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IIM vs. VGM
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

IIM vs. VGM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Value Municipal Income Trust (IIM) and Invesco Trust for Investment Grade Municipals (VGM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IIM achieves a 6.36% return, which is significantly higher than VGM's 4.11% return. Both investments have delivered pretty close results over the past 10 years, with IIM having a 2.22% annualized return and VGM not far ahead at 2.26%.


IIM

1D
0.56%
1M
5.37%
YTD
6.36%
6M
8.03%
1Y
17.54%
3Y*
9.76%
5Y*
0.80%
10Y*
2.22%

VGM

1D
0.29%
1M
4.04%
YTD
4.11%
6M
5.33%
1Y
18.77%
3Y*
9.38%
5Y*
0.16%
10Y*
2.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IIM vs. VGM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IIM
Invesco Value Municipal Income Trust
6.36%11.88%8.04%2.05%-25.41%14.13%7.07%18.79%-4.40%7.05%
VGM
Invesco Trust for Investment Grade Municipals
4.11%11.03%8.77%2.99%-24.15%10.88%7.97%17.59%-7.86%9.51%

Correlation

The correlation between IIM and VGM is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.48

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

0.65

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

0.66

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

0.61

Correlation (All Time)
Calculated using the full available price history since Oct 27, 1994

0.39

The correlation between IIM and VGM shifts across timeframes, from 0.39 (all time) to 0.66 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

IIM:

$594.55M

VGM:

$564.01M

EPS

IIM:

$0.85

VGM:

$0.69

PE Ratio

IIM:

14.85

VGM:

15.11

PEG Ratio

IIM:

0.08

VGM:

0.15

PS Ratio

IIM:

8.14

VGM:

7.96

PB Ratio

IIM:

1.00

VGM:

0.98

Total Revenue (TTM)

IIM:

$73.01M

VGM:

$70.86M

Gross Profit (TTM)

IIM:

$54.83M

VGM:

$52.49M

EBITDA (TTM)

IIM:

$51.93M

VGM:

$49.62M

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Return for Risk

IIM vs. VGM — Risk / Return Rank

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

IIM
IIM Risk / Return Rank: 8080
Overall Rank
IIM Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
IIM Sortino Ratio Rank: 8383
Sortino Ratio Rank
IIM Omega Ratio Rank: 8181
Omega Ratio Rank
IIM Calmar Ratio Rank: 7474
Calmar Ratio Rank
IIM Martin Ratio Rank: 7979
Martin Ratio Rank

VGM
VGM Risk / Return Rank: 8585
Overall Rank
VGM Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
VGM Sortino Ratio Rank: 8585
Sortino Ratio Rank
VGM Omega Ratio Rank: 8787
Omega Ratio Rank
VGM Calmar Ratio Rank: 7878
Calmar Ratio Rank
VGM Martin Ratio Rank: 8888
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.

IIM vs. VGM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Value Municipal Income Trust (IIM) and Invesco Trust for Investment Grade Municipals (VGM). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IIMVGMDifference
Sharpe ratioReturn per unit of total volatility

-0.15

Sortino ratioReturn per unit of downside risk

-0.23

Omega ratioGain probability vs. loss probability

1.31

1.37

-0.06

Calmar ratioReturn relative to maximum drawdown

1.92

2.24

-0.32

Martin ratioReturn relative to average drawdown

5.80

9.95

-4.16

IIM vs. VGM - Sharpe Ratio Comparison

The current IIM Sharpe Ratio is 1.66, which is comparable to the VGM Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of IIM and VGM, 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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Drawdowns

IIM vs. VGM - Drawdown Comparison

The maximum IIM drawdown since its inception was -40.17%, smaller than the maximum VGM drawdown of -49.40%. Use the drawdown chart below to compare losses from any high point for IIM and VGM.


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Drawdown Indicators


IIMVGMDifference

Max Drawdown

Largest peak-to-trough decline

-40.17%

-49.40%

+9.23%

Max Drawdown (1Y)

Largest decline over 1 year

-9.19%

-8.42%

-0.77%

Max Drawdown (3Y)

Largest decline over 3 years

-16.20%

-15.65%

-0.55%

Max Drawdown (5Y)

Largest decline over 5 years

-35.75%

-36.61%

+0.86%

Max Drawdown (10Y)

Largest decline over 10 years

-35.75%

-36.61%

+0.86%

Current Drawdown

Current decline from peak

-2.13%

-2.92%

+0.79%

Average Drawdown

Average peak-to-trough decline

-7.35%

-8.99%

+1.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.03%

1.89%

+1.14%

Volatility

IIM vs. VGM - Volatility Comparison

The current volatility for Invesco Value Municipal Income Trust (IIM) is 2.42%, while Invesco Trust for Investment Grade Municipals (VGM) has a volatility of 3.27%. This indicates that IIM experiences smaller price fluctuations and is considered to be less risky than VGM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IIMVGMDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.42%

3.27%

-0.85%

Volatility (6M)

Calculated over the trailing 6-month period

8.79%

9.11%

-0.32%

Volatility (1Y)

Calculated over the trailing 1-year period

10.65%

10.45%

+0.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.48%

11.60%

+0.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.85%

12.42%

+0.43%

Dividends

IIM vs. VGM - Dividend Comparison

IIM's dividend yield for the trailing twelve months is around 7.33%, less than VGM's 7.45% yield.


PositionTTM20252024202320222021202020192018201720162015
IIM
Invesco Value Municipal Income Trust
7.33%7.51%6.58%4.72%5.87%4.51%4.48%4.61%5.43%4.99%5.52%5.20%
VGM
Invesco Trust for Investment Grade Municipals
7.45%7.48%6.35%4.42%5.67%4.65%4.65%4.82%5.97%5.79%6.50%6.62%

Financials

IIM vs. VGM - Financials Comparison

This section allows you to compare key financial metrics between Invesco Value Municipal Income Trust and Invesco Trust for Investment Grade Municipals. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


14.00M16.00M18.00M20.00M22.00M24.00M26.00M28.00M20222023202420252026
22.07M
21.64M
(IIM) Total Revenue
(VGM) Total Revenue
Values in USD except per share items

Frequently Asked Questions


IIM and VGM have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VGM has higher volatility (3.27%) compared to IIM (2.42%). In terms of maximum drawdown, IIM dropped -40.17% vs VGM's -49.40%.

VGM currently has the higher Sharpe Ratio (1.80 vs 1.66), 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.

Portfolio Optimizer

Find the right allocation for IIM and VGM

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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