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OPPAX vs. MSIGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OPPAX vs. MSIGX - Performance Comparison

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

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OPPAX vs. MSIGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OPPAX
Invesco Global Fund
-13.35%15.20%16.16%34.18%-32.18%15.23%27.64%31.58%-13.65%36.25%
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, OPPAX achieves a -13.35% return, which is significantly lower than MSIGX's -9.61% return. Both investments have delivered pretty close results over the past 10 years, with OPPAX having a 9.94% annualized return and MSIGX not far ahead at 10.31%.


OPPAX

1D
-0.49%
1M
-10.82%
YTD
-13.35%
6M
-9.87%
1Y
5.77%
3Y*
10.98%
5Y*
3.80%
10Y*
9.94%

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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OPPAX vs. MSIGX - Expense Ratio Comparison

OPPAX has a 1.04% expense ratio, which is higher than MSIGX's 0.82% expense ratio.


Return for Risk

OPPAX vs. MSIGX — Risk / Return Rank

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

OPPAX
OPPAX Risk / Return Rank: 99
Overall Rank
OPPAX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
OPPAX Sortino Ratio Rank: 1414
Sortino Ratio Rank
OPPAX Omega Ratio Rank: 1313
Omega Ratio Rank
OPPAX Calmar Ratio Rank: 33
Calmar Ratio Rank
OPPAX Martin Ratio Rank: 33
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.

OPPAX vs. MSIGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Global Fund (OPPAX) 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.


OPPAXMSIGXDifference

Sharpe ratio

Return per unit of total volatility

0.29

0.62

-0.33

Sortino ratio

Return per unit of downside risk

0.60

1.04

-0.45

Omega ratio

Gain probability vs. loss probability

1.08

1.15

-0.07

Calmar ratio

Return relative to maximum drawdown

-0.27

0.01

-0.28

Martin ratio

Return relative to average drawdown

-0.92

0.05

-0.97

OPPAX vs. MSIGX - Sharpe Ratio Comparison

The current OPPAX Sharpe Ratio is 0.29, which is lower than the MSIGX Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of OPPAX 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


OPPAXMSIGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.29

0.62

-0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.18

0.52

-0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.59

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.62

-0.15

Correlation

The correlation between OPPAX and MSIGX is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

OPPAX vs. MSIGX - Dividend Comparison

OPPAX's dividend yield for the trailing twelve months is around 28.62%, more than MSIGX's 8.29% yield.


TTM20252024202320222021202020192018201720162015
OPPAX
Invesco Global Fund
28.62%24.79%11.93%10.72%14.18%7.18%5.72%1.35%12.92%5.92%0.69%5.17%
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

OPPAX vs. MSIGX - Drawdown Comparison

The maximum OPPAX drawdown since its inception was -60.39%, which is greater than MSIGX's maximum drawdown of -57.22%. Use the drawdown chart below to compare losses from any high point for OPPAX and MSIGX.


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Drawdown Indicators


OPPAXMSIGXDifference

Max Drawdown

Largest peak-to-trough decline

-60.39%

-57.22%

-3.17%

Max Drawdown (1Y)

Largest decline over 1 year

-16.26%

-11.78%

-4.48%

Max Drawdown (5Y)

Largest decline over 5 years

-41.90%

-26.73%

-15.17%

Max Drawdown (10Y)

Largest decline over 10 years

-41.90%

-35.41%

-6.49%

Current Drawdown

Current decline from peak

-16.26%

-10.96%

-5.30%

Average Drawdown

Average peak-to-trough decline

-15.49%

-9.03%

-6.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.48%

4.31%

+1.17%

Volatility

OPPAX vs. MSIGX - Volatility Comparison

Invesco Global Fund (OPPAX) has a higher volatility of 5.94% compared to Invesco Main Street Fund (MSIGX) at 4.09%. This indicates that OPPAX's price experiences larger fluctuations and is considered to be riskier 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


OPPAXMSIGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.94%

4.09%

+1.85%

Volatility (6M)

Calculated over the trailing 6-month period

12.07%

9.04%

+3.03%

Volatility (1Y)

Calculated over the trailing 1-year period

21.07%

18.35%

+2.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.11%

16.87%

+4.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.58%

17.85%

+2.73%