OYMIX vs. MSIGX

Last updated Aug 1, 2026

OYMIX (Invesco Select Risk: Moderate Investor Fund) and MSIGX (Invesco Main Street Fund) are both mutual funds - OYMIX is a Diversified Portfolio fund managed by Invesco, while MSIGX is a Large Cap Blend Equities fund managed by Invesco. Over the past 10 years, OYMIX returned 7.12%/yr vs 11.49%/yr for MSIGX. Their correlation of 0.92 means they have usually moved in the same direction. OYMIX charges 0.13%/yr vs 0.82%/yr for MSIGX.

Performance

OYMIX vs. MSIGX - Performance Comparison

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

Returns By Period

In the year-to-date period, OYMIX achieves a 8.55% return, which is significantly higher than MSIGX's 6.19% return. Over the past 10 years, OYMIX has underperformed MSIGX with an annualized return of 7.12%, while MSIGX has yielded a comparatively higher 11.49% annualized return.

OYMIX

• 1D: 1.07%
• 1M: -0.30%
• 6M: 5.26%
• YTD: 8.55%
• 1Y: 16.48%
• 3Y*: 11.18%
• 5Y*: 4.81%
• 10Y*: 7.12%
• ALL TIME*: 5.13%

MSIGX

• 1D: 1.67%
• 1M: -0.09%
• 6M: 5.03%
• YTD: 6.19%
• 1Y: 14.74%
• 3Y*: 16.16%
• 5Y*: 10.00%
• 10Y*: 11.49%
• ALL TIME*: 11.17%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
MSIGX Invesco Main Street Fund	$0.00	$0.00	$0.00
OYMIX Invesco Select Risk: Moderate Investor Fund	$0.00	$0.00	$0.00

OYMIX vs. MSIGX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
OYMIX Invesco Select Risk: Moderate Investor Fund	8.55%	13.62%	8.59%	12.39%	-17.51%	10.50%	11.90%	20.26%	-6.79%	15.43%
MSIGX Invesco Main Street Fund	6.19%	16.02%	23.66%	23.06%	-20.21%	27.37%	14.41%	22.49%	-8.25%	16.79%

Correlation

The correlation between OYMIX and MSIGX is 0.90, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.90
Correlation (3Y) Balances recent behavior with more history.	0.89
Correlation (5Y) Shows whether the relationship held over a longer period.	0.91
Correlation (10Y) Provides a long-term view across more market conditions.	0.90
Correlation (All Time) Calculated using the full available price history since Apr 5, 2005	0.92

The correlation between OYMIX and MSIGX has been stable across timeframes, ranging from 0.89 to 0.92 - a consistent structural relationship.

Return for Risk

OYMIX vs. MSIGX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

OYMIX

OYMIX Risk / Return Rank: 76
OYMIX Sharpe Ratio Rank: 73
OYMIX Sortino Ratio Rank: 73
OYMIX Omega Ratio Rank: 70
OYMIX Calmar Ratio Rank: 82
OYMIX Martin Ratio Rank: 85

MSIGX

MSIGX Risk / Return Rank: 34
MSIGX Sharpe Ratio Rank: 35
MSIGX Sortino Ratio Rank: 36
MSIGX Omega Ratio Rank: 34
MSIGX Calmar Ratio Rank: 30
MSIGX Martin Ratio Rank: 36

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

OYMIX vs. MSIGX - Risk-Adjusted Trends Comparison

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

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	OYMIX	MSIGX	Difference
Sharpe ratio: Return per unit of total volatility	1.74	1.07	+0.68
Sortino ratio: Return per unit of downside risk	2.53	1.59	+0.94
Omega ratio: Gain probability vs. loss probability	1.32	1.19	+0.12
Calmar ratio: Return relative to maximum drawdown	2.80	1.29	+1.51
Martin ratio: Return relative to average drawdown	11.00	5.13	+5.87

OYMIX vs. MSIGX - Sharpe Ratio Comparison

The current OYMIX Sharpe Ratio is 1.74, which is higher than the MSIGX Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of OYMIX and MSIGX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

OYMIX vs. MSIGX - Drawdown Comparison

The maximum OYMIX drawdown since its inception was -50.71%, smaller than the maximum MSIGX drawdown of -57.22%. Use the drawdown chart below to compare losses from any high point for OYMIX and MSIGX.

Drawdown Indicators

	OYMIX	MSIGX	Difference
Max Drawdown Largest peak-to-trough decline	-50.71%	-57.22%	+6.51%
Max Drawdown (1Y) Largest decline over 1 year	-6.14%	-10.96%	+4.82%
Max Drawdown (3Y) Largest decline over 3 years	-11.31%	-19.91%	+8.60%
Max Drawdown (5Y) Largest decline over 5 years	-24.26%	-26.73%	+2.47%
Max Drawdown (10Y) Largest decline over 10 years	-26.78%	-35.41%	+8.63%
Current Drawdown Current decline from peak	-1.42%	-1.76%	+0.34%
Average Drawdown Average peak-to-trough decline	-8.08%	-8.96%	+0.88%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.49%	2.63%	-1.14%

Volatility

OYMIX vs. MSIGX - Volatility Comparison

The current volatility for Invesco Select Risk: Moderate Investor Fund (OYMIX) is 2.40%, while Invesco Main Street Fund (MSIGX) has a volatility of 3.47%. This indicates that OYMIX 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.

Volatility by Period

	OYMIX	MSIGX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.40%	3.47%	-1.07%
Volatility (6M) Calculated over the trailing 6-month period	7.82%	10.35%	-2.53%
Volatility (1Y) Calculated over the trailing 1-year period	9.88%	13.27%	-3.39%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.54%	17.03%	-6.49%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.70%	17.91%	-7.21%

OYMIX vs. MSIGX - Expense Ratio Comparison

OYMIX has a 0.13% expense ratio, which is lower than MSIGX's 0.82% expense ratio.

Dividends

OYMIX vs. MSIGX - Dividend Comparison

OYMIX's dividend yield for the trailing twelve months is around 4.32%, less than MSIGX's 7.06% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
MSIGX Invesco Main Street Fund	7.06%	7.50%	6.06%	7.40%	4.68%	19.19%	3.17%	0.89%	19.62%	7.50%	2.96%	13.79%
OYMIX Invesco Select Risk: Moderate Investor Fund	4.32%	4.69%	3.75%	1.36%	4.60%	8.39%	11.04%	11.00%	3.28%	2.11%	1.87%	1.02%

Frequently Asked Questions

Can I hold both OYMIX and MSIGX in my portfolio?

With a correlation of 0.90, OYMIX and MSIGX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, OYMIX or MSIGX?

MSIGX has higher volatility (3.47%) compared to OYMIX (2.40%). In terms of maximum drawdown, OYMIX dropped -50.71% vs MSIGX's -57.22%.

Which has better risk-adjusted returns?

OYMIX currently has the higher Sharpe Ratio (1.74 vs 1.07), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.