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FEHIX vs. VKQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FEHIX vs. VKQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Eagle High Income Fund (FEHIX) and Invesco Municipal Trust (VKQ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FEHIX achieves a 2.64% return, which is significantly lower than VKQ's 4.02% return. Over the past 10 years, FEHIX has outperformed VKQ with an annualized return of 4.45%, while VKQ has yielded a comparatively lower 2.27% annualized return.


FEHIX

1D
0.25%
1M
1.53%
YTD
2.64%
6M
2.79%
1Y
4.29%
3Y*
6.04%
5Y*
3.07%
10Y*
4.45%

VKQ

1D
-0.51%
1M
2.55%
YTD
4.02%
6M
5.35%
1Y
14.31%
3Y*
8.25%
5Y*
-0.88%
10Y*
2.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FEHIX vs. VKQ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FEHIX
First Eagle High Income Fund
2.64%-0.69%11.47%8.46%-8.46%3.50%7.33%8.61%-0.40%4.62%
VKQ
Invesco Municipal Trust
4.02%6.47%9.70%0.87%-22.25%9.82%8.91%16.66%-5.65%7.97%

Correlation

The correlation between FEHIX and VKQ is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.45

Correlation (3Y)
Calculated over the trailing 3-year period

0.47

Correlation (5Y)
Calculated over the trailing 5-year period

0.42

Correlation (10Y)
Calculated over the trailing 10-year period

0.31

Correlation (All Time)
Calculated using the full available price history since Nov 21, 2007

0.20

Over the past year, FEHIX and VKQ have become more correlated (0.45) than their long-term average of 0.20, meaning their price movements have been converging.

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Return for Risk

FEHIX vs. VKQ — Risk / Return Rank

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

FEHIX
FEHIX Risk / Return Rank: 1010
Overall Rank
FEHIX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
FEHIX Sortino Ratio Rank: 1010
Sortino Ratio Rank
FEHIX Omega Ratio Rank: 1313
Omega Ratio Rank
FEHIX Calmar Ratio Rank: 88
Calmar Ratio Rank
FEHIX Martin Ratio Rank: 88
Martin Ratio Rank

VKQ
VKQ Risk / Return Rank: 8383
Overall Rank
VKQ Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
VKQ Sortino Ratio Rank: 8484
Sortino Ratio Rank
VKQ Omega Ratio Rank: 8181
Omega Ratio Rank
VKQ Calmar Ratio Rank: 7979
Calmar Ratio Rank
VKQ Martin Ratio Rank: 8787
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.

FEHIX vs. VKQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Eagle High Income Fund (FEHIX) and Invesco Municipal Trust (VKQ). 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.


FEHIXVKQDifference
Sharpe ratioReturn per unit of total volatility

-0.87

Sortino ratioReturn per unit of downside risk

-1.37

Omega ratioGain probability vs. loss probability

1.19

1.32

-0.14

Calmar ratioReturn relative to maximum drawdown

0.80

2.66

-1.86

Martin ratioReturn relative to average drawdown

2.47

10.07

-7.59

FEHIX vs. VKQ - Sharpe Ratio Comparison

The current FEHIX Sharpe Ratio is 0.86, which is lower than the VKQ Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of FEHIX and VKQ, 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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Sharpe Ratios by Period


FEHIXVKQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

1.73

-0.87

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

-0.08

+0.65

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.90

0.18

+0.72

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.25

+0.35

Drawdowns

FEHIX vs. VKQ - Drawdown Comparison

The maximum FEHIX drawdown since its inception was -29.59%, smaller than the maximum VKQ drawdown of -51.05%. Use the drawdown chart below to compare losses from any high point for FEHIX and VKQ.


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Drawdown Indicators


FEHIXVKQDifference

Max Drawdown

Largest peak-to-trough decline

-29.59%

-51.05%

+21.46%

Max Drawdown (1Y)

Largest decline over 1 year

-5.22%

-5.41%

+0.19%

Max Drawdown (3Y)

Largest decline over 3 years

-9.09%

-16.49%

+7.40%

Max Drawdown (5Y)

Largest decline over 5 years

-12.56%

-37.29%

+24.73%

Max Drawdown (10Y)

Largest decline over 10 years

-16.14%

-37.29%

+21.15%

Current Drawdown

Current decline from peak

-0.80%

-7.96%

+7.16%

Average Drawdown

Average peak-to-trough decline

-4.15%

-9.86%

+5.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.69%

1.43%

+0.26%

Volatility

FEHIX vs. VKQ - Volatility Comparison

The current volatility for First Eagle High Income Fund (FEHIX) is 1.45%, while Invesco Municipal Trust (VKQ) has a volatility of 3.09%. This indicates that FEHIX experiences smaller price fluctuations and is considered to be less risky than VKQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FEHIXVKQDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.45%

3.09%

-1.64%

Volatility (6M)

Calculated over the trailing 6-month period

3.09%

6.12%

-3.03%

Volatility (1Y)

Calculated over the trailing 1-year period

4.89%

8.37%

-3.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.41%

11.64%

-6.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.97%

12.78%

-7.81%

Dividends

FEHIX vs. VKQ - Dividend Comparison

FEHIX's dividend yield for the trailing twelve months is around 6.15%, less than VKQ's 7.75% yield.


PositionTTM20252024202320222021202020192018201720162015
FEHIX
First Eagle High Income Fund
6.15%5.92%5.17%4.40%5.00%3.87%4.32%4.40%5.56%5.22%6.09%7.53%
VKQ
Invesco Municipal Trust
7.75%7.81%6.43%4.60%5.63%4.71%4.65%4.96%5.98%5.78%6.44%6.39%

Frequently Asked Questions


FEHIX and VKQ have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VKQ has higher volatility (3.09%) compared to FEHIX (1.45%). In terms of maximum drawdown, FEHIX dropped -29.59% vs VKQ's -51.05%.

VKQ currently has the higher Sharpe Ratio (1.73 vs 0.86), 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.

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