OYCIX vs. VADDX
Compare and contrast key facts about Invesco Select Risk: Conservative Investor Fund (OYCIX) and Invesco Equally-Weighted S&P 500 Fund (VADDX).
OYCIX is managed by Invesco. It was launched on Apr 4, 2005. VADDX is a passively managed fund by Invesco that tracks the performance of the S&P 500 Equal Weight Index. It was launched on Jul 28, 1997.
Performance
OYCIX vs. VADDX - Performance Comparison
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OYCIX vs. VADDX - 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% |
VADDX Invesco Equally-Weighted S&P 500 Fund | 0.61% | 11.16% | 12.68% | 13.58% | -11.86% | 29.27% | 12.56% | 28.92% | -7.96% | 18.55% |
Returns By Period
In the year-to-date period, OYCIX achieves a 0.22% return, which is significantly lower than VADDX's 0.61% return. Over the past 10 years, OYCIX has underperformed VADDX with an annualized return of 3.81%, while VADDX has yielded a comparatively higher 10.94% 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%
VADDX
- 1D
- 2.06%
- 1M
- -5.82%
- YTD
- 0.61%
- 6M
- 1.75%
- 1Y
- 12.48%
- 3Y*
- 11.64%
- 5Y*
- 7.70%
- 10Y*
- 10.94%
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OYCIX vs. VADDX - Expense Ratio Comparison
OYCIX has a 0.17% expense ratio, which is lower than VADDX's 0.27% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
OYCIX vs. VADDX — Risk / Return Rank
OYCIX
VADDX
OYCIX vs. VADDX - 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 (VADDX). 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 | VADDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.70 | 0.74 | +0.96 |
Sortino ratioReturn per unit of downside risk | 2.41 | 1.15 | +1.26 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.16 | +0.17 |
Calmar ratioReturn relative to maximum drawdown | 1.96 | 0.93 | +1.02 |
Martin ratioReturn relative to average drawdown | 7.43 | 4.21 | +3.22 |
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 | VADDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.70 | 0.74 | +0.96 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.29 | 0.48 | -0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.59 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.46 | -0.08 |
Correlation
The correlation between OYCIX and VADDX 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. VADDX - Dividend Comparison
OYCIX's dividend yield for the trailing twelve months is around 3.84%, less than VADDX's 10.03% 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% |
VADDX Invesco Equally-Weighted S&P 500 Fund | 10.03% | 10.09% | 8.88% | 4.86% | 8.45% | 9.92% | 6.38% | 4.68% | 7.13% | 2.97% | 0.30% | 2.98% |
Drawdowns
OYCIX vs. VADDX - Drawdown Comparison
The maximum OYCIX drawdown since its inception was -47.00%, smaller than the maximum VADDX drawdown of -60.12%. Use the drawdown chart below to compare losses from any high point for OYCIX and VADDX.
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Drawdown Indicators
| OYCIX | VADDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.00% | -60.12% | +13.12% |
Max Drawdown (1Y)Largest decline over 1 year | -3.46% | -12.61% | +9.15% |
Max Drawdown (5Y)Largest decline over 5 years | -20.19% | -21.58% | +1.39% |
Max Drawdown (10Y)Largest decline over 10 years | -20.19% | -39.39% | +19.20% |
Current DrawdownCurrent decline from peak | -2.38% | -5.99% | +3.61% |
Average DrawdownAverage peak-to-trough decline | -8.28% | -7.03% | -1.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.09% | 2.80% | -1.71% |
Volatility
OYCIX vs. VADDX - Volatility Comparison
The current volatility for Invesco Select Risk: Conservative Investor Fund (OYCIX) is 2.15%, while Invesco Equally-Weighted S&P 500 Fund (VADDX) has a volatility of 4.48%. This indicates that OYCIX experiences smaller price fluctuations and is considered to be less risky than VADDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OYCIX | VADDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.15% | 4.48% | -2.33% |
Volatility (6M)Calculated over the trailing 6-month period | 3.63% | 8.88% | -5.25% |
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% |