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VVOIX vs. FASPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VVOIX vs. FASPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Value Opportunities Fund Class Y (VVOIX) and Fidelity Advisor Value Strategies Fund Class M (FASPX). The values are adjusted to include any dividend payments, if applicable.

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VVOIX vs. FASPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VVOIX
Invesco Value Opportunities Fund Class Y
3.31%20.54%30.36%15.40%1.68%35.87%5.73%30.20%-19.74%17.36%
FASPX
Fidelity Advisor Value Strategies Fund Class M
3.31%7.76%-2.60%19.93%-7.82%32.65%7.70%33.85%-17.27%17.34%

Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with VVOIX at 3.31% and FASPX at 3.31%. Over the past 10 years, VVOIX has outperformed FASPX with an annualized return of 14.60%, while FASPX has yielded a comparatively lower 9.33% annualized return.


VVOIX

1D
-1.81%
1M
-8.35%
YTD
3.31%
6M
9.61%
1Y
31.08%
3Y*
24.96%
5Y*
16.69%
10Y*
14.60%

FASPX

1D
-0.87%
1M
-8.96%
YTD
3.31%
6M
7.90%
1Y
20.97%
3Y*
8.75%
5Y*
6.38%
10Y*
9.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VVOIX vs. FASPX - Expense Ratio Comparison

VVOIX has a 0.77% expense ratio, which is lower than FASPX's 1.37% expense ratio.


Return for Risk

VVOIX vs. FASPX — Risk / Return Rank

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

VVOIX
VVOIX Risk / Return Rank: 7575
Overall Rank
VVOIX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
VVOIX Sortino Ratio Rank: 7474
Sortino Ratio Rank
VVOIX Omega Ratio Rank: 7474
Omega Ratio Rank
VVOIX Calmar Ratio Rank: 7474
Calmar Ratio Rank
VVOIX Martin Ratio Rank: 7777
Martin Ratio Rank

FASPX
FASPX Risk / Return Rank: 5050
Overall Rank
FASPX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
FASPX Sortino Ratio Rank: 5454
Sortino Ratio Rank
FASPX Omega Ratio Rank: 4646
Omega Ratio Rank
FASPX Calmar Ratio Rank: 5252
Calmar Ratio Rank
FASPX Martin Ratio Rank: 5252
Martin Ratio Rank
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.

VVOIX vs. FASPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Value Opportunities Fund Class Y (VVOIX) and Fidelity Advisor Value Strategies Fund Class M (FASPX). 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.


VVOIXFASPXDifference

Sharpe ratio

Return per unit of total volatility

1.37

0.94

+0.42

Sortino ratio

Return per unit of downside risk

1.88

1.46

+0.42

Omega ratio

Gain probability vs. loss probability

1.28

1.19

+0.09

Calmar ratio

Return relative to maximum drawdown

1.74

1.25

+0.49

Martin ratio

Return relative to average drawdown

7.46

5.06

+2.40

VVOIX vs. FASPX - Sharpe Ratio Comparison

The current VVOIX Sharpe Ratio is 1.37, which is higher than the FASPX Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of VVOIX and FASPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VVOIXFASPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.37

0.94

+0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

0.31

+0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.43

+0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.40

-0.02

Correlation

The correlation between VVOIX and FASPX is 0.90, 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

VVOIX vs. FASPX - Dividend Comparison

VVOIX's dividend yield for the trailing twelve months is around 10.25%, more than FASPX's 9.02% yield.


TTM20252024202320222021202020192018201720162015
VVOIX
Invesco Value Opportunities Fund Class Y
10.25%10.59%7.94%2.26%10.02%9.16%0.49%1.94%15.42%5.12%1.10%16.04%
FASPX
Fidelity Advisor Value Strategies Fund Class M
9.02%9.32%0.00%2.40%1.93%7.80%0.55%4.98%15.67%7.26%21.61%0.80%

Drawdowns

VVOIX vs. FASPX - Drawdown Comparison

The maximum VVOIX drawdown since its inception was -61.77%, smaller than the maximum FASPX drawdown of -70.11%. Use the drawdown chart below to compare losses from any high point for VVOIX and FASPX.


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Drawdown Indicators


VVOIXFASPXDifference

Max Drawdown

Largest peak-to-trough decline

-61.77%

-70.11%

+8.34%

Max Drawdown (1Y)

Largest decline over 1 year

-15.06%

-15.26%

+0.20%

Max Drawdown (5Y)

Largest decline over 5 years

-24.01%

-34.53%

+10.52%

Max Drawdown (10Y)

Largest decline over 10 years

-51.52%

-48.02%

-3.50%

Current Drawdown

Current decline from peak

-9.17%

-9.84%

+0.67%

Average Drawdown

Average peak-to-trough decline

-11.99%

-9.87%

-2.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.54%

3.76%

-0.22%

Volatility

VVOIX vs. FASPX - Volatility Comparison

Invesco Value Opportunities Fund Class Y (VVOIX) has a higher volatility of 6.64% compared to Fidelity Advisor Value Strategies Fund Class M (FASPX) at 5.25%. This indicates that VVOIX's price experiences larger fluctuations and is considered to be riskier than FASPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VVOIXFASPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.64%

5.25%

+1.39%

Volatility (6M)

Calculated over the trailing 6-month period

14.10%

12.52%

+1.58%

Volatility (1Y)

Calculated over the trailing 1-year period

22.83%

22.49%

+0.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.03%

20.62%

+0.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.17%

21.96%

+2.21%