UEIIX vs. OPGSX
UEIIX (Invesco V.I. Equity and Income Fund) and OPGSX (Invesco Gold & Special Minerals Fund) are both mutual funds - UEIIX is a Diversified Portfolio fund managed by Invesco, while OPGSX is a Gold fund managed by Invesco. Over the past 10 years, UEIIX returned 9.59%/yr vs 12.55%/yr for OPGSX. At a 0.33 correlation, their price movements are largely independent. UEIIX charges 0.81%/yr vs 1.05%/yr for OPGSX.
Performance
UEIIX vs. OPGSX - Performance Comparison
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Returns By Period
In the year-to-date period, UEIIX achieves a 6.57% return, which is significantly higher than OPGSX's -10.13% return. Over the past 10 years, UEIIX has underperformed OPGSX with an annualized return of 9.59%, while OPGSX has yielded a comparatively higher 12.55% annualized return.
UEIIX
- 1D
- 0.47%
- 1M
- 0.42%
- YTD
- 6.57%
- 6M
- 5.75%
- 1Y
- 14.96%
- 3Y*
- 13.27%
- 5Y*
- 7.32%
- 10Y*
- 9.59%
OPGSX
- 1D
- 0.97%
- 1M
- -11.31%
- YTD
- -10.13%
- 6M
- -13.57%
- 1Y
- 41.75%
- 3Y*
- 33.61%
- 5Y*
- 15.20%
- 10Y*
- 12.55%
UEIIX vs. OPGSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
UEIIX Invesco V.I. Equity and Income Fund | 6.57% | 12.55% | 11.92% | 10.23% | -7.72% | 18.37% | 9.74% | 19.96% | -9.69% | 10.78% |
OPGSX Invesco Gold & Special Minerals Fund | -10.13% | 131.03% | 13.05% | 6.35% | -16.86% | -2.75% | 36.15% | 46.37% | -13.15% | 17.17% |
Correlation
The correlation between UEIIX and OPGSX is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.41 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since May 2, 2003 | 0.33 |
The correlation between UEIIX and OPGSX shifts across timeframes, from 0.28 (10 years) to 0.41 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
UEIIX vs. OPGSX — Risk / Return Rank
UEIIX
OPGSX
UEIIX vs. OPGSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco V.I. Equity and Income Fund (UEIIX) and Invesco Gold & Special Minerals Fund (OPGSX). 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.
| UEIIX | OPGSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.86 | ||
| Sortino ratioReturn per unit of downside risk | +1.22 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.21 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 2.83 | 1.43 | +1.40 |
| Martin ratioReturn relative to average drawdown | 11.72 | 3.67 | +8.06 |
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Drawdowns
UEIIX vs. OPGSX - Drawdown Comparison
The maximum UEIIX drawdown since its inception was -38.95%, smaller than the maximum OPGSX drawdown of -80.04%. Use the drawdown chart below to compare losses from any high point for UEIIX and OPGSX.
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Drawdown Indicators
| UEIIX | OPGSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.95% | -80.04% | +41.09% |
Max Drawdown (1Y)Largest decline over 1 year | -5.60% | -34.52% | +28.92% |
Max Drawdown (3Y)Largest decline over 3 years | -12.29% | -34.52% | +22.23% |
Max Drawdown (5Y)Largest decline over 5 years | -16.90% | -47.09% | +30.19% |
Max Drawdown (10Y)Largest decline over 10 years | -29.61% | -47.09% | +17.48% |
Current DrawdownCurrent decline from peak | -0.82% | -32.58% | +31.76% |
Average DrawdownAverage peak-to-trough decline | -4.54% | -29.29% | +24.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.35% | 12.92% | -11.57% |
Volatility
UEIIX vs. OPGSX - Volatility Comparison
The current volatility for Invesco V.I. Equity and Income Fund (UEIIX) is 2.78%, while Invesco Gold & Special Minerals Fund (OPGSX) has a volatility of 15.77%. This indicates that UEIIX experiences smaller price fluctuations and is considered to be less risky than OPGSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| UEIIX | OPGSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.78% | 15.77% | -12.99% |
Volatility (6M)Calculated over the trailing 6-month period | 6.40% | 37.23% | -30.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.18% | 45.50% | -37.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.09% | 34.07% | -22.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.66% | 33.12% | -20.46% |
UEIIX vs. OPGSX - Expense Ratio Comparison
UEIIX has a 0.81% expense ratio, which is lower than OPGSX's 1.05% expense ratio.
Dividends
UEIIX vs. OPGSX - Dividend Comparison
UEIIX's dividend yield for the trailing twelve months is around 6.96%, more than OPGSX's 0.48% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OPGSX Invesco Gold & Special Minerals Fund | 0.48% | 0.43% | 0.86% | 0.81% | 0.45% | 3.56% | 1.55% | 0.29% | 0.00% | 2.78% | 7.21% | 0.00% |
UEIIX Invesco V.I. Equity and Income Fund | 6.96% | 7.42% | 5.66% | 7.20% | 18.01% | 2.61% | 6.42% | 9.95% | 7.58% | 3.22% | 4.64% | 13.33% |
Frequently Asked Questions
UEIIX and OPGSX have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
OPGSX has higher volatility (15.77%) compared to UEIIX (2.78%). In terms of maximum drawdown, UEIIX dropped -38.95% vs OPGSX's -80.04%.
UEIIX currently has the higher Sharpe Ratio (1.94 vs 1.08), 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.
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