CHTRX vs. MSIGX
CHTRX (Invesco Charter Fund) and MSIGX (Invesco Main Street Fund) are both Large Cap Blend Equities funds from Invesco. Over the past 10 years, CHTRX returned 11.28%/yr vs 11.84%/yr for MSIGX. Their correlation of 0.92 means they have usually moved in the same direction. CHTRX charges 1.03%/yr vs 0.82%/yr for MSIGX.
Performance
CHTRX vs. MSIGX - Performance Comparison
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Returns By Period
In the year-to-date period, CHTRX achieves a 9.32% return, which is significantly lower than MSIGX's 10.04% return. Both investments have delivered pretty close results over the past 10 years, with CHTRX having a 11.28% annualized return and MSIGX not far ahead at 11.84%.
CHTRX
- 1D
- 1.26%
- 1M
- 3.41%
- 6M
- 9.53%
- YTD
- 9.32%
- 1Y
- 17.55%
- 3Y*
- 18.61%
- 5Y*
- 10.65%
- 10Y*
- 11.28%
- ALL TIME*
- 7.75%
MSIGX
- 1D
- 1.44%
- 1M
- 2.99%
- 6M
- 10.98%
- YTD
- 10.04%
- 1Y
- 17.60%
- 3Y*
- 18.54%
- 5Y*
- 10.66%
- 10Y*
- 11.84%
- ALL TIME*
- 11.27%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
CHTRX Invesco Charter Fund | $0.00 | $0.00 | $0.00 |
| $0.00 | $0.00 | $0.00 |
CHTRX vs. MSIGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CHTRX Invesco Charter Fund | 9.32% | 16.02% | 25.31% | 23.03% | -20.75% | 27.21% | 13.53% | 27.95% | -9.82% | 13.24% |
MSIGX Invesco Main Street Fund | 10.04% | 16.02% | 23.66% | 23.06% | -20.21% | 27.37% | 14.41% | 22.49% | -8.25% | 16.79% |
Correlation
The correlation between CHTRX and MSIGX is 0.91, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.91 |
Correlation (3Y) Balances recent behavior with more history. | 0.96 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.97 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.97 |
Correlation (All Time) Calculated using the full available price history since Feb 3, 1988 | 0.92 |
The correlation between CHTRX and MSIGX has been stable across timeframes, ranging from 0.91 to 0.97 - a consistent structural relationship.
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Return for Risk
CHTRX vs. MSIGX — Risk / Return Rank
CHTRX
MSIGX
CHTRX vs. MSIGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Charter Fund (CHTRX) and Invesco Main Street Fund (MSIGX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CHTRX | MSIGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.15 | ||
| Sortino ratioReturn per unit of downside risk | -0.26 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.26 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.57 | 1.74 | -0.17 |
| Martin ratioReturn relative to average drawdown | 6.42 | 6.90 | -0.48 |
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Drawdowns
CHTRX vs. MSIGX - Drawdown Comparison
The maximum CHTRX drawdown since its inception was -56.30%, roughly equal to the maximum MSIGX drawdown of -57.22%. Use the drawdown chart below to compare losses from any high point for CHTRX and MSIGX.
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Drawdown Indicators
| CHTRX | MSIGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.30% | -57.22% | +0.92% |
Max Drawdown (1Y)Largest decline over 1 year | -10.77% | -10.96% | +0.19% |
Max Drawdown (3Y)Largest decline over 3 years | -18.50% | -19.91% | +1.41% |
Max Drawdown (5Y)Largest decline over 5 years | -26.77% | -26.73% | -0.04% |
Max Drawdown (10Y)Largest decline over 10 years | -41.18% | -35.41% | -5.77% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -13.24% | -8.96% | -4.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.62% | 2.63% | -0.01% |
Volatility
CHTRX vs. MSIGX - Volatility Comparison
Invesco Charter Fund (CHTRX) and Invesco Main Street Fund (MSIGX) have volatilities of 4.15% and 3.99%, 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.
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Volatility by Period
| CHTRX | MSIGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.15% | 3.99% | +0.16% |
Volatility (6M)Calculated over the trailing 6-month period | 10.57% | 10.25% | +0.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.15% | 13.30% | -0.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.92% | 17.05% | -0.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.18% | 17.93% | +1.25% |
CHTRX vs. MSIGX - Expense Ratio Comparison
CHTRX has a 1.03% expense ratio, which is higher than MSIGX's 0.82% expense ratio.
Dividends
CHTRX vs. MSIGX - Dividend Comparison
CHTRX's dividend yield for the trailing twelve months is around 6.61%, less than MSIGX's 6.81% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CHTRX Invesco Charter Fund | 6.61% | 7.22% | 7.91% | 6.24% | 4.25% | 16.30% | 2.35% | 17.60% | 11.71% | 6.92% | 10.39% | 14.54% |
MSIGX Invesco Main Street Fund | 6.81% | 7.50% | 6.06% | 7.40% | 4.68% | 19.19% | 3.17% | 0.89% | 19.62% | 7.50% | 2.96% | 13.79% |
Frequently Asked Questions
With a correlation of 0.91, CHTRX and MSIGX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
CHTRX has higher volatility (4.15%) compared to MSIGX (3.99%). In terms of maximum drawdown, CHTRX dropped -56.30% vs MSIGX's -57.22%.
MSIGX currently has the higher Sharpe Ratio (1.45 vs 1.29), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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