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OPATX vs. ONJAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OPATX vs. ONJAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Pennsylvania Municipal Fund (OPATX) and Invesco New Jersey Municipal Fund (ONJAX). The values are adjusted to include any dividend payments, if applicable.

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OPATX vs. ONJAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OPATX
Invesco Pennsylvania Municipal Fund
-1.79%2.66%3.25%5.69%-10.34%4.40%5.23%11.84%11.32%0.14%
ONJAX
Invesco New Jersey Municipal Fund
-1.24%3.35%3.02%6.33%-10.45%5.34%4.12%10.84%14.13%-6.45%

Returns By Period

In the year-to-date period, OPATX achieves a -1.79% return, which is significantly lower than ONJAX's -1.24% return. Over the past 10 years, OPATX has outperformed ONJAX with an annualized return of 3.32%, while ONJAX has yielded a comparatively lower 2.85% annualized return.


OPATX

1D
0.20%
1M
-2.94%
YTD
-1.79%
6M
-0.93%
1Y
0.45%
3Y*
2.46%
5Y*
0.43%
10Y*
3.32%

ONJAX

1D
0.23%
1M
-2.45%
YTD
-1.24%
6M
-0.48%
1Y
2.34%
3Y*
2.72%
5Y*
0.93%
10Y*
2.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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OPATX vs. ONJAX - Expense Ratio Comparison

OPATX has a 0.89% expense ratio, which is lower than ONJAX's 1.08% expense ratio.


Return for Risk

OPATX vs. ONJAX — Risk / Return Rank

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

OPATX
OPATX Risk / Return Rank: 77
Overall Rank
OPATX Sharpe Ratio Rank: 88
Sharpe Ratio Rank
OPATX Sortino Ratio Rank: 77
Sortino Ratio Rank
OPATX Omega Ratio Rank: 99
Omega Ratio Rank
OPATX Calmar Ratio Rank: 66
Calmar Ratio Rank
OPATX Martin Ratio Rank: 66
Martin Ratio Rank

ONJAX
ONJAX Risk / Return Rank: 1919
Overall Rank
ONJAX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
ONJAX Sortino Ratio Rank: 1919
Sortino Ratio Rank
ONJAX Omega Ratio Rank: 3030
Omega Ratio Rank
ONJAX Calmar Ratio Rank: 1212
Calmar Ratio Rank
ONJAX Martin Ratio Rank: 1111
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.

OPATX vs. ONJAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Pennsylvania Municipal Fund (OPATX) and Invesco New Jersey Municipal Fund (ONJAX). 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.


OPATXONJAXDifference

Sharpe ratio

Return per unit of total volatility

0.19

0.60

-0.41

Sortino ratio

Return per unit of downside risk

0.31

0.85

-0.54

Omega ratio

Gain probability vs. loss probability

1.06

1.16

-0.10

Calmar ratio

Return relative to maximum drawdown

-0.01

0.29

-0.30

Martin ratio

Return relative to average drawdown

-0.02

0.86

-0.88

OPATX vs. ONJAX - Sharpe Ratio Comparison

The current OPATX Sharpe Ratio is 0.19, which is lower than the ONJAX Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of OPATX and ONJAX, 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


OPATXONJAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.19

0.60

-0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

0.22

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

0.64

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

1.11

0.80

+0.30

Correlation

The correlation between OPATX and ONJAX is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

OPATX vs. ONJAX - Dividend Comparison

OPATX's dividend yield for the trailing twelve months is around 2.84%, more than ONJAX's 2.29% yield.


TTM20252024202320222021202020192018201720162015
OPATX
Invesco Pennsylvania Municipal Fund
2.84%4.85%4.27%3.04%2.69%3.08%3.25%3.47%3.59%5.21%5.68%5.83%
ONJAX
Invesco New Jersey Municipal Fund
2.29%3.91%3.53%3.14%3.59%3.60%4.19%3.04%2.79%4.30%4.78%5.20%

Drawdowns

OPATX vs. ONJAX - Drawdown Comparison

The maximum OPATX drawdown since its inception was -38.22%, smaller than the maximum ONJAX drawdown of -40.71%. Use the drawdown chart below to compare losses from any high point for OPATX and ONJAX.


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Drawdown Indicators


OPATXONJAXDifference

Max Drawdown

Largest peak-to-trough decline

-38.22%

-40.71%

+2.49%

Max Drawdown (1Y)

Largest decline over 1 year

-5.94%

-5.29%

-0.65%

Max Drawdown (5Y)

Largest decline over 5 years

-15.53%

-14.76%

-0.77%

Max Drawdown (10Y)

Largest decline over 10 years

-15.53%

-14.76%

-0.77%

Current Drawdown

Current decline from peak

-2.94%

-2.45%

-0.49%

Average Drawdown

Average peak-to-trough decline

-2.92%

-3.68%

+0.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.38%

1.88%

+0.50%

Volatility

OPATX vs. ONJAX - Volatility Comparison

Invesco Pennsylvania Municipal Fund (OPATX) has a higher volatility of 1.49% compared to Invesco New Jersey Municipal Fund (ONJAX) at 1.24%. This indicates that OPATX's price experiences larger fluctuations and is considered to be riskier than ONJAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OPATXONJAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.49%

1.24%

+0.25%

Volatility (6M)

Calculated over the trailing 6-month period

2.62%

2.25%

+0.37%

Volatility (1Y)

Calculated over the trailing 1-year period

7.80%

5.80%

+2.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.08%

4.27%

+0.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.76%

4.49%

+0.27%