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CMU vs. HSTIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CMU vs. HSTIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS High Yield Municipal Trust (CMU) and Homestead Stock Index Fund (HSTIX). The values are adjusted to include any dividend payments, if applicable.

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CMU vs. HSTIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CMU
MFS High Yield Municipal Trust
3.42%5.39%11.56%10.28%-27.23%7.38%-2.18%19.12%-4.45%10.79%
HSTIX
Homestead Stock Index Fund
-7.17%17.36%24.40%27.24%-18.53%28.07%17.81%30.77%-4.98%21.17%

Returns By Period

In the year-to-date period, CMU achieves a 3.42% return, which is significantly higher than HSTIX's -7.17% return. Over the past 10 years, CMU has underperformed HSTIX with an annualized return of 2.08%, while HSTIX has yielded a comparatively higher 13.31% annualized return.


CMU

1D
1.42%
1M
-0.65%
YTD
3.42%
6M
6.11%
1Y
8.58%
3Y*
8.94%
5Y*
0.42%
10Y*
2.08%

HSTIX

1D
-0.39%
1M
-7.71%
YTD
-7.17%
6M
-4.84%
1Y
13.93%
3Y*
17.11%
5Y*
11.15%
10Y*
13.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

CMU vs. HSTIX — Risk / Return Rank

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

CMU
CMU Risk / Return Rank: 6565
Overall Rank
CMU Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
CMU Sortino Ratio Rank: 5858
Sortino Ratio Rank
CMU Omega Ratio Rank: 6464
Omega Ratio Rank
CMU Calmar Ratio Rank: 6464
Calmar Ratio Rank
CMU Martin Ratio Rank: 6767
Martin Ratio Rank

HSTIX
HSTIX Risk / Return Rank: 4343
Overall Rank
HSTIX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
HSTIX Sortino Ratio Rank: 4141
Sortino Ratio Rank
HSTIX Omega Ratio Rank: 4545
Omega Ratio Rank
HSTIX Calmar Ratio Rank: 3939
Calmar Ratio Rank
HSTIX Martin Ratio Rank: 5050
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.

CMU vs. HSTIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS High Yield Municipal Trust (CMU) and Homestead Stock Index Fund (HSTIX). 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.


CMUHSTIXDifference

Sharpe ratio

Return per unit of total volatility

0.84

0.81

+0.03

Sortino ratio

Return per unit of downside risk

1.12

1.26

-0.14

Omega ratio

Gain probability vs. loss probability

1.18

1.19

-0.01

Calmar ratio

Return relative to maximum drawdown

1.06

1.01

+0.05

Martin ratio

Return relative to average drawdown

3.05

4.91

-1.86

CMU vs. HSTIX - Sharpe Ratio Comparison

The current CMU Sharpe Ratio is 0.84, which is comparable to the HSTIX Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of CMU and HSTIX, 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


CMUHSTIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

0.81

+0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.03

0.66

-0.63

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.14

0.74

-0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

0.36

-0.24

Correlation

The correlation between CMU and HSTIX is 0.11, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

CMU vs. HSTIX - Dividend Comparison

CMU's dividend yield for the trailing twelve months is around 5.45%, more than HSTIX's 1.96% yield.


TTM20252024202320222021202020192018201720162015
CMU
MFS High Yield Municipal Trust
5.45%5.38%4.69%4.05%5.58%4.52%4.93%4.81%6.09%5.87%6.13%6.22%
HSTIX
Homestead Stock Index Fund
1.96%1.82%1.08%2.49%1.91%2.13%1.40%1.98%1.98%0.89%1.51%1.66%

Drawdowns

CMU vs. HSTIX - Drawdown Comparison

The maximum CMU drawdown since its inception was -57.31%, roughly equal to the maximum HSTIX drawdown of -55.64%. Use the drawdown chart below to compare losses from any high point for CMU and HSTIX.


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Drawdown Indicators


CMUHSTIXDifference

Max Drawdown

Largest peak-to-trough decline

-57.31%

-55.64%

-1.67%

Max Drawdown (1Y)

Largest decline over 1 year

-8.68%

-12.13%

+3.45%

Max Drawdown (5Y)

Largest decline over 5 years

-37.25%

-24.78%

-12.47%

Max Drawdown (10Y)

Largest decline over 10 years

-37.25%

-33.82%

-3.43%

Current Drawdown

Current decline from peak

-8.14%

-8.97%

+0.83%

Average Drawdown

Average peak-to-trough decline

-13.04%

-11.65%

-1.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.02%

2.51%

+0.51%

Volatility

CMU vs. HSTIX - Volatility Comparison

The current volatility for MFS High Yield Municipal Trust (CMU) is 3.99%, while Homestead Stock Index Fund (HSTIX) has a volatility of 4.23%. This indicates that CMU experiences smaller price fluctuations and is considered to be less risky than HSTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CMUHSTIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.99%

4.23%

-0.24%

Volatility (6M)

Calculated over the trailing 6-month period

6.33%

9.07%

-2.74%

Volatility (1Y)

Calculated over the trailing 1-year period

10.31%

18.08%

-7.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.36%

16.89%

-4.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.68%

18.02%

-3.34%