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CPBYX vs. MSIGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CPBYX vs. MSIGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Core Plus Bond Fund (CPBYX) and Invesco Main Street Fund (MSIGX). The values are adjusted to include any dividend payments, if applicable.

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CPBYX vs. MSIGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CPBYX
Invesco Core Plus Bond Fund
-0.86%7.38%3.52%5.51%-14.41%-0.34%9.85%12.26%-2.43%5.38%
MSIGX
Invesco Main Street Fund
-9.61%16.02%23.66%23.06%-20.21%27.37%14.41%22.49%-8.25%16.79%

Returns By Period

In the year-to-date period, CPBYX achieves a -0.86% return, which is significantly higher than MSIGX's -9.61% return. Over the past 10 years, CPBYX has underperformed MSIGX with an annualized return of 2.57%, while MSIGX has yielded a comparatively higher 10.31% annualized return.


CPBYX

1D
0.44%
1M
-2.65%
YTD
-0.86%
6M
0.19%
1Y
4.15%
3Y*
4.42%
5Y*
0.28%
10Y*
2.57%

MSIGX

1D
-0.32%
1M
-9.12%
YTD
-9.61%
6M
-8.53%
1Y
9.67%
3Y*
14.18%
5Y*
8.48%
10Y*
10.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CPBYX vs. MSIGX - Expense Ratio Comparison

CPBYX has a 0.50% expense ratio, which is lower than MSIGX's 0.82% expense ratio.


Return for Risk

CPBYX vs. MSIGX — Risk / Return Rank

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

CPBYX
CPBYX Risk / Return Rank: 6060
Overall Rank
CPBYX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
CPBYX Sortino Ratio Rank: 6464
Sortino Ratio Rank
CPBYX Omega Ratio Rank: 5151
Omega Ratio Rank
CPBYX Calmar Ratio Rank: 7171
Calmar Ratio Rank
CPBYX Martin Ratio Rank: 5252
Martin Ratio Rank

MSIGX
MSIGX Risk / Return Rank: 2020
Overall Rank
MSIGX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
MSIGX Sortino Ratio Rank: 3030
Sortino Ratio Rank
MSIGX Omega Ratio Rank: 2929
Omega Ratio Rank
MSIGX Calmar Ratio Rank: 77
Calmar Ratio Rank
MSIGX Martin Ratio Rank: 77
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.

CPBYX vs. MSIGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Core Plus Bond Fund (CPBYX) 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.


CPBYXMSIGXDifference

Sharpe ratio

Return per unit of total volatility

1.14

0.62

+0.52

Sortino ratio

Return per unit of downside risk

1.62

1.04

+0.58

Omega ratio

Gain probability vs. loss probability

1.21

1.15

+0.06

Calmar ratio

Return relative to maximum drawdown

1.64

0.01

+1.63

Martin ratio

Return relative to average drawdown

5.13

0.05

+5.08

CPBYX vs. MSIGX - Sharpe Ratio Comparison

The current CPBYX Sharpe Ratio is 1.14, which is higher than the MSIGX Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of CPBYX and MSIGX, 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


CPBYXMSIGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.14

0.62

+0.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

0.52

-0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.59

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

0.62

+0.21

Correlation

The correlation between CPBYX and MSIGX is -0.07. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

CPBYX vs. MSIGX - Dividend Comparison

CPBYX's dividend yield for the trailing twelve months is around 4.32%, less than MSIGX's 8.29% yield.


TTM20252024202320222021202020192018201720162015
CPBYX
Invesco Core Plus Bond Fund
4.32%4.68%4.90%3.87%3.76%3.16%5.94%4.13%3.74%3.10%3.20%3.81%
MSIGX
Invesco Main Street Fund
8.29%7.50%6.06%7.40%4.68%19.19%3.17%0.89%19.62%7.50%2.96%13.79%

Drawdowns

CPBYX vs. MSIGX - Drawdown Comparison

The maximum CPBYX drawdown since its inception was -20.73%, smaller than the maximum MSIGX drawdown of -57.22%. Use the drawdown chart below to compare losses from any high point for CPBYX and MSIGX.


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Drawdown Indicators


CPBYXMSIGXDifference

Max Drawdown

Largest peak-to-trough decline

-20.73%

-57.22%

+36.49%

Max Drawdown (1Y)

Largest decline over 1 year

-3.07%

-11.78%

+8.71%

Max Drawdown (5Y)

Largest decline over 5 years

-20.73%

-26.73%

+6.00%

Max Drawdown (10Y)

Largest decline over 10 years

-20.73%

-35.41%

+14.68%

Current Drawdown

Current decline from peak

-2.65%

-10.96%

+8.31%

Average Drawdown

Average peak-to-trough decline

-3.26%

-9.03%

+5.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.98%

4.31%

-3.33%

Volatility

CPBYX vs. MSIGX - Volatility Comparison

The current volatility for Invesco Core Plus Bond Fund (CPBYX) is 1.41%, while Invesco Main Street Fund (MSIGX) has a volatility of 4.09%. This indicates that CPBYX experiences smaller price fluctuations and is considered to be less risky than MSIGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CPBYXMSIGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.41%

4.09%

-2.68%

Volatility (6M)

Calculated over the trailing 6-month period

2.36%

9.04%

-6.68%

Volatility (1Y)

Calculated over the trailing 1-year period

4.15%

18.35%

-14.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.45%

16.87%

-11.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.66%

17.85%

-13.19%