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.
Performance
QVGIX vs. OSMAX - Performance Comparison
Loading graphics...
QVGIX vs. OSMAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
QVGIX Invesco Global Allocation Fund | -1.71% | 13.68% | 5.63% | 15.63% | -17.60% | 10.45% | 14.42% | 16.35% | -9.74% | 14.83% |
OSMAX Invesco International Small-Mid Company Fund | -6.85% | 16.81% | -6.57% | 12.33% | -31.19% | 13.64% | 24.76% | 19.33% | -9.47% | 37.92% |
Returns By Period
In the year-to-date period, QVGIX achieves a -1.71% return, which is significantly higher than OSMAX's -6.85% return. Over the past 10 years, QVGIX has outperformed OSMAX with an annualized return of 5.94%, while OSMAX has yielded a comparatively lower 5.44% annualized return.
QVGIX
- 1D
- -0.30%
- 1M
- -6.64%
- YTD
- -1.71%
- 6M
- 0.74%
- 1Y
- 9.96%
- 3Y*
- 8.26%
- 5Y*
- 3.77%
- 10Y*
- 5.94%
OSMAX
- 1D
- 0.06%
- 1M
- -10.14%
- YTD
- -6.85%
- 6M
- -6.85%
- 1Y
- 6.02%
- 3Y*
- 2.00%
- 5Y*
- -1.61%
- 10Y*
- 5.44%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
QVGIX vs. OSMAX - Expense Ratio Comparison
QVGIX has a 1.15% expense ratio, which is lower than OSMAX's 1.33% expense ratio.
Return for Risk
QVGIX vs. OSMAX — Risk / Return Rank
QVGIX
OSMAX
QVGIX vs. OSMAX - Risk-Adjusted Trends 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.
| QVGIX | OSMAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.12 | 0.33 | +0.78 |
Sortino ratioReturn per unit of downside risk | 1.67 | 0.57 | +1.09 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.07 | +0.15 |
Calmar ratioReturn relative to maximum drawdown | 1.14 | 0.08 | +1.06 |
Martin ratioReturn relative to average drawdown | 4.62 | 0.27 | +4.35 |
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
| QVGIX | OSMAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.12 | 0.33 | +0.78 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | -0.09 | +0.45 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.32 | +0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.51 | +0.11 |
Correlation
The correlation between QVGIX and OSMAX is 0.80, 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
QVGIX vs. OSMAX - Dividend Comparison
QVGIX's dividend yield for the trailing twelve months is around 6.91%, less than OSMAX's 21.61% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QVGIX Invesco Global Allocation Fund | 6.91% | 6.79% | 0.93% | 2.27% | 6.10% | 14.15% | 0.00% | 0.00% | 9.56% | 0.13% | 3.34% | 1.77% |
OSMAX Invesco International Small-Mid Company Fund | 21.61% | 20.13% | 10.49% | 2.36% | 0.28% | 10.00% | 8.13% | 0.37% | 10.95% | 2.95% | 0.15% | 0.07% |
Drawdowns
QVGIX vs. OSMAX - Drawdown Comparison
The maximum QVGIX drawdown since its inception was -22.91%, smaller than the maximum OSMAX drawdown of -78.32%. Use the drawdown chart below to compare losses from any high point for QVGIX and OSMAX.
Loading graphics...
Drawdown Indicators
| QVGIX | OSMAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.91% | -78.32% | +55.41% |
Max Drawdown (1Y)Largest decline over 1 year | -6.94% | -12.10% | +5.16% |
Max Drawdown (5Y)Largest decline over 5 years | -22.91% | -44.11% | +21.20% |
Max Drawdown (10Y)Largest decline over 10 years | -22.91% | -44.11% | +21.20% |
Current DrawdownCurrent decline from peak | -6.94% | -24.58% | +17.64% |
Average DrawdownAverage peak-to-trough decline | -4.30% | -19.07% | +14.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.80% | 3.54% | -1.74% |
Volatility
QVGIX vs. OSMAX - Volatility Comparison
The current volatility for Invesco Global Allocation Fund (QVGIX) is 3.67%, while Invesco International Small-Mid Company Fund (OSMAX) has a volatility of 5.64%. 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.
Loading graphics...
Volatility by Period
| QVGIX | OSMAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.67% | 5.64% | -1.97% |
Volatility (6M)Calculated over the trailing 6-month period | 6.76% | 9.99% | -3.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.37% | 15.37% | -5.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.75% | 17.89% | -7.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.88% | 17.06% | -6.18% |