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VVOAX vs. MSIGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VVOAX vs. MSIGX - Performance Comparison

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

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VVOAX vs. MSIGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VVOAX
Invesco Value Opportunities Fund
5.98%20.24%30.01%15.20%1.33%35.60%5.49%29.84%-19.92%17.07%
MSIGX
Invesco Main Street Fund
-6.99%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, VVOAX achieves a 5.98% return, which is significantly higher than MSIGX's -6.99% return. Over the past 10 years, VVOAX has outperformed MSIGX with an annualized return of 14.64%, while MSIGX has yielded a comparatively lower 10.63% annualized return.


VVOAX

1D
2.69%
1M
-6.69%
YTD
5.98%
6M
11.47%
1Y
34.05%
3Y*
25.74%
5Y*
16.70%
10Y*
14.64%

MSIGX

1D
2.90%
1M
-5.77%
YTD
-6.99%
6M
-5.96%
1Y
12.31%
3Y*
15.27%
5Y*
8.87%
10Y*
10.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VVOAX vs. MSIGX - Expense Ratio Comparison

VVOAX has a 1.22% expense ratio, which is higher than MSIGX's 0.82% expense ratio.


Return for Risk

VVOAX vs. MSIGX — Risk / Return Rank

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

VVOAX
VVOAX Risk / Return Rank: 8181
Overall Rank
VVOAX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
VVOAX Sortino Ratio Rank: 7878
Sortino Ratio Rank
VVOAX Omega Ratio Rank: 7878
Omega Ratio Rank
VVOAX Calmar Ratio Rank: 8383
Calmar Ratio Rank
VVOAX Martin Ratio Rank: 8484
Martin Ratio Rank

MSIGX
MSIGX Risk / Return Rank: 2626
Overall Rank
MSIGX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
MSIGX Sortino Ratio Rank: 3737
Sortino Ratio Rank
MSIGX Omega Ratio Rank: 3636
Omega Ratio Rank
MSIGX Calmar Ratio Rank: 1111
Calmar Ratio Rank
MSIGX Martin Ratio Rank: 1212
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.

VVOAX vs. MSIGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Value Opportunities Fund (VVOAX) 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.


VVOAXMSIGXDifference

Sharpe ratio

Return per unit of total volatility

1.51

0.77

+0.74

Sortino ratio

Return per unit of downside risk

2.04

1.26

+0.77

Omega ratio

Gain probability vs. loss probability

1.31

1.18

+0.13

Calmar ratio

Return relative to maximum drawdown

2.09

0.31

+1.78

Martin ratio

Return relative to average drawdown

8.91

1.22

+7.69

VVOAX vs. MSIGX - Sharpe Ratio Comparison

The current VVOAX Sharpe Ratio is 1.51, which is higher than the MSIGX Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of VVOAX 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


VVOAXMSIGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.51

0.77

+0.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

0.54

+0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.60

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.63

-0.24

Correlation

The correlation between VVOAX and MSIGX is 0.84, 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

VVOAX vs. MSIGX - Dividend Comparison

VVOAX's dividend yield for the trailing twelve months is around 9.84%, more than MSIGX's 8.06% yield.


TTM20252024202320222021202020192018201720162015
VVOAX
Invesco Value Opportunities Fund
9.84%10.43%7.79%2.27%9.79%8.82%0.25%1.95%15.44%5.11%1.10%15.87%
MSIGX
Invesco Main Street Fund
8.06%7.50%6.06%7.40%4.68%19.19%3.17%0.89%19.62%7.50%2.96%13.79%

Drawdowns

VVOAX vs. MSIGX - Drawdown Comparison

The maximum VVOAX drawdown since its inception was -62.08%, which is greater than MSIGX's maximum drawdown of -57.22%. Use the drawdown chart below to compare losses from any high point for VVOAX and MSIGX.


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Drawdown Indicators


VVOAXMSIGXDifference

Max Drawdown

Largest peak-to-trough decline

-62.08%

-57.22%

-4.86%

Max Drawdown (1Y)

Largest decline over 1 year

-15.08%

-11.78%

-3.30%

Max Drawdown (5Y)

Largest decline over 5 years

-24.05%

-26.73%

+2.68%

Max Drawdown (10Y)

Largest decline over 10 years

-51.80%

-35.41%

-16.39%

Current Drawdown

Current decline from peak

-6.76%

-8.38%

+1.62%

Average Drawdown

Average peak-to-trough decline

-11.80%

-9.03%

-2.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.54%

4.27%

-0.73%

Volatility

VVOAX vs. MSIGX - Volatility Comparison

Invesco Value Opportunities Fund (VVOAX) has a higher volatility of 7.27% compared to Invesco Main Street Fund (MSIGX) at 5.28%. This indicates that VVOAX'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


VVOAXMSIGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.27%

5.28%

+1.99%

Volatility (6M)

Calculated over the trailing 6-month period

14.27%

9.48%

+4.79%

Volatility (1Y)

Calculated over the trailing 1-year period

22.91%

18.55%

+4.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.06%

16.92%

+4.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.20%

17.87%

+6.33%