VVOAX vs. OPPAX

In the year-to-date period, VVOAX achieves a 36.91% return, which is significantly higher than OPPAX's 13.44% return. Over the past 10 years, VVOAX has outperformed OPPAX with an annualized return of 5.44%, while OPPAX has yielded a comparatively lower 2.52% annualized return.

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VVOAX has a 1.22% expense ratio, which is higher than OPPAX's 1.04% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Invesco Value Opportunities Fund (VVOAX) and Invesco Global Fund (OPPAX). 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.

The current VVOAX Sharpe Ratio is 2.64, which is higher than the OPPAX Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of VVOAX and OPPAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

VVOAX's dividend yield for the trailing twelve months is around 0.15%, while OPPAX has not paid dividends to shareholders.

The maximum VVOAX drawdown since its inception was -65.29%, roughly equal to the maximum OPPAX drawdown of -63.60%. Use the drawdown chart below to compare losses from any high point for VVOAX and OPPAX. For additional features, visit the drawdowns tool.

Invesco Value Opportunities Fund (VVOAX) has a higher volatility of 6.52% compared to Invesco Global Fund (OPPAX) at 4.42%. This indicates that VVOAX's price experiences larger fluctuations and is considered to be riskier than OPPAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.