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VVOIX vs. MXMVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VVOIX vs. MXMVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Value Opportunities Fund Class Y (VVOIX) and Great-West Mid Cap Value Fund (MXMVX). The values are adjusted to include any dividend payments, if applicable.

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VVOIX vs. MXMVX - 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%
MXMVX
Great-West Mid Cap Value Fund
0.64%8.32%15.59%15.15%-27.98%34.87%-0.99%20.49%-13.76%16.62%

Returns By Period

In the year-to-date period, VVOIX achieves a 3.31% return, which is significantly higher than MXMVX's 0.64% return. Over the past 10 years, VVOIX has outperformed MXMVX with an annualized return of 14.60%, while MXMVX has yielded a comparatively lower 6.77% 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%

MXMVX

1D
-0.63%
1M
-7.27%
YTD
0.64%
6M
2.86%
1Y
12.36%
3Y*
12.07%
5Y*
4.26%
10Y*
6.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VVOIX vs. MXMVX - Expense Ratio Comparison

VVOIX has a 0.77% expense ratio, which is lower than MXMVX's 1.15% expense ratio.


Return for Risk

VVOIX vs. MXMVX — 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

MXMVX
MXMVX Risk / Return Rank: 2626
Overall Rank
MXMVX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
MXMVX Sortino Ratio Rank: 2525
Sortino Ratio Rank
MXMVX Omega Ratio Rank: 2525
Omega Ratio Rank
MXMVX Calmar Ratio Rank: 2626
Calmar Ratio Rank
MXMVX Martin Ratio Rank: 3232
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. MXMVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Value Opportunities Fund Class Y (VVOIX) and Great-West Mid Cap Value Fund (MXMVX). 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.


VVOIXMXMVXDifference

Sharpe ratio

Return per unit of total volatility

1.37

0.60

+0.77

Sortino ratio

Return per unit of downside risk

1.88

0.99

+0.89

Omega ratio

Gain probability vs. loss probability

1.28

1.14

+0.14

Calmar ratio

Return relative to maximum drawdown

1.74

0.76

+0.99

Martin ratio

Return relative to average drawdown

7.46

3.47

+4.00

VVOIX vs. MXMVX - Sharpe Ratio Comparison

The current VVOIX Sharpe Ratio is 1.37, which is higher than the MXMVX Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of VVOIX and MXMVX, 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


VVOIXMXMVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.37

0.60

+0.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

0.22

+0.58

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.33

+0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.19

+0.19

Correlation

The correlation between VVOIX and MXMVX is 0.87, 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. MXMVX - Dividend Comparison

VVOIX's dividend yield for the trailing twelve months is around 10.25%, more than MXMVX's 5.95% 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%
MXMVX
Great-West Mid Cap Value Fund
5.95%5.98%9.03%0.49%2.55%3.29%0.71%0.17%7.06%12.00%0.00%0.00%

Drawdowns

VVOIX vs. MXMVX - Drawdown Comparison

The maximum VVOIX drawdown since its inception was -61.77%, which is greater than MXMVX's maximum drawdown of -57.13%. Use the drawdown chart below to compare losses from any high point for VVOIX and MXMVX.


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Drawdown Indicators


VVOIXMXMVXDifference

Max Drawdown

Largest peak-to-trough decline

-61.77%

-57.13%

-4.64%

Max Drawdown (1Y)

Largest decline over 1 year

-15.06%

-14.03%

-1.03%

Max Drawdown (5Y)

Largest decline over 5 years

-24.01%

-34.69%

+10.68%

Max Drawdown (10Y)

Largest decline over 10 years

-51.52%

-45.46%

-6.06%

Current Drawdown

Current decline from peak

-9.17%

-7.45%

-1.72%

Average Drawdown

Average peak-to-trough decline

-11.99%

-12.62%

+0.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.54%

3.23%

+0.31%

Volatility

VVOIX vs. MXMVX - Volatility Comparison

Invesco Value Opportunities Fund Class Y (VVOIX) has a higher volatility of 6.64% compared to Great-West Mid Cap Value Fund (MXMVX) at 4.44%. This indicates that VVOIX's price experiences larger fluctuations and is considered to be riskier than MXMVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VVOIXMXMVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.64%

4.44%

+2.20%

Volatility (6M)

Calculated over the trailing 6-month period

14.10%

9.67%

+4.43%

Volatility (1Y)

Calculated over the trailing 1-year period

22.83%

20.68%

+2.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.03%

19.67%

+1.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.17%

20.55%

+3.62%