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MMHYX vs. TMNIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MMHYX vs. TMNIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS Municipal High Income Fund (MMHYX) and Counterpoint Tactical Municipal Fund (TMNIX). The values are adjusted to include any dividend payments, if applicable.

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MMHYX vs. TMNIX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
MMHYX
MFS Municipal High Income Fund
-0.10%5.02%6.72%5.30%-14.64%5.31%3.39%9.94%1.08%
TMNIX
Counterpoint Tactical Municipal Fund
-0.24%2.56%3.92%6.85%-3.12%2.96%6.73%8.70%0.12%

Returns By Period

In the year-to-date period, MMHYX achieves a -0.10% return, which is significantly higher than TMNIX's -0.24% return.


MMHYX

1D
0.41%
1M
-1.99%
YTD
-0.10%
6M
1.57%
1Y
3.37%
3Y*
4.84%
5Y*
0.89%
10Y*
2.78%

TMNIX

1D
0.00%
1M
-1.82%
YTD
-0.24%
6M
0.81%
1Y
3.88%
3Y*
3.41%
5Y*
2.35%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MMHYX vs. TMNIX - Expense Ratio Comparison

MMHYX has a 0.61% expense ratio, which is lower than TMNIX's 1.00% expense ratio.


Return for Risk

MMHYX vs. TMNIX — Risk / Return Rank

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

MMHYX
MMHYX Risk / Return Rank: 2424
Overall Rank
MMHYX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
MMHYX Sortino Ratio Rank: 1919
Sortino Ratio Rank
MMHYX Omega Ratio Rank: 3535
Omega Ratio Rank
MMHYX Calmar Ratio Rank: 2525
Calmar Ratio Rank
MMHYX Martin Ratio Rank: 2020
Martin Ratio Rank

TMNIX
TMNIX Risk / Return Rank: 7878
Overall Rank
TMNIX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
TMNIX Sortino Ratio Rank: 8787
Sortino Ratio Rank
TMNIX Omega Ratio Rank: 9191
Omega Ratio Rank
TMNIX Calmar Ratio Rank: 6969
Calmar Ratio Rank
TMNIX Martin Ratio Rank: 5858
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.

MMHYX vs. TMNIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Municipal High Income Fund (MMHYX) and Counterpoint Tactical Municipal Fund (TMNIX). 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.


MMHYXTMNIXDifference

Sharpe ratio

Return per unit of total volatility

0.65

1.67

-1.02

Sortino ratio

Return per unit of downside risk

0.89

2.48

-1.59

Omega ratio

Gain probability vs. loss probability

1.18

1.43

-0.25

Calmar ratio

Return relative to maximum drawdown

0.83

1.80

-0.97

Martin ratio

Return relative to average drawdown

2.42

6.33

-3.91

MMHYX vs. TMNIX - Sharpe Ratio Comparison

The current MMHYX Sharpe Ratio is 0.65, which is lower than the TMNIX Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of MMHYX and TMNIX, 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


MMHYXTMNIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.65

1.67

-1.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.18

0.79

-0.61

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

1.11

1.35

-0.24

Correlation

The correlation between MMHYX and TMNIX is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

MMHYX vs. TMNIX - Dividend Comparison

MMHYX's dividend yield for the trailing twelve months is around 4.37%, more than TMNIX's 3.07% yield.


TTM20252024202320222021202020192018201720162015
MMHYX
MFS Municipal High Income Fund
4.37%5.77%3.91%3.59%3.03%2.95%3.57%3.99%4.18%4.38%4.31%4.64%
TMNIX
Counterpoint Tactical Municipal Fund
3.07%2.79%3.31%3.40%0.36%4.39%2.36%3.69%1.10%0.00%0.00%0.00%

Drawdowns

MMHYX vs. TMNIX - Drawdown Comparison

The maximum MMHYX drawdown since its inception was -23.28%, which is greater than TMNIX's maximum drawdown of -4.63%. Use the drawdown chart below to compare losses from any high point for MMHYX and TMNIX.


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Drawdown Indicators


MMHYXTMNIXDifference

Max Drawdown

Largest peak-to-trough decline

-23.28%

-4.63%

-18.65%

Max Drawdown (1Y)

Largest decline over 1 year

-5.86%

-2.21%

-3.65%

Max Drawdown (5Y)

Largest decline over 5 years

-19.89%

-4.63%

-15.26%

Max Drawdown (10Y)

Largest decline over 10 years

-19.89%

Current Drawdown

Current decline from peak

-2.38%

-2.18%

-0.20%

Average Drawdown

Average peak-to-trough decline

-2.89%

-1.48%

-1.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.00%

0.63%

+1.37%

Volatility

MMHYX vs. TMNIX - Volatility Comparison

MFS Municipal High Income Fund (MMHYX) has a higher volatility of 1.27% compared to Counterpoint Tactical Municipal Fund (TMNIX) at 1.07%. This indicates that MMHYX's price experiences larger fluctuations and is considered to be riskier than TMNIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MMHYXTMNIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.27%

1.07%

+0.20%

Volatility (6M)

Calculated over the trailing 6-month period

2.05%

1.69%

+0.36%

Volatility (1Y)

Calculated over the trailing 1-year period

5.98%

2.34%

+3.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.90%

3.00%

+1.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.82%

2.68%

+2.14%