PortfoliosLab logoPortfoliosLab logo
OSSIX vs. VADAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OSSIX vs. VADAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Main Street Small Cap Fund (OSSIX) and Invesco Equally-Weighted S&P 500 Fund Class A (VADAX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

OSSIX vs. VADAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OSSIX
Invesco Main Street Small Cap Fund
-4.34%8.92%12.82%17.96%-15.75%22.20%20.31%26.22%-10.55%14.08%
VADAX
Invesco Equally-Weighted S&P 500 Fund Class A
-1.47%10.89%12.40%13.29%-12.07%28.93%12.30%28.59%-8.19%18.26%

Returns By Period

In the year-to-date period, OSSIX achieves a -4.34% return, which is significantly lower than VADAX's -1.47% return. Both investments have delivered pretty close results over the past 10 years, with OSSIX having a 10.07% annualized return and VADAX not far ahead at 10.47%.


OSSIX

1D
-1.28%
1M
-11.92%
YTD
-4.34%
6M
-1.79%
1Y
10.74%
3Y*
10.19%
5Y*
4.74%
10Y*
10.07%

VADAX

1D
-0.23%
1M
-7.89%
YTD
-1.47%
6M
-0.21%
1Y
10.07%
3Y*
10.61%
5Y*
7.23%
10Y*
10.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


OSSIX vs. VADAX - Expense Ratio Comparison

OSSIX has a 0.68% expense ratio, which is higher than VADAX's 0.52% expense ratio.


Return for Risk

OSSIX vs. VADAX — Risk / Return Rank

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

OSSIX
OSSIX Risk / Return Rank: 1414
Overall Rank
OSSIX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
OSSIX Sortino Ratio Rank: 2121
Sortino Ratio Rank
OSSIX Omega Ratio Rank: 1818
Omega Ratio Rank
OSSIX Calmar Ratio Rank: 77
Calmar Ratio Rank
OSSIX Martin Ratio Rank: 77
Martin Ratio Rank

VADAX
VADAX Risk / Return Rank: 2828
Overall Rank
VADAX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
VADAX Sortino Ratio Rank: 2929
Sortino Ratio Rank
VADAX Omega Ratio Rank: 2828
Omega Ratio Rank
VADAX Calmar Ratio Rank: 2525
Calmar Ratio Rank
VADAX Martin Ratio Rank: 3030
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.

OSSIX vs. VADAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Main Street Small Cap Fund (OSSIX) and Invesco Equally-Weighted S&P 500 Fund Class A (VADAX). 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.


OSSIXVADAXDifference

Sharpe ratio

Return per unit of total volatility

0.50

0.64

-0.14

Sortino ratio

Return per unit of downside risk

0.88

1.02

-0.14

Omega ratio

Gain probability vs. loss probability

1.11

1.14

-0.03

Calmar ratio

Return relative to maximum drawdown

0.03

0.71

-0.68

Martin ratio

Return relative to average drawdown

0.10

3.23

-3.13

OSSIX vs. VADAX - Sharpe Ratio Comparison

The current OSSIX Sharpe Ratio is 0.50, which is comparable to the VADAX Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of OSSIX and VADAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


OSSIXVADAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.50

0.64

-0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

0.45

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.57

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.44

-0.03

Correlation

The correlation between OSSIX and VADAX is 0.90, 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

OSSIX vs. VADAX - Dividend Comparison

OSSIX's dividend yield for the trailing twelve months is around 8.48%, less than VADAX's 10.36% yield.


TTM20252024202320222021202020192018201720162015
OSSIX
Invesco Main Street Small Cap Fund
8.48%8.11%6.24%0.64%0.61%7.71%0.85%0.30%8.81%5.92%0.58%0.75%
VADAX
Invesco Equally-Weighted S&P 500 Fund Class A
10.36%10.21%8.77%4.69%8.49%9.80%6.21%4.49%6.90%2.76%0.30%2.77%

Drawdowns

OSSIX vs. VADAX - Drawdown Comparison

The maximum OSSIX drawdown since its inception was -42.18%, smaller than the maximum VADAX drawdown of -60.27%. Use the drawdown chart below to compare losses from any high point for OSSIX and VADAX.


Loading graphics...

Drawdown Indicators


OSSIXVADAXDifference

Max Drawdown

Largest peak-to-trough decline

-42.18%

-60.27%

+18.09%

Max Drawdown (1Y)

Largest decline over 1 year

-14.53%

-12.61%

-1.92%

Max Drawdown (5Y)

Largest decline over 5 years

-28.13%

-21.74%

-6.39%

Max Drawdown (10Y)

Largest decline over 10 years

-42.18%

-39.32%

-2.86%

Current Drawdown

Current decline from peak

-12.49%

-7.89%

-4.60%

Average Drawdown

Average peak-to-trough decline

-7.60%

-7.13%

-0.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.60%

2.78%

+2.82%

Volatility

OSSIX vs. VADAX - Volatility Comparison

Invesco Main Street Small Cap Fund (OSSIX) has a higher volatility of 6.15% compared to Invesco Equally-Weighted S&P 500 Fund Class A (VADAX) at 3.76%. This indicates that OSSIX's price experiences larger fluctuations and is considered to be riskier than VADAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


OSSIXVADAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.15%

3.76%

+2.39%

Volatility (6M)

Calculated over the trailing 6-month period

12.79%

8.70%

+4.09%

Volatility (1Y)

Calculated over the trailing 1-year period

23.10%

17.17%

+5.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.97%

16.27%

+4.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.33%

18.53%

+3.80%