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MFM vs. VKQ
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

MFM vs. VKQ - Performance Comparison

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

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MFM vs. VKQ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MFM
MFS Municipal Income Trust
-0.73%6.95%8.35%4.11%-22.63%9.45%-0.87%20.83%-5.56%9.45%
VKQ
Invesco Municipal Trust
1.52%6.47%9.70%0.87%-22.25%9.82%8.91%16.66%-5.65%7.97%

Fundamentals

Market Cap

MFM:

$219.12M

VKQ:

$531.77M

EPS

MFM:

$1.27

VKQ:

$0.41

PE Ratio

MFM:

4.18

VKQ:

23.50

PEG Ratio

MFM:

0.00

VKQ:

0.12

PS Ratio

MFM:

7.13

VKQ:

7.65

PB Ratio

MFM:

0.88

VKQ:

0.99

Total Revenue (TTM)

MFM:

$30.71M

VKQ:

$69.51M

Gross Profit (TTM)

MFM:

$52.05M

VKQ:

$36.62M

EBITDA (TTM)

MFM:

$44.07M

VKQ:

-$8.75M

Returns By Period

In the year-to-date period, MFM achieves a -0.73% return, which is significantly lower than VKQ's 1.52% return. Over the past 10 years, MFM has underperformed VKQ with an annualized return of 1.88%, while VKQ has yielded a comparatively higher 2.42% annualized return.


MFM

1D
-1.30%
1M
-4.24%
YTD
-0.73%
6M
1.73%
1Y
4.91%
3Y*
4.76%
5Y*
-0.45%
10Y*
1.88%

VKQ

1D
0.95%
1M
-2.98%
YTD
1.52%
6M
3.19%
1Y
6.59%
3Y*
5.66%
5Y*
-0.38%
10Y*
2.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

MFM vs. VKQ — Risk / Return Rank

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

MFM
MFM Risk / Return Rank: 5454
Overall Rank
MFM Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
MFM Sortino Ratio Rank: 4646
Sortino Ratio Rank
MFM Omega Ratio Rank: 4545
Omega Ratio Rank
MFM Calmar Ratio Rank: 5959
Calmar Ratio Rank
MFM Martin Ratio Rank: 6262
Martin Ratio Rank

VKQ
VKQ Risk / Return Rank: 6060
Overall Rank
VKQ Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
VKQ Sortino Ratio Rank: 5454
Sortino Ratio Rank
VKQ Omega Ratio Rank: 5353
Omega Ratio Rank
VKQ Calmar Ratio Rank: 6464
Calmar Ratio Rank
VKQ Martin Ratio Rank: 6464
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.

MFM vs. VKQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Municipal Income Trust (MFM) 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.


MFMVKQDifference

Sharpe ratio

Return per unit of total volatility

0.43

0.65

-0.22

Sortino ratio

Return per unit of downside risk

0.69

0.95

-0.26

Omega ratio

Gain probability vs. loss probability

1.09

1.13

-0.04

Calmar ratio

Return relative to maximum drawdown

0.81

1.12

-0.31

Martin ratio

Return relative to average drawdown

2.19

2.61

-0.42

MFM vs. VKQ - Sharpe Ratio Comparison

The current MFM Sharpe Ratio is 0.43, which is lower than the VKQ Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of MFM and VKQ, 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


MFMVKQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.43

0.65

-0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.03

-0.03

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.13

0.19

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.25

-0.04

Correlation

The correlation between MFM and VKQ is 0.30, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

MFM vs. VKQ - Dividend Comparison

MFM's dividend yield for the trailing twelve months is around 5.33%, less than VKQ's 7.84% yield.


TTM20252024202320222021202020192018201720162015
MFM
MFS Municipal Income Trust
5.33%5.08%4.65%4.12%4.85%4.34%4.70%4.71%5.91%5.61%5.72%5.76%
VKQ
Invesco Municipal Trust
7.84%7.81%6.43%4.60%5.63%4.71%4.65%4.96%5.98%5.78%6.44%6.39%

Drawdowns

MFM vs. VKQ - Drawdown Comparison

The maximum MFM drawdown since its inception was -54.24%, which is greater than VKQ's maximum drawdown of -51.05%. Use the drawdown chart below to compare losses from any high point for MFM and VKQ.


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Drawdown Indicators


MFMVKQDifference

Max Drawdown

Largest peak-to-trough decline

-54.24%

-51.05%

-3.19%

Max Drawdown (1Y)

Largest decline over 1 year

-7.26%

-6.49%

-0.77%

Max Drawdown (5Y)

Largest decline over 5 years

-34.39%

-37.29%

+2.90%

Max Drawdown (10Y)

Largest decline over 10 years

-34.39%

-37.29%

+2.90%

Current Drawdown

Current decline from peak

-10.68%

-10.17%

-0.51%

Average Drawdown

Average peak-to-trough decline

-8.95%

-9.86%

+0.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.70%

2.99%

-0.29%

Volatility

MFM vs. VKQ - Volatility Comparison

MFS Municipal Income Trust (MFM) has a higher volatility of 4.64% compared to Invesco Municipal Trust (VKQ) at 3.53%. This indicates that MFM's price experiences larger fluctuations and is considered to be riskier 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


MFMVKQDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.64%

3.53%

+1.11%

Volatility (6M)

Calculated over the trailing 6-month period

7.91%

5.76%

+2.15%

Volatility (1Y)

Calculated over the trailing 1-year period

11.42%

10.17%

+1.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.09%

11.60%

+2.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.85%

12.75%

+2.10%

Financials

MFM vs. VKQ - Financials Comparison

This section allows you to compare key financial metrics between MFS Municipal Income Trust and Invesco Municipal Trust. 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


5.00M10.00M15.00M20.00M20212022202320242025
6.35M
14.36M
(MFM) Total Revenue
(VKQ) Total Revenue
Values in USD except per share items