VUSSX vs. VVOAX

Last updated Apr 2, 2026

Compare and contrast key facts about Invesco Quality Income Fund Class R6 (VUSSX) and Invesco Value Opportunities Fund (VVOAX).

VUSSX is an actively managed fund by Invesco. It was launched on Apr 4, 2017. VVOAX is managed by Invesco. It was launched on Jun 25, 2001.

Performance

VUSSX vs. VVOAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Quality Income Fund Class R6 (VUSSX) and Invesco Value Opportunities Fund (VVOAX). The values are adjusted to include any dividend payments, if applicable.

VUSSX vs. VVOAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VUSSX Invesco Quality Income Fund Class R6	0.13%	8.61%	1.38%	4.81%	-12.14%	-1.37%	5.79%	6.37%	0.26%	1.61%
VVOAX Invesco Value Opportunities Fund	5.98%	20.24%	30.01%	15.20%	1.33%	35.60%	5.49%	29.84%	-19.92%	13.19%

Returns By Period

In the year-to-date period, VUSSX achieves a 0.13% return, which is significantly lower than VVOAX's 5.98% return.

VUSSX

• 1D: 0.30%
• 1M: -1.49%
• YTD: 0.13%
• 6M: 1.40%
• 1Y: 5.09%
• 3Y*: 3.97%
• 5Y*: 0.18%
• 10Y*: —

VVOAX

• 1D: 2.69%
• 1M: -6.69%
• YTD: 5.98%
• 6M: 11.47%
• 1Y: 34.05%
• 3Y*: 25.74%
• 5Y*: 16.70%
• 10Y*: 14.64%

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

VUSSX vs. VVOAX - Expense Ratio Comparison

VUSSX has a 0.53% expense ratio, which is lower than VVOAX's 1.22% expense ratio.

VVOAX

Invesco Value Opportunities Fund

VUSSX

Invesco Quality Income Fund Class R6

Return for Risk

VUSSX vs. VVOAX — Risk / Return Rank

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

VUSSX

VUSSX Risk / Return Rank: 54
VUSSX Sharpe Ratio Rank: 51
VUSSX Sortino Ratio Rank: 50
VUSSX Omega Ratio Rank: 37
VUSSX Calmar Ratio Rank: 81
VUSSX Martin Ratio Rank: 51

VVOAX

VVOAX Risk / Return Rank: 81
VVOAX Sharpe Ratio Rank: 80
VVOAX Sortino Ratio Rank: 78
VVOAX Omega Ratio Rank: 78
VVOAX Calmar Ratio Rank: 83
VVOAX Martin Ratio Rank: 84

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.

VUSSX vs. VVOAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Quality Income Fund Class R6 (VUSSX) and Invesco Value Opportunities Fund (VVOAX). 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.

	VUSSX	VVOAX	Difference
Sharpe ratio Return per unit of total volatility	1.11	1.51	-0.39
Sortino ratio Return per unit of downside risk	1.59	2.04	-0.45
Omega ratio Gain probability vs. loss probability	1.20	1.31	-0.11
Calmar ratio Return relative to maximum drawdown	2.24	2.09	+0.15
Martin ratio Return relative to average drawdown	6.13	8.91	-2.78
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VUSSX vs. VVOAX - Sharpe Ratio Comparison

The current VUSSX Sharpe Ratio is 1.11, which is comparable to the VVOAX Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of VUSSX and VVOAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	VUSSX	VVOAX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.11	1.51	-0.39
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.03	0.80	-0.77
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.61	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.30	0.38	-0.08

Correlation

The correlation between VUSSX and VVOAX is -0.02. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Dividends

VUSSX vs. VVOAX - Dividend Comparison

VUSSX's dividend yield for the trailing twelve months is around 3.43%, less than VVOAX's 9.84% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VUSSX Invesco Quality Income Fund Class R6	3.43%	3.69%	4.30%	3.20%	3.37%	3.49%	4.00%	4.09%	4.27%	2.78%	0.00%	0.00%
VVOAX Invesco Value Opportunities Fund	9.84%	10.43%	7.79%	2.27%	9.79%	8.82%	0.25%	1.95%	15.44%	5.11%	1.10%	15.87%

Drawdowns

VUSSX vs. VVOAX - Drawdown Comparison

The maximum VUSSX drawdown since its inception was -18.43%, smaller than the maximum VVOAX drawdown of -62.08%. Use the drawdown chart below to compare losses from any high point for VUSSX and VVOAX.

Drawdown Indicators

	VUSSX	VVOAX	Difference
Max Drawdown Largest peak-to-trough decline	-18.43%	-62.08%	+43.65%
Max Drawdown (1Y) Largest decline over 1 year	-2.95%	-15.08%	+12.13%
Max Drawdown (5Y) Largest decline over 5 years	-17.85%	-24.05%	+6.20%
Max Drawdown (10Y) Largest decline over 10 years	—	-51.80%	—
Current Drawdown Current decline from peak	-1.97%	-6.76%	+4.79%
Average Drawdown Average peak-to-trough decline	-4.60%	-11.80%	+7.20%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.08%	3.54%	-2.46%

Volatility

VUSSX vs. VVOAX - Volatility Comparison

The current volatility for Invesco Quality Income Fund Class R6 (VUSSX) is 1.82%, while Invesco Value Opportunities Fund (VVOAX) has a volatility of 7.27%. This indicates that VUSSX experiences smaller price fluctuations and is considered to be less risky than VVOAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VUSSX	VVOAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.82%	7.27%	-5.45%
Volatility (6M) Calculated over the trailing 6-month period	2.79%	14.27%	-11.48%
Volatility (1Y) Calculated over the trailing 1-year period	4.92%	22.91%	-17.99%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	6.42%	21.06%	-14.64%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	5.17%	24.20%	-19.03%