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MHF vs. APUSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MHF vs. APUSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Western Asset Municipal High Income Fund Inc (MHF) and Cavanal Hill Ultra Short Tax-Free Income Fund (APUSX). The values are adjusted to include any dividend payments, if applicable.

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MHF vs. APUSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
MHF
Western Asset Municipal High Income Fund Inc
2.39%7.18%11.99%4.53%-17.68%10.42%2.73%
APUSX
Cavanal Hill Ultra Short Tax-Free Income Fund
0.21%3.88%3.65%2.63%-0.18%-0.40%0.15%

Returns By Period

In the year-to-date period, MHF achieves a 2.39% return, which is significantly higher than APUSX's 0.21% return.


MHF

1D
4.20%
1M
0.22%
YTD
2.39%
6M
-1.14%
1Y
-0.66%
3Y*
6.79%
5Y*
2.18%
10Y*
2.65%

APUSX

1D
0.00%
1M
-0.10%
YTD
0.21%
6M
0.87%
1Y
2.54%
3Y*
3.21%
5Y*
1.96%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MHF vs. APUSX - Expense Ratio Comparison

MHF has a 0.04% expense ratio, which is lower than APUSX's 0.60% expense ratio.


Return for Risk

MHF vs. APUSX — Risk / Return Rank

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

MHF
MHF Risk / Return Rank: 55
Overall Rank
MHF Sharpe Ratio Rank: 44
Sharpe Ratio Rank
MHF Sortino Ratio Rank: 44
Sortino Ratio Rank
MHF Omega Ratio Rank: 44
Omega Ratio Rank
MHF Calmar Ratio Rank: 55
Calmar Ratio Rank
MHF Martin Ratio Rank: 55
Martin Ratio Rank

APUSX
APUSX Risk / Return Rank: 9999
Overall Rank
APUSX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
APUSX Sortino Ratio Rank: 100100
Sortino Ratio Rank
APUSX Omega Ratio Rank: 100100
Omega Ratio Rank
APUSX Calmar Ratio Rank: 100100
Calmar Ratio Rank
APUSX Martin Ratio Rank: 100100
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.

MHF vs. APUSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Western Asset Municipal High Income Fund Inc (MHF) and Cavanal Hill Ultra Short Tax-Free Income Fund (APUSX). 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.


MHFAPUSXDifference

Sharpe ratio

Return per unit of total volatility

-0.04

2.94

-2.98

Sortino ratio

Return per unit of downside risk

0.05

12.78

-12.73

Omega ratio

Gain probability vs. loss probability

1.01

6.20

-5.19

Calmar ratio

Return relative to maximum drawdown

-0.08

15.80

-15.88

Martin ratio

Return relative to average drawdown

-0.12

57.56

-57.68

MHF vs. APUSX - Sharpe Ratio Comparison

The current MHF Sharpe Ratio is -0.04, which is lower than the APUSX Sharpe Ratio of 2.94. The chart below compares the historical Sharpe Ratios of MHF and APUSX, 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


MHFAPUSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.04

2.94

-2.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

1.60

-1.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

1.40

-1.09

Correlation

The correlation between MHF and APUSX is -0.01. 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.


Dividends

MHF vs. APUSX - Dividend Comparison

MHF's dividend yield for the trailing twelve months is around 5.88%, more than APUSX's 2.61% yield.


TTM20252024202320222021202020192018201720162015
MHF
Western Asset Municipal High Income Fund Inc
5.88%5.93%5.65%3.78%3.72%3.23%3.75%4.02%4.42%4.14%4.53%4.45%
APUSX
Cavanal Hill Ultra Short Tax-Free Income Fund
2.61%3.69%3.68%1.69%0.33%0.00%0.25%0.00%0.00%0.00%0.00%0.00%

Drawdowns

MHF vs. APUSX - Drawdown Comparison

The maximum MHF drawdown since its inception was -29.95%, which is greater than APUSX's maximum drawdown of -1.64%. Use the drawdown chart below to compare losses from any high point for MHF and APUSX.


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Drawdown Indicators


MHFAPUSXDifference

Max Drawdown

Largest peak-to-trough decline

-29.95%

-1.64%

-28.31%

Max Drawdown (1Y)

Largest decline over 1 year

-10.06%

-0.20%

-9.86%

Max Drawdown (5Y)

Largest decline over 5 years

-26.72%

-1.45%

-25.27%

Max Drawdown (10Y)

Largest decline over 10 years

-26.72%

Current Drawdown

Current decline from peak

-5.89%

-0.10%

-5.79%

Average Drawdown

Average peak-to-trough decline

-6.35%

-0.30%

-6.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.54%

0.05%

+6.49%

Volatility

MHF vs. APUSX - Volatility Comparison

Western Asset Municipal High Income Fund Inc (MHF) has a higher volatility of 4.84% compared to Cavanal Hill Ultra Short Tax-Free Income Fund (APUSX) at 0.10%. This indicates that MHF's price experiences larger fluctuations and is considered to be riskier than APUSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MHFAPUSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.84%

0.10%

+4.74%

Volatility (6M)

Calculated over the trailing 6-month period

8.53%

0.53%

+8.00%

Volatility (1Y)

Calculated over the trailing 1-year period

15.07%

1.09%

+13.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.99%

1.24%

+12.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.51%

1.14%

+12.37%