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IIM vs. BIAEX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

IIM vs. BIAEX

Last updated May 12, 2025

Compare and contrast key facts about Invesco Value Municipal Income Trust (IIM) and Brown Advisory Tax Exempt Bond Fund (BIAEX).

BIAEX is managed by Brown Advisory Funds. It was launched on Jun 28, 2012.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IIM or BIAEX.

Correlation

The correlation between IIM and BIAEX is -0.63. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Performance

IIM vs. BIAEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Value Municipal Income Trust (IIM) and Brown Advisory Tax Exempt Bond Fund (BIAEX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

IIM:

8.48%

BIAEX:

1.00%

Max Drawdown

IIM:

-0.34%

BIAEX:

0.00%

Current Drawdown

IIM:

0.00%

BIAEX:

0.00%

Returns By Period

IIM

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

BIAEX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

IIM vs. BIAEX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IIM
The Risk-Adjusted Performance Rank of IIM is 7777
Overall Rank
The Sharpe Ratio Rank of IIM is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of IIM is 7777
Sortino Ratio Rank
The Omega Ratio Rank of IIM is 7676
Omega Ratio Rank
The Calmar Ratio Rank of IIM is 7171
Calmar Ratio Rank
The Martin Ratio Rank of IIM is 8181
Martin Ratio Rank
BIAEX
The Risk-Adjusted Performance Rank of BIAEX is 5353
Overall Rank
The Sharpe Ratio Rank of BIAEX is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of BIAEX is 4646
Sortino Ratio Rank
The Omega Ratio Rank of BIAEX is 5252
Omega Ratio Rank
The Calmar Ratio Rank of BIAEX is 6161
Calmar Ratio Rank
The Martin Ratio Rank of BIAEX is 5353
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.

IIM vs. BIAEX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Value Municipal Income Trust (IIM) and Brown Advisory Tax Exempt Bond Fund (BIAEX). 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.

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Dividends

IIM vs. BIAEX - Dividend Comparison

IIM's dividend yield for the trailing twelve months is around 7.46%, more than BIAEX's 3.99% yield.

TTM20242023202220212020201920182017201620152014
IIM
Invesco Value Municipal Income Trust		7.46%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BIAEX
Brown Advisory Tax Exempt Bond Fund		3.99%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

IIM vs. BIAEX - Drawdown Comparison

The maximum IIM drawdown since its inception was -0.34%, which is greater than BIAEX's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for IIM and BIAEX. For additional features, visit the drawdowns tool.

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Volatility

IIM vs. BIAEX - Volatility Comparison

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