PortfoliosLab logoPortfoliosLab logo
MHF vs. RMI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MHF vs. RMI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Western Asset Municipal High Income Fund Inc (MHF) and RiverNorth Opportunistic Municipal Income Fund (RMI). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

MHF vs. RMI - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
MHF
Western Asset Municipal High Income Fund Inc
2.39%7.18%11.99%4.53%-17.68%10.42%3.00%13.93%-0.99%
RMI
RiverNorth Opportunistic Municipal Income Fund
7.10%2.67%6.30%0.19%-21.34%14.86%0.62%19.27%0.55%

Returns By Period

In the year-to-date period, MHF achieves a 2.39% return, which is significantly lower than RMI's 7.10% 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%

RMI

1D
1.48%
1M
-5.16%
YTD
7.10%
6M
6.88%
1Y
8.91%
3Y*
3.97%
5Y*
0.35%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


MHF vs. RMI - Expense Ratio Comparison

MHF has a 0.04% expense ratio, which is lower than RMI's 4.92% expense ratio.


Return for Risk

MHF vs. RMI — 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

RMI
RMI Risk / Return Rank: 3232
Overall Rank
RMI Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
RMI Sortino Ratio Rank: 3131
Sortino Ratio Rank
RMI Omega Ratio Rank: 2828
Omega Ratio Rank
RMI Calmar Ratio Rank: 4242
Calmar Ratio Rank
RMI Martin Ratio Rank: 2525
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. RMI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Western Asset Municipal High Income Fund Inc (MHF) and RiverNorth Opportunistic Municipal Income Fund (RMI). 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.


MHFRMIDifference

Sharpe ratio

Return per unit of total volatility

-0.04

0.80

-0.84

Sortino ratio

Return per unit of downside risk

0.05

1.16

-1.11

Omega ratio

Gain probability vs. loss probability

1.01

1.16

-0.15

Calmar ratio

Return relative to maximum drawdown

-0.08

1.11

-1.19

Martin ratio

Return relative to average drawdown

-0.12

2.83

-2.95

MHF vs. RMI - Sharpe Ratio Comparison

The current MHF Sharpe Ratio is -0.04, which is lower than the RMI Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of MHF and RMI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


MHFRMIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.04

0.80

-0.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

0.02

+0.13

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

0.21

+0.10

Correlation

The correlation between MHF and RMI is 0.22, 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

MHF vs. RMI - Dividend Comparison

MHF's dividend yield for the trailing twelve months is around 5.88%, less than RMI's 7.42% 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%
RMI
RiverNorth Opportunistic Municipal Income Fund
7.42%7.92%7.69%7.67%7.63%10.25%6.03%4.85%0.46%0.00%0.00%0.00%

Drawdowns

MHF vs. RMI - Drawdown Comparison

The maximum MHF drawdown since its inception was -29.95%, smaller than the maximum RMI drawdown of -32.73%. Use the drawdown chart below to compare losses from any high point for MHF and RMI.


Loading graphics...

Drawdown Indicators


MHFRMIDifference

Max Drawdown

Largest peak-to-trough decline

-29.95%

-32.73%

+2.78%

Max Drawdown (1Y)

Largest decline over 1 year

-10.06%

-7.22%

-2.84%

Max Drawdown (5Y)

Largest decline over 5 years

-26.72%

-32.73%

+6.01%

Max Drawdown (10Y)

Largest decline over 10 years

-26.72%

Current Drawdown

Current decline from peak

-5.89%

-8.00%

+2.11%

Average Drawdown

Average peak-to-trough decline

-6.35%

-11.15%

+4.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.54%

2.84%

+3.70%

Volatility

MHF vs. RMI - Volatility Comparison

The current volatility for Western Asset Municipal High Income Fund Inc (MHF) is 4.84%, while RiverNorth Opportunistic Municipal Income Fund (RMI) has a volatility of 5.52%. This indicates that MHF experiences smaller price fluctuations and is considered to be less risky than RMI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


MHFRMIDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.84%

5.52%

-0.68%

Volatility (6M)

Calculated over the trailing 6-month period

8.53%

8.09%

+0.44%

Volatility (1Y)

Calculated over the trailing 1-year period

15.07%

11.22%

+3.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.99%

15.95%

-1.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.51%

16.08%

-2.57%