MSIGX vs. PRDGX

In the year-to-date period, MSIGX achieves a 1.64% return, which is significantly lower than PRDGX's 4.67% return. Over the past 10 years, MSIGX has underperformed PRDGX with an annualized return of 2.49%, while PRDGX has yielded a comparatively higher 9.29% annualized return.

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MSIGX has a 0.82% expense ratio, which is higher than PRDGX's 0.62% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Invesco Main Street Fund (MSIGX) and T. Rowe Price Dividend Growth Fund, Inc. (PRDGX). 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 0.27, which is comparable to the PRDGX Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of MSIGX and PRDGX, 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 5.96%, more than PRDGX's 4.47% yield.

The maximum MSIGX drawdown since its inception was -62.52%, which is greater than PRDGX's maximum drawdown of -52.60%. Use the drawdown chart below to compare losses from any high point for MSIGX and PRDGX. For additional features, visit the drawdowns tool.

Invesco Main Street Fund (MSIGX) and T. Rowe Price Dividend Growth Fund, Inc. (PRDGX) have volatilities of 5.16% and 4.95%, 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.