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MSIGX vs. LTNYX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MSIGX vs. LTNYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Main Street Fund (MSIGX) and Invesco Rochester Limited Term New York Municipal Fund (LTNYX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MSIGX achieves a 5.31% return, which is significantly higher than LTNYX's 1.29% return. Over the past 10 years, MSIGX has outperformed LTNYX with an annualized return of 12.06%, while LTNYX has yielded a comparatively lower 2.30% annualized return.


MSIGX

1D
-0.65%
1M
0.11%
YTD
5.31%
6M
4.42%
1Y
17.85%
3Y*
17.55%
5Y*
10.51%
10Y*
12.06%

LTNYX

1D
0.00%
1M
1.03%
YTD
1.29%
6M
1.60%
1Y
4.67%
3Y*
3.41%
5Y*
1.15%
10Y*
2.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MSIGX vs. LTNYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MSIGX
Invesco Main Street Fund
5.31%16.02%23.66%23.06%-20.21%27.37%14.41%22.49%-8.25%16.79%
LTNYX
Invesco Rochester Limited Term New York Municipal Fund
1.29%4.23%3.40%3.70%-7.40%2.67%3.32%7.28%10.39%-3.51%

Correlation

The correlation between MSIGX and LTNYX is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.16

Correlation (3Y)
Calculated over the trailing 3-year period

0.13

Correlation (5Y)
Calculated over the trailing 5-year period

0.09

Correlation (10Y)
Calculated over the trailing 10-year period

0.04

Correlation (All Time)
Calculated using the full available price history since Sep 18, 1991

-0.00

The correlation between MSIGX and LTNYX shifts across timeframes, from -0.00 (all time) to 0.16 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

MSIGX vs. LTNYX — Risk / Return Rank

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

MSIGX
MSIGX Risk / Return Rank: 3636
Overall Rank
MSIGX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
MSIGX Sortino Ratio Rank: 3838
Sortino Ratio Rank
MSIGX Omega Ratio Rank: 3636
Omega Ratio Rank
MSIGX Calmar Ratio Rank: 3030
Calmar Ratio Rank
MSIGX Martin Ratio Rank: 3737
Martin Ratio Rank

LTNYX
LTNYX Risk / Return Rank: 6969
Overall Rank
LTNYX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
LTNYX Sortino Ratio Rank: 6767
Sortino Ratio Rank
LTNYX Omega Ratio Rank: 9191
Omega Ratio Rank
LTNYX Calmar Ratio Rank: 7373
Calmar Ratio Rank
LTNYX Martin Ratio Rank: 6565
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.

MSIGX vs. LTNYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Main Street Fund (MSIGX) and Invesco Rochester Limited Term New York Municipal Fund (LTNYX). 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.


MSIGXLTNYXDifference
Sharpe ratioReturn per unit of total volatility

-0.31

Sortino ratioReturn per unit of downside risk

-0.73

Omega ratioGain probability vs. loss probability

1.30

1.63

-0.33

Calmar ratioReturn relative to maximum drawdown

1.93

3.17

-1.24

Martin ratioReturn relative to average drawdown

7.78

11.90

-4.12

MSIGX vs. LTNYX - Sharpe Ratio Comparison

The current MSIGX Sharpe Ratio is 1.64, which is comparable to the LTNYX Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of MSIGX and LTNYX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

MSIGX vs. LTNYX - Drawdown Comparison

The maximum MSIGX drawdown since its inception was -57.22%, which is greater than LTNYX's maximum drawdown of -13.78%. Use the drawdown chart below to compare losses from any high point for MSIGX and LTNYX.


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Drawdown Indicators


MSIGXLTNYXDifference

Max Drawdown

Largest peak-to-trough decline

-57.22%

-13.78%

-43.44%

Max Drawdown (1Y)

Largest decline over 1 year

-10.96%

-1.77%

-9.19%

Max Drawdown (3Y)

Largest decline over 3 years

-19.91%

-3.91%

-16.00%

Max Drawdown (5Y)

Largest decline over 5 years

-26.73%

-10.76%

-15.97%

Max Drawdown (10Y)

Largest decline over 10 years

-35.41%

-10.76%

-24.65%

Current Drawdown

Current decline from peak

-1.29%

-0.00%

-1.29%

Average Drawdown

Average peak-to-trough decline

-8.98%

-1.43%

-7.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.60%

0.45%

+2.15%

Volatility

MSIGX vs. LTNYX - Volatility Comparison

Invesco Main Street Fund (MSIGX) has a higher volatility of 4.63% compared to Invesco Rochester Limited Term New York Municipal Fund (LTNYX) at 0.92%. This indicates that MSIGX's price experiences larger fluctuations and is considered to be riskier than LTNYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MSIGXLTNYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.63%

0.92%

+3.71%

Volatility (6M)

Calculated over the trailing 6-month period

10.06%

2.08%

+7.98%

Volatility (1Y)

Calculated over the trailing 1-year period

12.89%

2.87%

+10.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.00%

3.48%

+13.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.94%

3.56%

+14.38%

MSIGX vs. LTNYX - Expense Ratio Comparison

MSIGX has a 0.82% expense ratio, which is higher than LTNYX's 0.75% expense ratio.


Dividends

MSIGX vs. LTNYX - Dividend Comparison

MSIGX's dividend yield for the trailing twelve months is around 7.12%, more than LTNYX's 2.37% yield.


PositionTTM20252024202320222021202020192018201720162015
LTNYX
Invesco Rochester Limited Term New York Municipal Fund
2.37%3.74%3.71%2.54%2.31%2.96%2.89%3.35%3.16%3.24%3.71%3.94%
MSIGX
Invesco Main Street Fund
7.12%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


MSIGX and LTNYX have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MSIGX has higher volatility (4.63%) compared to LTNYX (0.92%). In terms of maximum drawdown, MSIGX dropped -57.22% vs LTNYX's -13.78%.

LTNYX currently has the higher Sharpe Ratio (1.96 vs 1.64), 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.

Portfolio Optimizer

Find the right allocation for MSIGX and LTNYX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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