MSIGX vs. MURNX

In the year-to-date period, MSIGX achieves a -0.76% return, which is significantly lower than MURNX's 2.57% return.

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MSIGX has a 0.82% expense ratio, which is higher than MURNX's 0.08% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Invesco Main Street Fund (MSIGX) and Mutual of America Investment Corporation - 2050 Retirement Fund (MURNX). 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.

The current MSIGX Sharpe Ratio is 0.46, which is comparable to the MURNX Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of MSIGX and MURNX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

MSIGX's dividend yield for the trailing twelve months is around 6.11%, less than MURNX's 7.19% yield.

The maximum MSIGX drawdown since its inception was -54.88%, which is greater than MURNX's maximum drawdown of -32.96%. Use the drawdown chart below to compare losses from any high point for MSIGX and MURNX.

Invesco Main Street Fund (MSIGX) has a higher volatility of 4.09% compared to Mutual of America Investment Corporation - 2050 Retirement Fund (MURNX) at 3.34%. This indicates that MSIGX's price experiences larger fluctuations and is considered to be riskier than MURNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.