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OYAIX vs. MSIGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OYAIX vs. MSIGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Select Risk: High Growth Investor Fund (OYAIX) and Invesco Main Street Fund (MSIGX). The values are adjusted to include any dividend payments, if applicable.

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OYAIX vs. MSIGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OYAIX
Invesco Select Risk: High Growth Investor Fund
-3.54%16.71%10.91%14.87%-19.35%15.51%13.65%27.10%-12.88%25.21%
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, OYAIX achieves a -3.54% return, which is significantly higher than MSIGX's -9.61% return. Over the past 10 years, OYAIX has underperformed MSIGX with an annualized return of 8.11%, while MSIGX has yielded a comparatively higher 10.31% annualized return.


OYAIX

1D
-0.46%
1M
-8.40%
YTD
-3.54%
6M
-0.79%
1Y
15.24%
3Y*
10.93%
5Y*
5.01%
10Y*
8.11%

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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OYAIX vs. MSIGX - Expense Ratio Comparison

OYAIX has a 0.14% expense ratio, which is lower than MSIGX's 0.82% expense ratio.


Return for Risk

OYAIX vs. MSIGX — Risk / Return Rank

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

OYAIX
OYAIX Risk / Return Rank: 4444
Overall Rank
OYAIX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
OYAIX Sortino Ratio Rank: 6666
Sortino Ratio Rank
OYAIX Omega Ratio Rank: 5858
Omega Ratio Rank
OYAIX Calmar Ratio Rank: 1818
Calmar Ratio Rank
OYAIX Martin Ratio Rank: 2121
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.

OYAIX vs. MSIGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Select Risk: High Growth Investor Fund (OYAIX) 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.


OYAIXMSIGXDifference

Sharpe ratio

Return per unit of total volatility

1.08

0.62

+0.46

Sortino ratio

Return per unit of downside risk

1.67

1.04

+0.63

Omega ratio

Gain probability vs. loss probability

1.23

1.15

+0.08

Calmar ratio

Return relative to maximum drawdown

0.54

0.01

+0.52

Martin ratio

Return relative to average drawdown

2.27

0.05

+2.22

OYAIX vs. MSIGX - Sharpe Ratio Comparison

The current OYAIX Sharpe Ratio is 1.08, which is higher than the MSIGX Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of OYAIX 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


OYAIXMSIGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.08

0.62

+0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.52

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.59

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.62

-0.25

Correlation

The correlation between OYAIX and MSIGX is 0.93, 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

OYAIX vs. MSIGX - Dividend Comparison

OYAIX's dividend yield for the trailing twelve months is around 5.69%, less than MSIGX's 8.29% yield.


TTM20252024202320222021202020192018201720162015
OYAIX
Invesco Select Risk: High Growth Investor Fund
5.69%5.49%5.95%2.76%6.97%7.25%19.62%19.14%7.90%2.62%0.79%1.51%
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

OYAIX vs. MSIGX - Drawdown Comparison

The maximum OYAIX drawdown since its inception was -57.72%, roughly equal to the maximum MSIGX drawdown of -57.22%. Use the drawdown chart below to compare losses from any high point for OYAIX and MSIGX.


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Drawdown Indicators


OYAIXMSIGXDifference

Max Drawdown

Largest peak-to-trough decline

-57.72%

-57.22%

-0.50%

Max Drawdown (1Y)

Largest decline over 1 year

-10.40%

-11.78%

+1.38%

Max Drawdown (5Y)

Largest decline over 5 years

-27.76%

-26.73%

-1.03%

Max Drawdown (10Y)

Largest decline over 10 years

-34.70%

-35.41%

+0.71%

Current Drawdown

Current decline from peak

-8.56%

-10.96%

+2.40%

Average Drawdown

Average peak-to-trough decline

-9.32%

-9.03%

-0.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.52%

4.31%

-0.79%

Volatility

OYAIX vs. MSIGX - Volatility Comparison

Invesco Select Risk: High Growth Investor Fund (OYAIX) has a higher volatility of 4.45% compared to Invesco Main Street Fund (MSIGX) at 4.09%. This indicates that OYAIX'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


OYAIXMSIGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.45%

4.09%

+0.36%

Volatility (6M)

Calculated over the trailing 6-month period

9.21%

9.04%

+0.17%

Volatility (1Y)

Calculated over the trailing 1-year period

15.94%

18.35%

-2.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.31%

16.87%

-2.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.32%

17.85%

-2.53%