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AFTEX vs. VKMMX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AFTEX vs. VKMMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds Tax Exempt Bond Fund (AFTEX) and Invesco Municipal Income Fund (VKMMX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AFTEX achieves a 0.37% return, which is significantly lower than VKMMX's 1.17% return. Over the past 10 years, AFTEX has outperformed VKMMX with an annualized return of 1.93%, while VKMMX has yielded a comparatively lower 1.83% annualized return.


AFTEX

1D
-0.24%
1M
-1.83%
6M
-0.28%
YTD
0.37%
1Y
4.77%
3Y*
3.50%
5Y*
0.51%
10Y*
1.93%
ALL TIME*
4.72%

VKMMX

1D
-0.26%
1M
-2.11%
6M
0.56%
YTD
1.17%
1Y
6.24%
3Y*
3.22%
5Y*
-0.05%
10Y*
1.83%
ALL TIME*
4.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

AFTEX vs. VKMMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AFTEX
American Funds Tax Exempt Bond Fund
0.37%4.88%2.28%5.96%-9.68%1.87%4.73%7.42%0.78%5.83%
VKMMX
Invesco Municipal Income Fund
1.17%3.03%3.01%6.50%-12.49%3.63%4.66%8.67%0.24%6.33%

Correlation

The correlation between AFTEX and VKMMX is 0.89, 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.

0.89

Correlation (3Y)
Balances recent behavior with more history.

0.92

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.93

Correlation (10Y)
Provides a long-term view across more market conditions.

0.91

Correlation (All Time)
Calculated using the full available price history since Jul 31, 1990

0.84

The correlation between AFTEX and VKMMX has been stable across timeframes, ranging from 0.84 to 0.93 - a consistent structural relationship.

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Return for Risk

AFTEX vs. VKMMX — Risk / Return Rank

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

AFTEX
AFTEX Risk / Return Rank: 7575
Overall Rank
AFTEX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
AFTEX Sortino Ratio Rank: 8686
Sortino Ratio Rank
AFTEX Omega Ratio Rank: 9090
Omega Ratio Rank
AFTEX Calmar Ratio Rank: 6161
Calmar Ratio Rank
AFTEX Martin Ratio Rank: 5050
Martin Ratio Rank

VKMMX
VKMMX Risk / Return Rank: 8383
Overall Rank
VKMMX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
VKMMX Sortino Ratio Rank: 8989
Sortino Ratio Rank
VKMMX Omega Ratio Rank: 9191
Omega Ratio Rank
VKMMX Calmar Ratio Rank: 7676
Calmar Ratio Rank
VKMMX Martin Ratio Rank: 7272
Martin Ratio Rank
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.

AFTEX vs. VKMMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds Tax Exempt Bond Fund (AFTEX) and Invesco Municipal Income Fund (VKMMX). 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.


AFTEXVKMMXDifference
Sharpe ratioReturn per unit of total volatility

-0.07

Sortino ratioReturn per unit of downside risk

-0.23

Omega ratioGain probability vs. loss probability

1.48

1.51

-0.02

Calmar ratioReturn relative to maximum drawdown

2.03

2.53

-0.50

Martin ratioReturn relative to average drawdown

6.73

8.94

-2.20

AFTEX vs. VKMMX - Sharpe Ratio Comparison

The current AFTEX Sharpe Ratio is 2.08, which is comparable to the VKMMX Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of AFTEX and VKMMX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

AFTEX vs. VKMMX - Drawdown Comparison

The maximum AFTEX drawdown since its inception was -14.55%, smaller than the maximum VKMMX drawdown of -21.20%. Use the drawdown chart below to compare losses from any high point for AFTEX and VKMMX.


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Drawdown Indicators


AFTEXVKMMXDifference

Max Drawdown

Largest peak-to-trough decline

-14.55%

-21.20%

+6.65%

Max Drawdown (1Y)

Largest decline over 1 year

-2.76%

-2.95%

+0.19%

Max Drawdown (3Y)

Largest decline over 3 years

-4.57%

-6.96%

+2.39%

Max Drawdown (5Y)

Largest decline over 5 years

-14.48%

-17.97%

+3.49%

Max Drawdown (10Y)

Largest decline over 10 years

-14.55%

-17.97%

+3.42%

Current Drawdown

Current decline from peak

-1.83%

-2.11%

+0.28%

Average Drawdown

Average peak-to-trough decline

-1.66%

-2.60%

+0.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.83%

0.83%

0.00%

Volatility

AFTEX vs. VKMMX - Volatility Comparison

The current volatility for American Funds Tax Exempt Bond Fund (AFTEX) is 0.87%, while Invesco Municipal Income Fund (VKMMX) has a volatility of 1.04%. This indicates that AFTEX experiences smaller price fluctuations and is considered to be less risky than VKMMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AFTEXVKMMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.87%

1.04%

-0.17%

Volatility (6M)

Calculated over the trailing 6-month period

2.18%

2.70%

-0.52%

Volatility (1Y)

Calculated over the trailing 1-year period

2.69%

3.46%

-0.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.79%

4.99%

-1.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.79%

4.80%

-1.01%

AFTEX vs. VKMMX - Expense Ratio Comparison

AFTEX has a 0.50% expense ratio, which is lower than VKMMX's 0.81% expense ratio.


Dividends

AFTEX vs. VKMMX - Dividend Comparison

AFTEX's dividend yield for the trailing twelve months is around 2.80%, less than VKMMX's 3.81% yield.


PositionTTM20252024202320222021202020192018201720162015
AFTEX
American Funds Tax Exempt Bond Fund
2.80%3.98%2.90%2.22%1.75%2.31%2.43%2.83%2.86%3.30%2.90%3.21%
VKMMX
Invesco Municipal Income Fund
3.81%5.16%4.06%3.12%3.42%3.05%2.86%3.80%4.07%3.62%4.14%4.22%

Frequently Asked Questions


AFTEX and VKMMX have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VKMMX has higher volatility (1.04%) compared to AFTEX (0.87%). In terms of maximum drawdown, AFTEX dropped -14.55% vs VKMMX's -21.20%.

VKMMX currently has the higher Sharpe Ratio (2.16 vs 2.08), 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.

Portfolio Optimizer

Find the right allocation for AFTEX and VKMMX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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