MSIGX vs. BRCYX
Compare and contrast key facts about Invesco Main Street Fund (MSIGX) and Invesco Balanced-Risk Commodity Strategy Fund (BRCYX).
MSIGX is managed by Invesco. It was launched on Feb 3, 1988. BRCYX is managed by Invesco. It was launched on Nov 29, 2010.
Performance
MSIGX vs. BRCYX - Performance Comparison
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MSIGX vs. BRCYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MSIGX Invesco Main Street Fund | -6.99% | 16.02% | 23.66% | 23.06% | -20.21% | 27.37% | 14.41% | 22.49% | -8.25% | 16.79% |
BRCYX Invesco Balanced-Risk Commodity Strategy Fund | 28.11% | 18.82% | 5.70% | -3.15% | 7.94% | 19.54% | 7.89% | 4.49% | -12.03% | 4.88% |
Returns By Period
In the year-to-date period, MSIGX achieves a -6.99% return, which is significantly lower than BRCYX's 28.11% return. Over the past 10 years, MSIGX has outperformed BRCYX with an annualized return of 10.63%, while BRCYX has yielded a comparatively lower 8.74% annualized return.
MSIGX
- 1D
- 2.90%
- 1M
- -5.77%
- YTD
- -6.99%
- 6M
- -5.96%
- 1Y
- 12.31%
- 3Y*
- 15.27%
- 5Y*
- 8.87%
- 10Y*
- 10.63%
BRCYX
- 1D
- 0.11%
- 1M
- 9.65%
- YTD
- 28.11%
- 6M
- 36.58%
- 1Y
- 43.05%
- 3Y*
- 16.72%
- 5Y*
- 13.44%
- 10Y*
- 8.74%
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MSIGX vs. BRCYX - Expense Ratio Comparison
MSIGX has a 0.82% expense ratio, which is lower than BRCYX's 1.06% expense ratio.
Return for Risk
MSIGX vs. BRCYX — Risk / Return Rank
MSIGX
BRCYX
MSIGX vs. BRCYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Main Street Fund (MSIGX) and Invesco Balanced-Risk Commodity Strategy Fund (BRCYX). 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.
| MSIGX | BRCYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.77 | 2.57 | -1.79 |
Sortino ratioReturn per unit of downside risk | 1.26 | 3.10 | -1.83 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.47 | -0.29 |
Calmar ratioReturn relative to maximum drawdown | 0.31 | 4.84 | -4.53 |
Martin ratioReturn relative to average drawdown | 1.22 | 16.14 | -14.92 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MSIGX | BRCYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.77 | 2.57 | -1.79 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 0.87 | -0.33 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.62 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.18 | +0.44 |
Correlation
The correlation between MSIGX and BRCYX is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
MSIGX vs. BRCYX - Dividend Comparison
MSIGX's dividend yield for the trailing twelve months is around 8.06%, less than BRCYX's 10.70% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MSIGX Invesco Main Street Fund | 8.06% | 7.50% | 6.06% | 7.40% | 4.68% | 19.19% | 3.17% | 0.89% | 19.62% | 7.50% | 2.96% | 13.79% |
BRCYX Invesco Balanced-Risk Commodity Strategy Fund | 10.70% | 13.71% | 4.95% | 3.71% | 9.93% | 16.64% | 0.00% | 0.91% | 0.25% | 0.01% | 2.74% | 0.00% |
Drawdowns
MSIGX vs. BRCYX - Drawdown Comparison
The maximum MSIGX drawdown since its inception was -57.22%, roughly equal to the maximum BRCYX drawdown of -60.05%. Use the drawdown chart below to compare losses from any high point for MSIGX and BRCYX.
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Drawdown Indicators
| MSIGX | BRCYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.22% | -60.05% | +2.83% |
Max Drawdown (1Y)Largest decline over 1 year | -11.78% | -9.10% | -2.68% |
Max Drawdown (5Y)Largest decline over 5 years | -26.73% | -20.42% | -6.31% |
Max Drawdown (10Y)Largest decline over 10 years | -35.41% | -38.09% | +2.68% |
Current DrawdownCurrent decline from peak | -8.38% | 0.00% | -8.38% |
Average DrawdownAverage peak-to-trough decline | -9.03% | -27.49% | +18.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.27% | 2.73% | +1.54% |
Volatility
MSIGX vs. BRCYX - Volatility Comparison
The current volatility for Invesco Main Street Fund (MSIGX) is 5.28%, while Invesco Balanced-Risk Commodity Strategy Fund (BRCYX) has a volatility of 6.95%. This indicates that MSIGX experiences smaller price fluctuations and is considered to be less risky than BRCYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MSIGX | BRCYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.28% | 6.95% | -1.67% |
Volatility (6M)Calculated over the trailing 6-month period | 9.48% | 14.76% | -5.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.55% | 17.02% | +1.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.92% | 15.62% | +1.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.87% | 14.21% | +3.66% |