QVGIX vs. MSIGX
Compare and contrast key facts about Invesco Global Allocation Fund (QVGIX) and Invesco Main Street Fund (MSIGX).
QVGIX is managed by Invesco. It was launched on Oct 31, 1991. MSIGX is managed by Invesco. It was launched on Feb 3, 1988.
Performance
QVGIX vs. MSIGX - Performance Comparison
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QVGIX vs. MSIGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
QVGIX Invesco Global Allocation Fund | -1.71% | 13.68% | 5.63% | 15.63% | -17.60% | 10.45% | 14.42% | 16.35% | -9.74% | 14.83% |
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, QVGIX achieves a -1.71% return, which is significantly higher than MSIGX's -9.61% return. Over the past 10 years, QVGIX has underperformed MSIGX with an annualized return of 5.94%, while MSIGX has yielded a comparatively higher 10.31% annualized return.
QVGIX
- 1D
- -0.30%
- 1M
- -6.64%
- YTD
- -1.71%
- 6M
- 0.74%
- 1Y
- 9.96%
- 3Y*
- 8.26%
- 5Y*
- 3.77%
- 10Y*
- 5.94%
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%
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QVGIX vs. MSIGX - Expense Ratio Comparison
QVGIX has a 1.15% expense ratio, which is higher than MSIGX's 0.82% expense ratio.
Return for Risk
QVGIX vs. MSIGX — Risk / Return Rank
QVGIX
MSIGX
QVGIX vs. MSIGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Global Allocation Fund (QVGIX) 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.
| QVGIX | MSIGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.12 | 0.62 | +0.50 |
Sortino ratioReturn per unit of downside risk | 1.67 | 1.04 | +0.62 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.15 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.14 | 0.01 | +1.12 |
Martin ratioReturn relative to average drawdown | 4.62 | 0.05 | +4.57 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| QVGIX | MSIGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.12 | 0.62 | +0.50 |
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 | 0.55 | 0.59 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.62 | -0.01 |
Correlation
The correlation between QVGIX and MSIGX is 0.87, 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
QVGIX vs. MSIGX - Dividend Comparison
QVGIX's dividend yield for the trailing twelve months is around 6.91%, less than MSIGX's 8.29% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QVGIX Invesco Global Allocation Fund | 6.91% | 6.79% | 0.93% | 2.27% | 6.10% | 14.15% | 0.00% | 0.00% | 9.56% | 0.13% | 3.34% | 1.77% |
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
QVGIX vs. MSIGX - Drawdown Comparison
The maximum QVGIX drawdown since its inception was -22.91%, smaller than the maximum MSIGX drawdown of -57.22%. Use the drawdown chart below to compare losses from any high point for QVGIX and MSIGX.
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Drawdown Indicators
| QVGIX | MSIGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.91% | -57.22% | +34.31% |
Max Drawdown (1Y)Largest decline over 1 year | -6.94% | -11.78% | +4.84% |
Max Drawdown (5Y)Largest decline over 5 years | -22.91% | -26.73% | +3.82% |
Max Drawdown (10Y)Largest decline over 10 years | -22.91% | -35.41% | +12.50% |
Current DrawdownCurrent decline from peak | -6.94% | -10.96% | +4.02% |
Average DrawdownAverage peak-to-trough decline | -4.30% | -9.03% | +4.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.80% | 4.31% | -2.51% |
Volatility
QVGIX vs. MSIGX - Volatility Comparison
The current volatility for Invesco Global Allocation Fund (QVGIX) is 3.67%, while Invesco Main Street Fund (MSIGX) has a volatility of 4.09%. This indicates that QVGIX 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
| QVGIX | MSIGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.67% | 4.09% | -0.42% |
Volatility (6M)Calculated over the trailing 6-month period | 6.76% | 9.04% | -2.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.37% | 18.35% | -7.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.75% | 16.87% | -6.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.88% | 17.85% | -6.97% |