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OPATX vs. VPV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OPATX vs. VPV - Performance Comparison

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

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Returns By Period

In the year-to-date period, OPATX achieves a 1.36% return, which is significantly lower than VPV's 10.77% return. Over the past 10 years, OPATX has outperformed VPV with an annualized return of 3.34%, while VPV has yielded a comparatively lower 3.00% annualized return.


OPATX

1D
0.10%
1M
2.31%
YTD
1.36%
6M
1.84%
1Y
5.83%
3Y*
3.60%
5Y*
0.67%
10Y*
3.34%

VPV

1D
-0.27%
1M
3.46%
YTD
10.77%
6M
11.78%
1Y
21.91%
3Y*
11.39%
5Y*
2.16%
10Y*
3.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

OPATX vs. VPV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OPATX
Invesco Pennsylvania Municipal Fund
1.36%2.66%3.25%5.69%-10.34%4.40%5.23%11.84%11.32%0.14%
VPV
Invesco Pennsylvania Value Municipal Income Trust
10.77%9.96%9.04%6.10%-26.32%14.57%1.46%19.47%1.31%5.14%

Correlation

The correlation between OPATX and VPV is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.26

Correlation (3Y)
Calculated over the trailing 3-year period

0.44

Correlation (5Y)
Calculated over the trailing 5-year period

0.45

Correlation (10Y)
Calculated over the trailing 10-year period

0.35

Correlation (All Time)
Calculated using the full available price history since Oct 27, 1994

0.22

The correlation between OPATX and VPV shifts across timeframes, from 0.22 (all time) to 0.45 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

OPATX vs. VPV — Risk / Return Rank

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

OPATX
OPATX Risk / Return Rank: 4242
Overall Rank
OPATX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
OPATX Sortino Ratio Rank: 4747
Sortino Ratio Rank
OPATX Omega Ratio Rank: 5858
Omega Ratio Rank
OPATX Calmar Ratio Rank: 3333
Calmar Ratio Rank
OPATX Martin Ratio Rank: 3131
Martin Ratio Rank

VPV
VPV Risk / Return Rank: 8888
Overall Rank
VPV Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
VPV Sortino Ratio Rank: 9090
Sortino Ratio Rank
VPV Omega Ratio Rank: 8989
Omega Ratio Rank
VPV Calmar Ratio Rank: 8484
Calmar Ratio Rank
VPV Martin Ratio Rank: 8989
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. VPV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Pennsylvania Municipal Fund (OPATX) and Invesco Pennsylvania Value Municipal Income Trust (VPV). 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.


OPATXVPVDifference
Sharpe ratioReturn per unit of total volatility

-0.42

Sortino ratioReturn per unit of downside risk

-0.55

Omega ratioGain probability vs. loss probability

1.38

1.41

-0.03

Calmar ratioReturn relative to maximum drawdown

2.06

3.06

-1.00

Martin ratioReturn relative to average drawdown

6.75

10.45

-3.70

OPATX vs. VPV - Sharpe Ratio Comparison

The current OPATX Sharpe Ratio is 1.71, which is comparable to the VPV Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of OPATX and VPV, 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

OPATX vs. VPV - Drawdown Comparison

The maximum OPATX drawdown since its inception was -38.22%, smaller than the maximum VPV drawdown of -45.21%. Use the drawdown chart below to compare losses from any high point for OPATX and VPV.


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Drawdown Indicators


OPATXVPVDifference

Max Drawdown

Largest peak-to-trough decline

-38.22%

-45.21%

+6.99%

Max Drawdown (1Y)

Largest decline over 1 year

-3.14%

-7.19%

+4.05%

Max Drawdown (3Y)

Largest decline over 3 years

-7.75%

-12.46%

+4.71%

Max Drawdown (5Y)

Largest decline over 5 years

-15.53%

-33.08%

+17.55%

Max Drawdown (10Y)

Largest decline over 10 years

-15.53%

-33.08%

+17.55%

Current Drawdown

Current decline from peak

0.00%

-2.30%

+2.30%

Average Drawdown

Average peak-to-trough decline

-2.90%

-8.46%

+5.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.02%

2.10%

-1.08%

Volatility

OPATX vs. VPV - Volatility Comparison

The current volatility for Invesco Pennsylvania Municipal Fund (OPATX) is 1.04%, while Invesco Pennsylvania Value Municipal Income Trust (VPV) has a volatility of 3.91%. This indicates that OPATX experiences smaller price fluctuations and is considered to be less risky than VPV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OPATXVPVDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.04%

3.91%

-2.87%

Volatility (6M)

Calculated over the trailing 6-month period

2.73%

8.79%

-6.06%

Volatility (1Y)

Calculated over the trailing 1-year period

3.77%

10.35%

-6.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.14%

10.40%

-5.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.78%

12.04%

-7.26%

Dividends

OPATX vs. VPV - Dividend Comparison

OPATX's dividend yield for the trailing twelve months is around 2.90%, less than VPV's 7.17% yield.


PositionTTM20252024202320222021202020192018201720162015
OPATX
Invesco Pennsylvania Municipal Fund
2.90%4.85%4.27%3.04%2.69%3.08%3.25%3.47%3.59%5.21%5.68%5.83%
VPV
Invesco Pennsylvania Value Municipal Income Trust
7.17%7.65%6.07%3.81%5.48%4.29%4.61%4.85%5.94%5.15%6.00%6.09%

Frequently Asked Questions


OPATX and VPV have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VPV has higher volatility (3.91%) compared to OPATX (1.04%). In terms of maximum drawdown, OPATX dropped -38.22% vs VPV's -45.21%.

VPV currently has the higher Sharpe Ratio (2.13 vs 1.71), 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.

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