PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
EVIM vs. MUST
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EVIM and MUST is 0.41, 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.


-0.50.00.51.00.4

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.

-1.00%0.00%1.00%2.00%3.00%AugustSeptemberOctoberNovemberDecember2025
0.94%
0.02%
EVIM
MUST

Key characteristics

Daily Std Dev

EVIM:

4.18%

MUST:

5.37%

Max Drawdown

EVIM:

-2.75%

MUST:

-13.83%

Current Drawdown

EVIM:

-1.78%

MUST:

-3.83%

Returns By Period

In the year-to-date period, EVIM achieves a 0.09% return, which is significantly higher than MUST's -0.44% return.


EVIM

YTD

0.09%

1M

0.24%

6M

0.94%

1Y

2.68%

5Y*

N/A

10Y*

N/A

MUST

YTD

-0.44%

1M

-0.95%

6M

0.21%

1Y

1.05%

5Y*

0.76%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


EVIM vs. MUST - Expense Ratio Comparison

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


EVIM
Eaton Vance Intermediate Municipal Income ETF
Expense ratio chart for EVIM: current value at 0.29% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.29%
Expense ratio chart for MUST: current value at 0.23% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.23%

Risk-Adjusted Performance

EVIM vs. MUST — Risk-Adjusted Performance Rank

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

EVIM
The Risk-Adjusted Performance Rank of EVIM is 3030
Overall Rank
The Sharpe Ratio Rank of EVIM is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of EVIM is 2525
Sortino Ratio Rank
The Omega Ratio Rank of EVIM is 2626
Omega Ratio Rank
The Calmar Ratio Rank of EVIM is 4242
Calmar Ratio Rank
The Martin Ratio Rank of EVIM is 3232
Martin Ratio Rank

MUST
The Risk-Adjusted Performance Rank of MUST is 1010
Overall Rank
The Sharpe Ratio Rank of MUST is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of MUST is 99
Sortino Ratio Rank
The Omega Ratio Rank of MUST is 99
Omega Ratio Rank
The Calmar Ratio Rank of MUST is 1212
Calmar Ratio Rank
The Martin Ratio Rank of MUST is 1313
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

EVIM vs. MUST - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for EVIM, currently valued at 0.70, compared to the broader market0.002.004.000.700.20
The chart of Sortino ratio for EVIM, currently valued at 0.98, compared to the broader market0.005.0010.0015.000.980.33
The chart of Omega ratio for EVIM, currently valued at 1.15, compared to the broader market1.002.003.001.151.04
The chart of Calmar ratio for EVIM, currently valued at 0.97, compared to the broader market0.005.0010.0015.0020.000.970.34
The chart of Martin ratio for EVIM, currently valued at 2.90, compared to the broader market0.0020.0040.0060.0080.00100.002.900.95
EVIM
MUST


Rolling 12-month Sharpe Ratio0.000.501.001.502.00Oct 27Nov 03Nov 10Nov 17Nov 24DecemberDec 08Dec 15Dec 22Dec 29Jan 05Jan 12Jan 19
0.70
0.20
EVIM
MUST

Dividends

EVIM vs. MUST - Dividend Comparison

EVIM's dividend yield for the trailing twelve months is around 3.89%, more than MUST's 3.15% yield.


TTM2024202320222021202020192018
EVIM
Eaton Vance Intermediate Municipal Income ETF
3.89%3.89%0.78%0.00%0.00%0.00%0.00%0.00%
MUST
Columbia Multi-Sector Municipal Income ETF
3.15%3.13%2.51%1.76%1.61%2.34%2.69%0.55%

Drawdowns

EVIM vs. MUST - Drawdown Comparison

The maximum EVIM drawdown since its inception was -2.75%, 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. For additional features, visit the drawdowns tool.


-3.50%-3.00%-2.50%-2.00%-1.50%-1.00%-0.50%0.00%AugustSeptemberOctoberNovemberDecember2025
-1.78%
-2.58%
EVIM
MUST

Volatility

EVIM vs. MUST - Volatility Comparison

The current volatility for Eaton Vance Intermediate Municipal Income ETF (EVIM) is 1.32%, while Columbia Multi-Sector Municipal Income ETF (MUST) has a volatility of 1.80%. 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.


0.50%1.00%1.50%2.00%AugustSeptemberOctoberNovemberDecember2025
1.32%
1.80%
EVIM
MUST
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab