MSIGX vs. PREIX

In the year-to-date period, MSIGX achieves a 0.07% return, which is significantly higher than PREIX's -0.26% return. Over the past 10 years, MSIGX has underperformed PREIX with an annualized return of 2.38%, while PREIX has yielded a comparatively higher 12.24% annualized return.

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MSIGX has a 0.82% expense ratio, which is higher than PREIX's 0.15% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Invesco Main Street Fund (MSIGX) and T. Rowe Price Equity Index 500 Fund (PREIX). 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 0.25, which is lower than the PREIX Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of MSIGX and PREIX, 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 0.73%, less than PREIX's 1.13% yield.

The maximum MSIGX drawdown since its inception was -62.52%, which is greater than PREIX's maximum drawdown of -55.32%. Use the drawdown chart below to compare losses from any high point for MSIGX and PREIX. For additional features, visit the drawdowns tool.

Invesco Main Street Fund (MSIGX) and T. Rowe Price Equity Index 500 Fund (PREIX) have volatilities of 6.00% and 6.30%, 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.