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OSMAX vs. WISIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OSMAX vs. WISIX - Performance Comparison

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

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OSMAX vs. WISIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OSMAX
Invesco International Small-Mid Company Fund
-6.85%16.81%-6.57%12.33%-31.19%13.64%24.76%19.33%-9.47%37.92%
WISIX
William Blair International Small Cap Growth Fund
-3.63%15.31%0.80%14.72%-34.99%11.01%29.09%34.22%-24.27%32.71%

Returns By Period

In the year-to-date period, OSMAX achieves a -6.85% return, which is significantly lower than WISIX's -3.63% return. Over the past 10 years, OSMAX has outperformed WISIX with an annualized return of 5.44%, while WISIX has yielded a comparatively lower 4.74% annualized return.


OSMAX

1D
0.06%
1M
-10.14%
YTD
-6.85%
6M
-6.85%
1Y
6.02%
3Y*
2.00%
5Y*
-1.61%
10Y*
5.44%

WISIX

1D
-1.60%
1M
-10.09%
YTD
-3.63%
6M
-5.31%
1Y
9.96%
3Y*
6.21%
5Y*
-1.02%
10Y*
4.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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OSMAX vs. WISIX - Expense Ratio Comparison

OSMAX has a 1.33% expense ratio, which is higher than WISIX's 1.23% expense ratio.


Return for Risk

OSMAX vs. WISIX — Risk / Return Rank

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

OSMAX
OSMAX Risk / Return Rank: 1111
Overall Rank
OSMAX Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
OSMAX Sortino Ratio Rank: 1313
Sortino Ratio Rank
OSMAX Omega Ratio Rank: 1212
Omega Ratio Rank
OSMAX Calmar Ratio Rank: 88
Calmar Ratio Rank
OSMAX Martin Ratio Rank: 88
Martin Ratio Rank

WISIX
WISIX Risk / Return Rank: 2020
Overall Rank
WISIX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
WISIX Sortino Ratio Rank: 1919
Sortino Ratio Rank
WISIX Omega Ratio Rank: 2020
Omega Ratio Rank
WISIX Calmar Ratio Rank: 2222
Calmar Ratio Rank
WISIX Martin Ratio Rank: 1919
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.

OSMAX vs. WISIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco International Small-Mid Company Fund (OSMAX) and William Blair International Small Cap Growth Fund (WISIX). 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.


OSMAXWISIXDifference

Sharpe ratio

Return per unit of total volatility

0.33

0.56

-0.23

Sortino ratio

Return per unit of downside risk

0.57

0.83

-0.26

Omega ratio

Gain probability vs. loss probability

1.07

1.12

-0.05

Calmar ratio

Return relative to maximum drawdown

0.08

0.66

-0.58

Martin ratio

Return relative to average drawdown

0.27

2.01

-1.74

OSMAX vs. WISIX - Sharpe Ratio Comparison

The current OSMAX Sharpe Ratio is 0.33, which is lower than the WISIX Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of OSMAX and WISIX, 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


OSMAXWISIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.33

0.56

-0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.09

-0.06

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

0.28

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.31

+0.20

Correlation

The correlation between OSMAX and WISIX is 0.85, 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.


Dividends

OSMAX vs. WISIX - Dividend Comparison

OSMAX's dividend yield for the trailing twelve months is around 21.61%, more than WISIX's 0.63% yield.


TTM20252024202320222021202020192018201720162015
OSMAX
Invesco International Small-Mid Company Fund
21.61%20.13%10.49%2.36%0.28%10.00%8.13%0.37%10.95%2.95%0.15%0.07%
WISIX
William Blair International Small Cap Growth Fund
0.63%0.61%1.78%0.88%0.21%16.20%2.09%0.31%13.84%9.94%0.36%2.31%

Drawdowns

OSMAX vs. WISIX - Drawdown Comparison

The maximum OSMAX drawdown since its inception was -78.32%, which is greater than WISIX's maximum drawdown of -64.84%. Use the drawdown chart below to compare losses from any high point for OSMAX and WISIX.


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Drawdown Indicators


OSMAXWISIXDifference

Max Drawdown

Largest peak-to-trough decline

-78.32%

-64.84%

-13.48%

Max Drawdown (1Y)

Largest decline over 1 year

-12.10%

-10.09%

-2.01%

Max Drawdown (5Y)

Largest decline over 5 years

-44.11%

-47.76%

+3.65%

Max Drawdown (10Y)

Largest decline over 10 years

-44.11%

-47.76%

+3.65%

Current Drawdown

Current decline from peak

-24.58%

-22.75%

-1.83%

Average Drawdown

Average peak-to-trough decline

-19.07%

-16.60%

-2.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.54%

3.67%

-0.13%

Volatility

OSMAX vs. WISIX - Volatility Comparison

The current volatility for Invesco International Small-Mid Company Fund (OSMAX) is 5.64%, while William Blair International Small Cap Growth Fund (WISIX) has a volatility of 6.00%. This indicates that OSMAX experiences smaller price fluctuations and is considered to be less risky than WISIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OSMAXWISIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.64%

6.00%

-0.36%

Volatility (6M)

Calculated over the trailing 6-month period

9.99%

9.88%

+0.11%

Volatility (1Y)

Calculated over the trailing 1-year period

15.37%

15.08%

+0.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.89%

17.21%

+0.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.06%

17.23%

-0.17%