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MMIN vs. ACTHX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MMIN vs. ACTHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in IQ MacKay Municipal Insured ETF (MMIN) and Invesco High Yield Municipal Fund (ACTHX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with MMIN having a 1.29% return and ACTHX slightly lower at 1.23%.


MMIN

1D
0.17%
1M
-1.74%
6M
0.36%
YTD
1.29%
1Y
7.00%
3Y*
3.83%
5Y*
0.33%
10Y*
ALL TIME*
2.45%

ACTHX

1D
0.00%
1M
-2.51%
6M
0.78%
YTD
1.23%
1Y
6.48%
3Y*
4.73%
5Y*
0.04%
10Y*
2.46%
ALL TIME*
4.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$2.40M$2.06M$1.87M

MMIN vs. ACTHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MMIN
IQ MacKay Municipal Insured ETF
1.29%4.65%0.93%7.45%-11.20%1.35%7.47%8.08%1.97%1.00%
ACTHX
Invesco High Yield Municipal Fund
1.23%4.38%5.54%4.34%-13.94%6.29%3.25%10.12%1.44%1.28%

Correlation

The correlation between MMIN and ACTHX is 0.58, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.58

Correlation (3Y)
Balances recent behavior with more history.

0.68

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.69

Correlation (All Time)
Calculated using the full available price history since Oct 18, 2017

0.60

The correlation between MMIN and ACTHX shifts across timeframes, from 0.58 (1 year) to 0.69 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

MMIN vs. ACTHX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

MMIN
MMIN Risk / Return Rank: 7373
Overall Rank
MMIN Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
MMIN Sortino Ratio Rank: 7979
Sortino Ratio Rank
MMIN Omega Ratio Rank: 8484
Omega Ratio Rank
MMIN Calmar Ratio Rank: 6161
Calmar Ratio Rank
MMIN Martin Ratio Rank: 6262
Martin Ratio Rank

ACTHX
ACTHX Risk / Return Rank: 7070
Overall Rank
ACTHX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
ACTHX Sortino Ratio Rank: 8282
Sortino Ratio Rank
ACTHX Omega Ratio Rank: 8585
Omega Ratio Rank
ACTHX Calmar Ratio Rank: 5858
Calmar Ratio Rank
ACTHX Martin Ratio Rank: 5353
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

MMIN vs. ACTHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IQ MacKay Municipal Insured ETF (MMIN) and Invesco High Yield Municipal Fund (ACTHX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


MMINACTHXDifference
Sharpe ratioReturn per unit of total volatility

+0.18

Sortino ratioReturn per unit of downside risk

-0.04

Omega ratioGain probability vs. loss probability

1.40

1.42

-0.02

Calmar ratioReturn relative to maximum drawdown

2.44

2.25

+0.20

Martin ratioReturn relative to average drawdown

8.39

7.91

+0.48

MMIN vs. ACTHX - Sharpe Ratio Comparison

The current MMIN Sharpe Ratio is 2.00, which is comparable to the ACTHX Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of MMIN and ACTHX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

MMIN vs. ACTHX - Drawdown Comparison

The maximum MMIN drawdown since its inception was -16.87%, smaller than the maximum ACTHX drawdown of -27.29%. Use the drawdown chart below to compare losses from any high point for MMIN and ACTHX.


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Drawdown Indicators


MMINACTHXDifference

Max Drawdown

Largest peak-to-trough decline

-16.87%

-27.29%

+10.42%

Max Drawdown (1Y)

Largest decline over 1 year

-2.87%

-2.98%

+0.11%

Max Drawdown (3Y)

Largest decline over 3 years

-5.82%

-8.79%

+2.97%

Max Drawdown (5Y)

Largest decline over 5 years

-16.59%

-19.83%

+3.24%

Max Drawdown (10Y)

Largest decline over 10 years

-19.83%

Current Drawdown

Current decline from peak

-1.81%

-2.62%

+0.81%

Average Drawdown

Average peak-to-trough decline

-4.25%

-3.54%

-0.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.84%

0.84%

0.00%

Volatility

MMIN vs. ACTHX - Volatility Comparison

IQ MacKay Municipal Insured ETF (MMIN) has a higher volatility of 1.20% compared to Invesco High Yield Municipal Fund (ACTHX) at 1.00%. This indicates that MMIN's price experiences larger fluctuations and is considered to be riskier than ACTHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MMINACTHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.20%

1.00%

+0.20%

Volatility (6M)

Calculated over the trailing 6-month period

2.71%

2.90%

-0.19%

Volatility (1Y)

Calculated over the trailing 1-year period

3.52%

3.69%

-0.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.05%

5.75%

-0.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.92%

5.40%

+1.52%

MMIN vs. ACTHX - Expense Ratio Comparison

MMIN has a 0.31% expense ratio, which is lower than ACTHX's 1.39% expense ratio.


Dividends

MMIN vs. ACTHX - Dividend Comparison

MMIN's dividend yield for the trailing twelve months is around 4.06%, less than ACTHX's 4.98% yield.


PositionTTM20252024202320222021202020192018201720162015
ACTHX
Invesco High Yield Municipal Fund
4.98%7.14%5.64%4.22%4.72%3.95%4.33%4.70%4.78%4.71%5.11%4.93%
MMIN
IQ MacKay Municipal Insured ETF
4.06%4.07%3.96%3.73%2.93%1.72%2.21%2.75%2.78%0.47%0.00%0.00%

Frequently Asked Questions


MMIN and ACTHX have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MMIN has higher volatility (1.20%) compared to ACTHX (1.00%). In terms of maximum drawdown, MMIN dropped -16.87% vs ACTHX's -27.29%.

MMIN currently has the higher Sharpe Ratio (2.00 vs 1.82), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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