OYCIX vs. STDAX
Compare and contrast key facts about Invesco Select Risk: Conservative Investor Fund (OYCIX) and SEI Asset Allocation Trust Defensive Strategy Allocation Fund (STDAX).
OYCIX is managed by Invesco. It was launched on Apr 4, 2005. STDAX is managed by SEI. It was launched on Nov 16, 2003.
Performance
OYCIX vs. STDAX - Performance Comparison
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OYCIX vs. STDAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
OYCIX Invesco Select Risk: Conservative Investor Fund | 0.22% | 9.60% | 4.62% | 8.20% | -15.52% | 3.39% | 8.71% | 12.57% | -3.31% | 9.42% |
STDAX SEI Asset Allocation Trust Defensive Strategy Allocation Fund | 0.45% | 4.46% | 5.35% | 4.45% | -1.58% | 1.56% | -19.54% | 19.83% | -3.32% | 9.70% |
Returns By Period
In the year-to-date period, OYCIX achieves a 0.22% return, which is significantly lower than STDAX's 0.45% return. Over the past 10 years, OYCIX has outperformed STDAX with an annualized return of 3.81%, while STDAX has yielded a comparatively lower 2.53% annualized return.
OYCIX
- 1D
- 0.90%
- 1M
- -2.07%
- YTD
- 0.22%
- 6M
- 1.51%
- 1Y
- 8.07%
- 3Y*
- 6.24%
- 5Y*
- 1.68%
- 10Y*
- 3.81%
STDAX
- 1D
- 0.09%
- 1M
- -0.09%
- YTD
- 0.45%
- 6M
- 1.30%
- 1Y
- 3.90%
- 3Y*
- 4.44%
- 5Y*
- 2.79%
- 10Y*
- 2.53%
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OYCIX vs. STDAX - Expense Ratio Comparison
OYCIX has a 0.17% expense ratio, which is lower than STDAX's 0.35% expense ratio.
Return for Risk
OYCIX vs. STDAX — Risk / Return Rank
OYCIX
STDAX
OYCIX vs. STDAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Select Risk: Conservative Investor Fund (OYCIX) and SEI Asset Allocation Trust Defensive Strategy Allocation Fund (STDAX). 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.
| OYCIX | STDAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.70 | 4.33 | -2.63 |
Sortino ratioReturn per unit of downside risk | 2.41 | 7.27 | -4.86 |
Omega ratioGain probability vs. loss probability | 1.33 | 2.54 | -1.21 |
Calmar ratioReturn relative to maximum drawdown | 1.96 | 6.81 | -4.86 |
Martin ratioReturn relative to average drawdown | 7.43 | 32.75 | -25.32 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| OYCIX | STDAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.70 | 4.33 | -2.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.29 | 1.43 | -1.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.38 | +0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | -0.00 | +0.38 |
Correlation
The correlation between OYCIX and STDAX is 0.69, 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.
Dividends
OYCIX vs. STDAX - Dividend Comparison
OYCIX's dividend yield for the trailing twelve months is around 3.84%, less than STDAX's 4.47% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OYCIX Invesco Select Risk: Conservative Investor Fund | 3.84% | 3.85% | 4.63% | 3.35% | 3.07% | 4.91% | 2.33% | 6.72% | 2.59% | 2.42% | 2.40% | 2.42% |
STDAX SEI Asset Allocation Trust Defensive Strategy Allocation Fund | 4.47% | 4.49% | 4.97% | 4.77% | 3.54% | 0.87% | 1.71% | 5.19% | 8.53% | 6.92% | 10.19% | 3.84% |
Drawdowns
OYCIX vs. STDAX - Drawdown Comparison
The maximum OYCIX drawdown since its inception was -47.00%, smaller than the maximum STDAX drawdown of -76.81%. Use the drawdown chart below to compare losses from any high point for OYCIX and STDAX.
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Drawdown Indicators
| OYCIX | STDAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.00% | -76.81% | +29.81% |
Max Drawdown (1Y)Largest decline over 1 year | -3.46% | -0.59% | -2.87% |
Max Drawdown (5Y)Largest decline over 5 years | -20.19% | -2.91% | -17.28% |
Max Drawdown (10Y)Largest decline over 10 years | -20.19% | -26.89% | +6.70% |
Current DrawdownCurrent decline from peak | -2.38% | -9.47% | +7.09% |
Average DrawdownAverage peak-to-trough decline | -8.28% | -31.94% | +23.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.09% | 0.12% | +0.97% |
Volatility
OYCIX vs. STDAX - Volatility Comparison
Invesco Select Risk: Conservative Investor Fund (OYCIX) has a higher volatility of 2.15% compared to SEI Asset Allocation Trust Defensive Strategy Allocation Fund (STDAX) at 0.40%. This indicates that OYCIX's price experiences larger fluctuations and is considered to be riskier than STDAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OYCIX | STDAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.15% | 0.40% | +1.75% |
Volatility (6M)Calculated over the trailing 6-month period | 3.63% | 0.64% | +2.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.56% | 0.93% | +4.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.87% | 1.95% | +3.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.88% | 6.69% | -0.81% |