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EVIM vs. MUST
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EVIM vs. MUST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eaton Vance Intermediate Municipal Income ETF (EVIM) and Columbia Multi-Sector Municipal Income ETF (MUST). The values are adjusted to include any dividend payments, if applicable.

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EVIM vs. MUST - Yearly Performance Comparison


2026 (YTD)202520242023
EVIM
Eaton Vance Intermediate Municipal Income ETF
-0.16%5.85%1.65%6.88%
MUST
Columbia Multi-Sector Municipal Income ETF
0.02%4.92%0.37%9.42%

Returns By Period

In the year-to-date period, EVIM achieves a -0.16% return, which is significantly lower than MUST's 0.02% return.


EVIM

1D
0.38%
1M
-2.51%
YTD
-0.16%
6M
1.87%
1Y
5.65%
3Y*
5Y*
10Y*

MUST

1D
0.34%
1M
-2.40%
YTD
0.02%
6M
1.52%
1Y
5.29%
3Y*
2.90%
5Y*
0.78%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EVIM vs. MUST - Expense Ratio Comparison

EVIM has a 0.29% expense ratio, which is higher than MUST's 0.23% expense ratio.


Return for Risk

EVIM vs. MUST — Risk / Return Rank

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

EVIM
EVIM Risk / Return Rank: 6969
Overall Rank
EVIM Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
EVIM Sortino Ratio Rank: 6969
Sortino Ratio Rank
EVIM Omega Ratio Rank: 8484
Omega Ratio Rank
EVIM Calmar Ratio Rank: 6565
Calmar Ratio Rank
EVIM Martin Ratio Rank: 5353
Martin Ratio Rank

MUST
MUST Risk / Return Rank: 4444
Overall Rank
MUST Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
MUST Sortino Ratio Rank: 4040
Sortino Ratio Rank
MUST Omega Ratio Rank: 4242
Omega Ratio Rank
MUST Calmar Ratio Rank: 4747
Calmar Ratio Rank
MUST Martin Ratio Rank: 4545
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.

EVIM vs. MUST - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Intermediate Municipal Income ETF (EVIM) and Columbia Multi-Sector Municipal Income ETF (MUST). 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.


EVIMMUSTDifference

Sharpe ratio

Return per unit of total volatility

1.40

0.81

+0.59

Sortino ratio

Return per unit of downside risk

1.76

1.10

+0.67

Omega ratio

Gain probability vs. loss probability

1.34

1.16

+0.17

Calmar ratio

Return relative to maximum drawdown

1.68

1.17

+0.51

Martin ratio

Return relative to average drawdown

5.26

4.26

+1.00

EVIM vs. MUST - Sharpe Ratio Comparison

The current EVIM Sharpe Ratio is 1.40, which is higher than the MUST Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of EVIM and MUST, 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


EVIMMUSTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.40

0.81

+0.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

1.49

0.51

+0.98

Correlation

The correlation between EVIM and MUST is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

EVIM vs. MUST - Dividend Comparison

EVIM's dividend yield for the trailing twelve months is around 3.58%, more than MUST's 3.29% yield.


TTM20252024202320222021202020192018
EVIM
Eaton Vance Intermediate Municipal Income ETF
3.58%3.58%3.56%0.78%0.00%0.00%0.00%0.00%0.00%
MUST
Columbia Multi-Sector Municipal Income ETF
3.29%3.28%3.13%2.51%1.76%1.62%2.33%2.70%0.55%

Drawdowns

EVIM vs. MUST - Drawdown Comparison

The maximum EVIM drawdown since its inception was -4.23%, smaller than the maximum MUST drawdown of -13.83%. Use the drawdown chart below to compare losses from any high point for EVIM and MUST.


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Drawdown Indicators


EVIMMUSTDifference

Max Drawdown

Largest peak-to-trough decline

-4.23%

-13.83%

+9.60%

Max Drawdown (1Y)

Largest decline over 1 year

-3.54%

-4.56%

+1.02%

Max Drawdown (5Y)

Largest decline over 5 years

-13.83%

Current Drawdown

Current decline from peak

-2.51%

-2.49%

-0.02%

Average Drawdown

Average peak-to-trough decline

-0.82%

-3.44%

+2.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.13%

1.25%

-0.12%

Volatility

EVIM vs. MUST - Volatility Comparison

The current volatility for Eaton Vance Intermediate Municipal Income ETF (EVIM) is 1.38%, while Columbia Multi-Sector Municipal Income ETF (MUST) has a volatility of 1.84%. This indicates that EVIM experiences smaller price fluctuations and is considered to be less risky than MUST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EVIMMUSTDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.38%

1.84%

-0.46%

Volatility (6M)

Calculated over the trailing 6-month period

1.82%

3.43%

-1.61%

Volatility (1Y)

Calculated over the trailing 1-year period

4.07%

6.60%

-2.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.94%

5.38%

-1.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.94%

5.60%

-1.66%