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VVOAX vs. VFIAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VVOAX and VFIAX is 0.86, 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.


Performance

VVOAX vs. VFIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Value Opportunities Fund (VVOAX) and Vanguard 500 Index Fund Admiral Shares (VFIAX). The values are adjusted to include any dividend payments, if applicable.

300.00%400.00%500.00%600.00%700.00%800.00%900.00%December2025FebruaryMarchAprilMay
318.71%
778.24%
VVOAX
VFIAX

Key characteristics

Sharpe Ratio

VVOAX:

0.39

VFIAX:

0.55

Sortino Ratio

VVOAX:

0.65

VFIAX:

0.90

Omega Ratio

VVOAX:

1.09

VFIAX:

1.13

Calmar Ratio

VVOAX:

0.38

VFIAX:

0.57

Martin Ratio

VVOAX:

1.26

VFIAX:

2.23

Ulcer Index

VVOAX:

7.19%

VFIAX:

4.82%

Daily Std Dev

VVOAX:

24.94%

VFIAX:

19.36%

Max Drawdown

VVOAX:

-65.29%

VFIAX:

-55.20%

Current Drawdown

VVOAX:

-11.77%

VFIAX:

-7.58%

Returns By Period

In the year-to-date period, VVOAX achieves a -4.57% return, which is significantly lower than VFIAX's -3.31% return. Over the past 10 years, VVOAX has underperformed VFIAX with an annualized return of 8.53%, while VFIAX has yielded a comparatively higher 12.37% annualized return.


VVOAX

YTD

-4.57%

1M

16.17%

6M

-7.59%

1Y

9.54%

5Y*

23.00%

10Y*

8.53%

VFIAX

YTD

-3.31%

1M

13.75%

6M

-4.56%

1Y

10.62%

5Y*

15.85%

10Y*

12.37%

*Annualized

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VVOAX vs. VFIAX - Expense Ratio Comparison

VVOAX has a 1.22% expense ratio, which is higher than VFIAX's 0.04% expense ratio.


Risk-Adjusted Performance

VVOAX vs. VFIAX — Risk-Adjusted Performance Rank

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

VVOAX
The Risk-Adjusted Performance Rank of VVOAX is 4646
Overall Rank
The Sharpe Ratio Rank of VVOAX is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of VVOAX is 4545
Sortino Ratio Rank
The Omega Ratio Rank of VVOAX is 4545
Omega Ratio Rank
The Calmar Ratio Rank of VVOAX is 5252
Calmar Ratio Rank
The Martin Ratio Rank of VVOAX is 4545
Martin Ratio Rank

VFIAX
The Risk-Adjusted Performance Rank of VFIAX is 6161
Overall Rank
The Sharpe Ratio Rank of VFIAX is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of VFIAX is 5959
Sortino Ratio Rank
The Omega Ratio Rank of VFIAX is 6161
Omega Ratio Rank
The Calmar Ratio Rank of VFIAX is 6868
Calmar Ratio Rank
The Martin Ratio Rank of VFIAX is 6161
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VVOAX vs. VFIAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Value Opportunities Fund (VVOAX) and Vanguard 500 Index Fund Admiral Shares (VFIAX). 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 0.39, which is lower than the VFIAX Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of VVOAX and VFIAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.39
0.55
VVOAX
VFIAX

Dividends

VVOAX vs. VFIAX - Dividend Comparison

VVOAX's dividend yield for the trailing twelve months is around 0.44%, less than VFIAX's 1.33% yield.


TTM20242023202220212020201920182017201620152014
VVOAX
Invesco Value Opportunities Fund
0.44%0.42%0.21%0.75%0.60%0.25%0.00%0.00%0.00%0.16%1.15%1.72%
VFIAX
Vanguard 500 Index Fund Admiral Shares
1.33%1.24%1.45%1.68%1.24%1.53%1.87%2.05%1.78%2.02%2.10%1.85%

Drawdowns

VVOAX vs. VFIAX - Drawdown Comparison

The maximum VVOAX drawdown since its inception was -65.29%, which is greater than VFIAX's maximum drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for VVOAX and VFIAX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-11.77%
-7.58%
VVOAX
VFIAX

Volatility

VVOAX vs. VFIAX - Volatility Comparison

Invesco Value Opportunities Fund (VVOAX) and Vanguard 500 Index Fund Admiral Shares (VFIAX) have volatilities of 11.09% and 11.21%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%December2025FebruaryMarchAprilMay
11.09%
11.21%
VVOAX
VFIAX