PortfoliosLab logoPortfoliosLab logo
OVM vs. PZT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OVM vs. PZT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Overlay Shares Municipal Bond ETF (OVM) and Invesco New York AMT-Free Municipal Bond ETF (PZT). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, OVM achieves a 3.96% return, which is significantly higher than PZT's 2.87% return.


OVM

1D
-0.17%
1M
1.10%
YTD
3.96%
6M
4.16%
1Y
11.81%
3Y*
5.37%
5Y*
1.59%
10Y*

PZT

1D
-0.31%
1M
1.38%
YTD
2.87%
6M
3.17%
1Y
9.52%
3Y*
3.35%
5Y*
-0.03%
10Y*
1.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

OVM vs. PZT - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
OVM
Overlay Shares Municipal Bond ETF
3.96%4.14%3.42%7.35%-11.26%4.22%6.17%1.72%
PZT
Invesco New York AMT-Free Municipal Bond ETF
2.87%1.76%1.17%7.57%-13.04%2.67%5.89%0.24%

Correlation

The correlation between OVM and PZT is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.43

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

0.53

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

0.57

Correlation (All Time)
Calculated using the full available price history since Oct 2, 2019

0.52

The correlation between OVM and PZT shifts across timeframes, from 0.43 (1 year) to 0.57 (5 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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


Return for Risk

OVM vs. PZT — Risk / Return Rank

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

OVM
OVM Risk / Return Rank: 8888
Overall Rank
OVM Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
OVM Sortino Ratio Rank: 9090
Sortino Ratio Rank
OVM Omega Ratio Rank: 9090
Omega Ratio Rank
OVM Calmar Ratio Rank: 8686
Calmar Ratio Rank
OVM Martin Ratio Rank: 8787
Martin Ratio Rank

PZT
PZT Risk / Return Rank: 6161
Overall Rank
PZT Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
PZT Sortino Ratio Rank: 6060
Sortino Ratio Rank
PZT Omega Ratio Rank: 6666
Omega Ratio Rank
PZT Calmar Ratio Rank: 6161
Calmar Ratio Rank
PZT 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.

OVM vs. PZT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Overlay Shares Municipal Bond ETF (OVM) and Invesco New York AMT-Free Municipal Bond ETF (PZT). 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.


OVMPZTDifference
Sharpe ratioReturn per unit of total volatility

+0.83

Sortino ratioReturn per unit of downside risk

+1.41

Omega ratioGain probability vs. loss probability

1.58

1.40

+0.18

Calmar ratioReturn relative to maximum drawdown

4.86

3.02

+1.85

Martin ratioReturn relative to average drawdown

18.92

10.29

+8.63

OVM vs. PZT - Sharpe Ratio Comparison

The current OVM Sharpe Ratio is 2.85, which is higher than the PZT Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of OVM and PZT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


OVMPZTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.85

2.02

+0.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

-0.00

+0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.37

+0.05

Drawdowns

OVM vs. PZT - Drawdown Comparison

The maximum OVM drawdown since its inception was -15.58%, smaller than the maximum PZT drawdown of -22.73%. Use the drawdown chart below to compare losses from any high point for OVM and PZT.


Loading charts...

Drawdown Indicators


OVMPZTDifference

Max Drawdown

Largest peak-to-trough decline

-15.58%

-22.73%

+7.15%

Max Drawdown (1Y)

Largest decline over 1 year

-2.44%

-3.17%

+0.73%

Max Drawdown (3Y)

Largest decline over 3 years

-8.20%

-9.00%

+0.80%

Max Drawdown (5Y)

Largest decline over 5 years

-15.58%

-19.13%

+3.55%

Max Drawdown (10Y)

Largest decline over 10 years

-19.13%

Current Drawdown

Current decline from peak

-0.17%

-1.42%

+1.25%

Average Drawdown

Average peak-to-trough decline

-4.01%

-3.91%

-0.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.63%

0.93%

-0.30%

Volatility

OVM vs. PZT - Volatility Comparison

The current volatility for Overlay Shares Municipal Bond ETF (OVM) is 1.26%, while Invesco New York AMT-Free Municipal Bond ETF (PZT) has a volatility of 2.10%. This indicates that OVM experiences smaller price fluctuations and is considered to be less risky than PZT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


OVMPZTDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.26%

2.10%

-0.84%

Volatility (6M)

Calculated over the trailing 6-month period

3.36%

3.45%

-0.09%

Volatility (1Y)

Calculated over the trailing 1-year period

4.16%

4.75%

-0.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.39%

6.62%

-1.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.55%

6.96%

-0.41%

OVM vs. PZT - Expense Ratio Comparison

OVM has a 0.82% expense ratio, which is higher than PZT's 0.28% expense ratio.


Dividends

OVM vs. PZT - Dividend Comparison

OVM's dividend yield for the trailing twelve months is around 6.11%, more than PZT's 3.58% yield.


PositionTTM20252024202320222021202020192018201720162015
OVM
Overlay Shares Municipal Bond ETF
6.11%5.45%4.91%4.66%4.21%6.10%3.97%0.58%0.00%0.00%0.00%0.00%
PZT
Invesco New York AMT-Free Municipal Bond ETF
3.58%3.43%3.04%2.82%2.66%2.77%2.55%2.73%3.01%2.94%3.36%3.40%

Frequently Asked Questions


OVM and PZT have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PZT has higher volatility (2.10%) compared to OVM (1.26%). In terms of maximum drawdown, OVM dropped -15.58% vs PZT's -22.73%.

On 5-year performance, OVM leads with 1.59% vs -0.03% for PZT. On fees, PZT is cheaper at 0.28% per year. On volatility, OVM has been the lower-risk option at 1.26%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, OVM has performed better with a 1.59% return vs -0.03%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PZT is cheaper with a 0.28% expense ratio, compared with 0.82% for OVM.

OVM has the higher dividend yield at 6.11%, compared with 3.58% for PZT.

They also come from different issuers: Liquid Strategies and Invesco. Their fees differ too: 0.82% for OVM and 0.28% for PZT.

OVM currently has the higher Sharpe Ratio (2.85 vs 2.02), 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

Find the right allocation for OVM and PZT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer