OYCIX vs. VADAX
Compare and contrast key facts about Invesco Select Risk: Conservative Investor Fund (OYCIX) and Invesco Equally-Weighted S&P 500 Fund Class A (VADAX).
OYCIX is managed by Invesco. It was launched on Apr 4, 2005. VADAX is managed by Invesco.
Performance
OYCIX vs. VADAX - Performance Comparison
Loading graphics...
OYCIX vs. VADAX - 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% |
VADAX Invesco Equally-Weighted S&P 500 Fund Class A | 0.54% | 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, OYCIX achieves a 0.22% return, which is significantly lower than VADAX's 0.54% return. Over the past 10 years, OYCIX has underperformed VADAX with an annualized return of 3.81%, while VADAX has yielded a comparatively higher 10.69% 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%
VADAX
- 1D
- 2.04%
- 1M
- -5.84%
- YTD
- 0.54%
- 6M
- 1.62%
- 1Y
- 12.19%
- 3Y*
- 11.36%
- 5Y*
- 7.44%
- 10Y*
- 10.69%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
OYCIX vs. VADAX - Expense Ratio Comparison
OYCIX has a 0.17% expense ratio, which is lower than VADAX's 0.52% expense ratio.
Return for Risk
OYCIX vs. VADAX — Risk / Return Rank
OYCIX
VADAX
OYCIX vs. VADAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Select Risk: Conservative Investor Fund (OYCIX) 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.
| OYCIX | VADAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.70 | 0.72 | +0.98 |
Sortino ratioReturn per unit of downside risk | 2.41 | 1.13 | +1.28 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.16 | +0.17 |
Calmar ratioReturn relative to maximum drawdown | 1.96 | 0.91 | +1.04 |
Martin ratioReturn relative to average drawdown | 7.43 | 4.10 | +3.33 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| OYCIX | VADAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.70 | 0.72 | +0.98 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.29 | 0.46 | -0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.58 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.45 | -0.07 |
Correlation
The correlation between OYCIX and VADAX is 0.76, 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
OYCIX vs. VADAX - Dividend Comparison
OYCIX's dividend yield for the trailing twelve months is around 3.84%, less than VADAX's 10.15% 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% |
VADAX Invesco Equally-Weighted S&P 500 Fund Class A | 10.15% | 10.21% | 8.77% | 4.69% | 8.49% | 9.80% | 6.21% | 4.49% | 6.90% | 2.76% | 0.30% | 2.77% |
Drawdowns
OYCIX vs. VADAX - Drawdown Comparison
The maximum OYCIX drawdown since its inception was -47.00%, smaller than the maximum VADAX drawdown of -60.27%. Use the drawdown chart below to compare losses from any high point for OYCIX and VADAX.
Loading graphics...
Drawdown Indicators
| OYCIX | VADAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.00% | -60.27% | +13.27% |
Max Drawdown (1Y)Largest decline over 1 year | -3.46% | -12.61% | +9.15% |
Max Drawdown (5Y)Largest decline over 5 years | -20.19% | -21.74% | +1.55% |
Max Drawdown (10Y)Largest decline over 10 years | -20.19% | -39.32% | +19.13% |
Current DrawdownCurrent decline from peak | -2.38% | -6.01% | +3.63% |
Average DrawdownAverage peak-to-trough decline | -8.28% | -7.13% | -1.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.09% | 2.80% | -1.71% |
Volatility
OYCIX vs. VADAX - Volatility Comparison
The current volatility for Invesco Select Risk: Conservative Investor Fund (OYCIX) is 2.15%, while Invesco Equally-Weighted S&P 500 Fund Class A (VADAX) has a volatility of 4.47%. This indicates that OYCIX experiences smaller price fluctuations and is considered to be less risky than VADAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| OYCIX | VADAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.15% | 4.47% | -2.32% |
Volatility (6M)Calculated over the trailing 6-month period | 3.63% | 8.87% | -5.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.56% | 17.25% | -11.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.87% | 16.30% | -10.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.88% | 18.54% | -12.66% |