.63, 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.
Performance
OSMAX vs. QVGIX - Performance Comparison
In the year-to-date period, OSMAX achieves a -0.91% return, which is significantly lower than QVGIX's 8.16% return. Both investments have delivered pretty close results over the past 10 years, with OSMAX having a 3.07% annualized return and QVGIX not far ahead at 3.15%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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OSMAX vs. QVGIX - Expense Ratio Comparison
OSMAX has a 1.33% expense ratio, which is higher than QVGIX's 1.15% expense ratio.
Risk-Adjusted Performance
OSMAX vs. QVGIX - 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 Allocation Fund (QVGIX). 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.
Dividends
OSMAX vs. QVGIX - Dividend Comparison
OSMAX's dividend yield for the trailing twelve months is around 0.85%, less than QVGIX's 2.10% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OSMAX Invesco International Small-Mid Company Fund | 0.85% | 0.85% | 0.00% | 0.04% | 0.00% | 0.37% | 0.53% | 0.75% | 0.15% | 0.07% | 0.48% | 0.70% |
QVGIX Invesco Global Allocation Fund | 2.10% | 2.27% | 5.80% | 2.25% | 0.00% | 0.00% | 2.37% | 0.13% | 3.34% | 1.78% | 1.14% | 2.00% |
Drawdowns
OSMAX vs. QVGIX - Drawdown Comparison
The maximum OSMAX drawdown since its inception was -81.37%, which is greater than QVGIX's maximum drawdown of -57.26%. Use the drawdown chart below to compare losses from any high point for OSMAX and QVGIX. For additional features, visit the drawdowns tool.
Volatility
OSMAX vs. QVGIX - Volatility Comparison
Invesco International Small-Mid Company Fund (OSMAX) has a higher volatility of 3.39% compared to Invesco Global Allocation Fund (QVGIX) at 2.16%. This indicates that OSMAX's price experiences larger fluctuations and is considered to be riskier than QVGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.