OYMIX vs. IVNQX

Last updated Jun 23, 2026

OYMIX (Invesco Select Risk: Moderate Investor Fund) and IVNQX (Invesco Nasdaq 100 Index Fund) are both mutual funds - OYMIX is a Diversified Portfolio fund managed by Invesco, while IVNQX is a Large Cap Growth Equities fund managed by Invesco. Over the past 5 years, OYMIX returned 5.51%/yr vs 17.42%/yr for IVNQX. Their correlation of 0.81 suggests significant overlap in exposure. OYMIX charges 0.13%/yr vs 0.29%/yr for IVNQX.

Performance

OYMIX vs. IVNQX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Select Risk: Moderate Investor Fund (OYMIX) and Invesco Nasdaq 100 Index Fund (IVNQX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, OYMIX achieves a 9.70% return, which is significantly lower than IVNQX's 20.62% return.

OYMIX

• 1D: 0.83%
• 1M: 1.68%
• YTD: 9.70%
• 6M: 9.34%
• 1Y: 20.05%
• 3Y*: 12.36%
• 5Y*: 5.51%
• 10Y*: 7.57%

IVNQX

• 1D: 2.48%
• 1M: 3.17%
• YTD: 20.62%
• 6M: 19.62%
• 1Y: 41.05%
• 3Y*: 26.92%
• 5Y*: 17.42%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

OYMIX vs. IVNQX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
OYMIX Invesco Select Risk: Moderate Investor Fund	9.70%	13.62%	8.59%	12.39%	-17.51%	10.50%	8.91%
IVNQX Invesco Nasdaq 100 Index Fund	20.62%	20.77%	25.43%	54.62%	-32.05%	26.75%	8.46%

Correlation

The correlation between OYMIX and IVNQX is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.79
Correlation (3Y) Calculated over the trailing 3-year period	0.78
Correlation (5Y) Calculated over the trailing 5-year period	0.82
Correlation (All Time) Calculated using the full available price history since Oct 15, 2020	0.81

The correlation between OYMIX and IVNQX has been stable across timeframes, ranging from 0.78 to 0.82 - a consistent structural relationship.

Return for Risk

OYMIX vs. IVNQX — Risk / Return Rank

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

OYMIX

OYMIX Risk / Return Rank: 78
OYMIX Sharpe Ratio Rank: 74
OYMIX Sortino Ratio Rank: 75
OYMIX Omega Ratio Rank: 71
OYMIX Calmar Ratio Rank: 83
OYMIX Martin Ratio Rank: 85

IVNQX

IVNQX Risk / Return Rank: 70
IVNQX Sharpe Ratio Rank: 74
IVNQX Sortino Ratio Rank: 62
IVNQX Omega Ratio Rank: 62
IVNQX Calmar Ratio Rank: 79
IVNQX Martin Ratio Rank: 71

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.

OYMIX vs. IVNQX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Select Risk: Moderate Investor Fund (OYMIX) and Invesco Nasdaq 100 Index Fund (IVNQX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	OYMIX	IVNQX	Difference
Sharpe ratio: Return per unit of total volatility	2.30	2.31	-0.01
Sortino ratio: Return per unit of downside risk	3.32	3.00	+0.32
Omega ratio: Gain probability vs. loss probability	1.43	1.40	+0.03
Calmar ratio: Return relative to maximum drawdown	3.60	3.42	+0.19
Martin ratio: Return relative to average drawdown	14.83	12.72	+2.12

OYMIX vs. IVNQX - Sharpe Ratio Comparison

The current OYMIX Sharpe Ratio is 2.30, which is comparable to the IVNQX Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of OYMIX and IVNQX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

OYMIX vs. IVNQX - Drawdown Comparison

The maximum OYMIX drawdown since its inception was -50.71%, which is greater than IVNQX's maximum drawdown of -34.83%. Use the drawdown chart below to compare losses from any high point for OYMIX and IVNQX.

Drawdown Indicators

	OYMIX	IVNQX	Difference
Max Drawdown Largest peak-to-trough decline	-50.71%	-34.83%	-15.88%
Max Drawdown (1Y) Largest decline over 1 year	-6.14%	-11.95%	+5.81%
Max Drawdown (3Y) Largest decline over 3 years	-11.31%	-22.70%	+11.39%
Max Drawdown (5Y) Largest decline over 5 years	-24.26%	-34.83%	+10.57%
Max Drawdown (10Y) Largest decline over 10 years	-26.78%	—	—
Current Drawdown Current decline from peak	-0.37%	-0.78%	+0.41%
Average Drawdown Average peak-to-trough decline	-8.11%	-8.18%	+0.07%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.43%	3.20%	-1.77%

Volatility

OYMIX vs. IVNQX - Volatility Comparison

The current volatility for Invesco Select Risk: Moderate Investor Fund (OYMIX) is 3.78%, while Invesco Nasdaq 100 Index Fund (IVNQX) has a volatility of 8.45%. This indicates that OYMIX experiences smaller price fluctuations and is considered to be less risky than IVNQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	OYMIX	IVNQX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.78%	8.45%	-4.67%
Volatility (6M) Calculated over the trailing 6-month period	7.81%	14.31%	-6.50%
Volatility (1Y) Calculated over the trailing 1-year period	9.63%	17.72%	-8.09%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.50%	22.73%	-12.23%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.74%	22.55%	-11.81%

OYMIX vs. IVNQX - Expense Ratio Comparison

OYMIX has a 0.13% expense ratio, which is lower than IVNQX's 0.29% expense ratio.

Dividends

OYMIX vs. IVNQX - Dividend Comparison

OYMIX's dividend yield for the trailing twelve months is around 4.27%, more than IVNQX's 1.08% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IVNQX Invesco Nasdaq 100 Index Fund	1.08%	1.31%	0.72%	0.54%	0.73%	0.84%	0.19%	0.00%	0.00%	0.00%	0.00%	0.00%
OYMIX Invesco Select Risk: Moderate Investor Fund	4.27%	4.69%	3.75%	1.36%	4.60%	8.39%	11.04%	11.00%	3.28%	2.11%	1.87%	1.02%

Frequently Asked Questions

Can I hold both OYMIX and IVNQX in my portfolio?

OYMIX and IVNQX have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, OYMIX or IVNQX?

IVNQX has higher volatility (8.45%) compared to OYMIX (3.78%). In terms of maximum drawdown, OYMIX dropped -50.71% vs IVNQX's -34.83%.

Which has better risk-adjusted returns?

IVNQX currently has the higher Sharpe Ratio (2.31 vs 2.30), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.