MFM vs. VKQ
Compare and contrast key facts about MFS Municipal Income Trust (MFM) and Invesco Municipal Trust (VKQ).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MFM or VKQ.
Key characteristics
| MFM | VKQ | |
|---|---|---|
| YTD Return | 11.93% | 11.54% |
| 1Y Return | 24.80% | 22.98% |
| 3Y Return (Ann) | -4.00% | -4.08% |
| 5Y Return (Ann) | -0.26% | 1.17% |
| 10Y Return (Ann) | 3.31% | 3.31% |
| Sharpe Ratio | 1.91 | 2.22 |
| Sortino Ratio | 2.90 | 3.42 |
| Omega Ratio | 1.36 | 1.44 |
| Calmar Ratio | 0.74 | 0.70 |
| Martin Ratio | 11.87 | 12.85 |
| Ulcer Index | 1.91% | 1.71% |
| Daily Std Dev | 11.85% | 9.91% |
| Max Drawdown | -54.24% | -51.05% |
| Current Drawdown | -13.13% | -15.50% |
Fundamentals
| MFM | VKQ | |
|---|---|---|
| Market Cap | $229.41M | $558.89M |
| EPS | $0.17 | $0.96 |
| PE Ratio | 32.76 | 10.52 |
| PEG Ratio | 0.00 | 0.00 |
| Total Revenue (TTM) | $8.53M | $40.67M |
| Gross Profit (TTM) | $7.32M | $35.20M |
| EBITDA (TTM) | $24.16M | $42.20M |
Correlation
The correlation between MFM and VKQ is 0.29, 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.
Performance
MFM vs. VKQ - Performance Comparison
The year-to-date returns for both stocks are quite close, with MFM having a 11.93% return and VKQ slightly lower at 11.54%. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: MFM at 3.31% and VKQ at 3.31%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
MFM vs. VKQ - Risk-Adjusted Performance 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.
Dividends
MFM vs. VKQ - Dividend Comparison
MFM's dividend yield for the trailing twelve months is around 4.43%, less than VKQ's 5.70% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MFM MFS Municipal Income Trust | 4.43% | 4.20% | 4.92% | 4.37% | 4.72% | 4.71% | 5.98% | 5.65% | 5.75% | 5.78% | 6.04% | 7.07% |
VKQ Invesco Municipal Trust | 5.70% | 4.60% | 5.63% | 4.71% | 4.66% | 4.99% | 5.98% | 5.76% | 6.43% | 6.39% | 6.37% | 7.35% |
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. For additional features, visit the drawdowns tool.
Volatility
MFM vs. VKQ - Volatility Comparison
MFS Municipal Income Trust (MFM) has a higher volatility of 3.52% compared to Invesco Municipal Trust (VKQ) at 2.42%. 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.
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.
Total Revenue: Total amount of money received from sales and other business activities