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ONJAX vs. MSIGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ONJAX vs. MSIGX - Performance Comparison

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

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ONJAX vs. MSIGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ONJAX
Invesco New Jersey Municipal Fund
-1.24%3.35%3.02%6.33%-10.45%5.34%4.12%10.84%14.13%-6.45%
MSIGX
Invesco Main Street Fund
-9.61%16.02%23.66%23.06%-20.21%27.37%14.41%22.49%-8.25%16.79%

Returns By Period

In the year-to-date period, ONJAX achieves a -1.24% return, which is significantly higher than MSIGX's -9.61% return. Over the past 10 years, ONJAX has underperformed MSIGX with an annualized return of 2.85%, while MSIGX has yielded a comparatively higher 10.31% annualized return.


ONJAX

1D
0.23%
1M
-2.45%
YTD
-1.24%
6M
-0.48%
1Y
2.34%
3Y*
2.72%
5Y*
0.93%
10Y*
2.85%

MSIGX

1D
-0.32%
1M
-9.12%
YTD
-9.61%
6M
-8.53%
1Y
9.67%
3Y*
14.18%
5Y*
8.48%
10Y*
10.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ONJAX vs. MSIGX - Expense Ratio Comparison

ONJAX has a 1.08% expense ratio, which is higher than MSIGX's 0.82% expense ratio.


Return for Risk

ONJAX vs. MSIGX — Risk / Return Rank

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

ONJAX
ONJAX Risk / Return Rank: 1919
Overall Rank
ONJAX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
ONJAX Sortino Ratio Rank: 1919
Sortino Ratio Rank
ONJAX Omega Ratio Rank: 3030
Omega Ratio Rank
ONJAX Calmar Ratio Rank: 1212
Calmar Ratio Rank
ONJAX Martin Ratio Rank: 1111
Martin Ratio Rank

MSIGX
MSIGX Risk / Return Rank: 2020
Overall Rank
MSIGX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
MSIGX Sortino Ratio Rank: 3030
Sortino Ratio Rank
MSIGX Omega Ratio Rank: 2929
Omega Ratio Rank
MSIGX Calmar Ratio Rank: 77
Calmar Ratio Rank
MSIGX Martin Ratio Rank: 77
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.

ONJAX vs. MSIGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco New Jersey Municipal Fund (ONJAX) and Invesco Main Street Fund (MSIGX). 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.


ONJAXMSIGXDifference

Sharpe ratio

Return per unit of total volatility

0.60

0.62

-0.02

Sortino ratio

Return per unit of downside risk

0.85

1.04

-0.20

Omega ratio

Gain probability vs. loss probability

1.16

1.15

+0.01

Calmar ratio

Return relative to maximum drawdown

0.29

0.01

+0.28

Martin ratio

Return relative to average drawdown

0.86

0.05

+0.81

ONJAX vs. MSIGX - Sharpe Ratio Comparison

The current ONJAX Sharpe Ratio is 0.60, which is comparable to the MSIGX Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of ONJAX and MSIGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ONJAXMSIGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.60

0.62

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

0.52

-0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.59

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.80

0.62

+0.18

Correlation

The correlation between ONJAX and MSIGX is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

ONJAX vs. MSIGX - Dividend Comparison

ONJAX's dividend yield for the trailing twelve months is around 2.29%, less than MSIGX's 8.29% yield.


TTM20252024202320222021202020192018201720162015
ONJAX
Invesco New Jersey Municipal Fund
2.29%3.91%3.53%3.14%3.59%3.60%4.19%3.04%2.79%4.30%4.78%5.20%
MSIGX
Invesco Main Street Fund
8.29%7.50%6.06%7.40%4.68%19.19%3.17%0.89%19.62%7.50%2.96%13.79%

Drawdowns

ONJAX vs. MSIGX - Drawdown Comparison

The maximum ONJAX drawdown since its inception was -40.71%, smaller than the maximum MSIGX drawdown of -57.22%. Use the drawdown chart below to compare losses from any high point for ONJAX and MSIGX.


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Drawdown Indicators


ONJAXMSIGXDifference

Max Drawdown

Largest peak-to-trough decline

-40.71%

-57.22%

+16.51%

Max Drawdown (1Y)

Largest decline over 1 year

-5.29%

-11.78%

+6.49%

Max Drawdown (5Y)

Largest decline over 5 years

-14.76%

-26.73%

+11.97%

Max Drawdown (10Y)

Largest decline over 10 years

-14.76%

-35.41%

+20.65%

Current Drawdown

Current decline from peak

-2.45%

-10.96%

+8.51%

Average Drawdown

Average peak-to-trough decline

-3.68%

-9.03%

+5.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.88%

4.31%

-2.43%

Volatility

ONJAX vs. MSIGX - Volatility Comparison

The current volatility for Invesco New Jersey Municipal Fund (ONJAX) is 1.24%, while Invesco Main Street Fund (MSIGX) has a volatility of 4.09%. This indicates that ONJAX experiences smaller price fluctuations and is considered to be less risky than MSIGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ONJAXMSIGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.24%

4.09%

-2.85%

Volatility (6M)

Calculated over the trailing 6-month period

2.25%

9.04%

-6.79%

Volatility (1Y)

Calculated over the trailing 1-year period

5.80%

18.35%

-12.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.27%

16.87%

-12.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.49%

17.85%

-13.36%