QVGIX vs. OSMAX
Compare and contrast key facts about Invesco Global Allocation Fund (QVGIX) and Invesco International Small-Mid Company Fund (OSMAX).
QVGIX is managed by Invesco. It was launched on Oct 31, 1991. OSMAX is managed by Invesco. It was launched on Nov 16, 1997.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: QVGIX or OSMAX.
Key characteristics
| QVGIX | OSMAX | |
|---|---|---|
| YTD Return | 8.16% | -0.91% |
| 1Y Return | 18.44% | 13.17% |
| 3Y Return (Ann) | -3.25% | -12.90% |
| 5Y Return (Ann) | 3.44% | -2.49% |
| 10Y Return (Ann) | 3.15% | 3.07% |
| Sharpe Ratio | 2.05 | 0.95 |
| Sortino Ratio | 3.00 | 1.46 |
| Omega Ratio | 1.38 | 1.17 |
| Calmar Ratio | 0.75 | 0.31 |
| Martin Ratio | 13.11 | 3.37 |
| Ulcer Index | 1.35% | 3.94% |
| Daily Std Dev | 8.62% | 14.03% |
| Max Drawdown | -57.26% | -81.37% |
| Current Drawdown | -9.40% | -34.55% |
Correlation
The correlation between QVGIX and OSMAX is 0.63, 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.
Performance
QVGIX vs. OSMAX - Performance Comparison
In the year-to-date period, QVGIX achieves a 8.16% return, which is significantly higher than OSMAX's -0.91% return. Both investments have delivered pretty close results over the past 10 years, with QVGIX having a 3.15% annualized return and OSMAX not far behind at 3.07%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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QVGIX vs. OSMAX - Expense Ratio Comparison
QVGIX has a 1.15% expense ratio, which is lower than OSMAX's 1.33% expense ratio.
Risk-Adjusted Performance
QVGIX vs. OSMAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Global Allocation Fund (QVGIX) and Invesco International Small-Mid Company Fund (OSMAX). 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.
Dividends
QVGIX vs. OSMAX - Dividend Comparison
QVGIX's dividend yield for the trailing twelve months is around 2.10%, more than OSMAX's 0.85% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QVGIX Invesco Global Allocation Fund | 2.10% | 2.27% | 5.80% | 2.25% | 0.00% | 0.00% | 2.37% | 0.13% | 3.34% | 1.78% | 1.14% | 2.00% |
OSMAX Invesco International Small-Mid Company Fund | 0.85% | 0.85% | 0.00% | 0.04% | 0.00% | 0.37% | 0.53% | 0.75% | 0.15% | 0.07% | 0.48% | 0.70% |
Drawdowns
QVGIX vs. OSMAX - Drawdown Comparison
The maximum QVGIX drawdown since its inception was -57.26%, smaller than the maximum OSMAX drawdown of -81.37%. Use the drawdown chart below to compare losses from any high point for QVGIX and OSMAX. For additional features, visit the drawdowns tool.
Volatility
QVGIX vs. OSMAX - Volatility Comparison
The current volatility for Invesco Global Allocation Fund (QVGIX) is 2.16%, while Invesco International Small-Mid Company Fund (OSMAX) has a volatility of 3.39%. This indicates that QVGIX experiences smaller price fluctuations and is considered to be less risky than OSMAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.