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PMO vs. IIM
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

PMO vs. IIM - Performance Comparison

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

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PMO vs. IIM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PMO
Putnam Municipal Opportunities Trust
-2.65%10.45%3.15%-1.31%-20.32%10.08%9.38%23.13%-4.05%8.89%
IIM
Invesco Value Municipal Income Trust
0.52%11.88%8.04%2.05%-25.41%14.13%7.07%18.79%-4.40%7.05%

Fundamentals

Market Cap

PMO:

$282.21M

IIM:

$572.35M

EPS

PMO:

$3.07

IIM:

$0.59

PE Ratio

PMO:

3.36

IIM:

20.46

PEG Ratio

PMO:

0.19

IIM:

0.08

PS Ratio

PMO:

10.51

IIM:

7.88

PB Ratio

PMO:

0.90

IIM:

1.01

Total Revenue (TTM)

PMO:

$27.18M

IIM:

$72.68M

Gross Profit (TTM)

PMO:

$18.84M

IIM:

$38.44M

EBITDA (TTM)

PMO:

$86.11M

IIM:

-$3.97M

Returns By Period

In the year-to-date period, PMO achieves a -2.65% return, which is significantly lower than IIM's 0.52% return. Over the past 10 years, PMO has outperformed IIM with an annualized return of 2.80%, while IIM has yielded a comparatively lower 2.00% annualized return.


PMO

1D
2.49%
1M
-4.44%
YTD
-2.65%
6M
1.98%
1Y
5.82%
3Y*
4.17%
5Y*
-0.73%
10Y*
2.80%

IIM

1D
2.53%
1M
-6.89%
YTD
0.52%
6M
0.52%
1Y
9.61%
3Y*
6.57%
5Y*
0.66%
10Y*
2.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

PMO vs. IIM — Risk / Return Rank

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

PMO
PMO Risk / Return Rank: 5959
Overall Rank
PMO Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
PMO Sortino Ratio Rank: 5353
Sortino Ratio Rank
PMO Omega Ratio Rank: 5353
Omega Ratio Rank
PMO Calmar Ratio Rank: 6060
Calmar Ratio Rank
PMO Martin Ratio Rank: 6464
Martin Ratio Rank

IIM
IIM Risk / Return Rank: 6666
Overall Rank
IIM Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
IIM Sortino Ratio Rank: 6262
Sortino Ratio Rank
IIM Omega Ratio Rank: 6262
Omega Ratio Rank
IIM Calmar Ratio Rank: 6464
Calmar Ratio Rank
IIM Martin Ratio Rank: 7272
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.

PMO vs. IIM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Putnam Municipal Opportunities Trust (PMO) and Invesco Value Municipal Income Trust (IIM). 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.


PMOIIMDifference

Sharpe ratio

Return per unit of total volatility

0.59

0.85

-0.26

Sortino ratio

Return per unit of downside risk

0.89

1.23

-0.34

Omega ratio

Gain probability vs. loss probability

1.12

1.17

-0.04

Calmar ratio

Return relative to maximum drawdown

0.81

1.02

-0.20

Martin ratio

Return relative to average drawdown

2.51

3.91

-1.40

PMO vs. IIM - Sharpe Ratio Comparison

The current PMO Sharpe Ratio is 0.59, which is lower than the IIM Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of PMO and IIM, 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


PMOIIMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.59

0.85

-0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.05

0.05

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.20

0.16

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.41

-0.05

Correlation

The correlation between PMO and IIM is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

PMO vs. IIM - Dividend Comparison

PMO's dividend yield for the trailing twelve months is around 4.54%, less than IIM's 7.61% yield.


TTM20252024202320222021202020192018201720162015
PMO
Putnam Municipal Opportunities Trust
4.54%4.25%4.15%4.64%5.87%4.42%4.65%4.85%5.55%5.26%5.89%5.81%
IIM
Invesco Value Municipal Income Trust
7.61%7.51%6.58%4.72%5.87%4.51%4.48%4.61%5.43%4.99%5.52%5.20%

Drawdowns

PMO vs. IIM - Drawdown Comparison

The maximum PMO drawdown since its inception was -36.46%, smaller than the maximum IIM drawdown of -40.17%. Use the drawdown chart below to compare losses from any high point for PMO and IIM.


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Drawdown Indicators


PMOIIMDifference

Max Drawdown

Largest peak-to-trough decline

-36.46%

-40.17%

+3.71%

Max Drawdown (1Y)

Largest decline over 1 year

-7.53%

-9.19%

+1.66%

Max Drawdown (5Y)

Largest decline over 5 years

-36.46%

-35.75%

-0.71%

Max Drawdown (10Y)

Largest decline over 10 years

-36.46%

-35.75%

-0.71%

Current Drawdown

Current decline from peak

-15.61%

-7.51%

-8.10%

Average Drawdown

Average peak-to-trough decline

-7.91%

-7.37%

-0.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.44%

2.39%

+0.05%

Volatility

PMO vs. IIM - Volatility Comparison

The current volatility for Putnam Municipal Opportunities Trust (PMO) is 3.66%, while Invesco Value Municipal Income Trust (IIM) has a volatility of 5.42%. This indicates that PMO experiences smaller price fluctuations and is considered to be less risky than IIM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PMOIIMDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.66%

5.42%

-1.76%

Volatility (6M)

Calculated over the trailing 6-month period

5.98%

8.43%

-2.45%

Volatility (1Y)

Calculated over the trailing 1-year period

9.83%

11.34%

-1.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.99%

12.31%

+2.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.26%

12.79%

+1.47%

Financials

PMO vs. IIM - Financials Comparison

This section allows you to compare key financial metrics between Putnam Municipal Opportunities Trust and Invesco Value Municipal Income Trust. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.005.00M10.00M15.00M20.00M25.00M202020212022202320242025
6.73M
15.89M
(PMO) Total Revenue
(IIM) Total Revenue
Values in USD except per share items