STMYX vs. VWAHX
STMYX (Ocean Park Tactical Municipal Fund) and VWAHX (Vanguard High-Yield Tax-Exempt Fund Investor Shares) are both High Yield Muni funds. Over the past 5 years, STMYX returned 0.39%/yr vs 1.01%/yr for VWAHX. Their 0.74 correlation means they have sometimes moved together and sometimes differently. STMYX charges 0.92%/yr vs 0.17%/yr for VWAHX.
Performance
STMYX vs. VWAHX - Performance Comparison
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Returns By Period
In the year-to-date period, STMYX achieves a 0.80% return, which is significantly lower than VWAHX's 0.92% return.
STMYX
- 1D
- -0.17%
- 1M
- -1.85%
- 6M
- 0.14%
- YTD
- 0.80%
- 1Y
- 4.96%
- 3Y*
- 2.06%
- 5Y*
- 0.39%
- 10Y*
- —
- ALL TIME*
- 2.39%
VWAHX
- 1D
- -0.19%
- 1M
- -2.32%
- 6M
- 0.21%
- YTD
- 0.92%
- 1Y
- 6.47%
- 3Y*
- 4.71%
- 5Y*
- 1.01%
- 10Y*
- 2.75%
- ALL TIME*
- 3.66%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
STMYX vs. VWAHX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
STMYX Ocean Park Tactical Municipal Fund | 0.80% | -1.09% | 2.00% | 4.29% | -2.93% | 3.35% | 4.35% | 7.73% |
VWAHX Vanguard High-Yield Tax-Exempt Fund Investor Shares | 0.92% | 4.96% | 3.98% | 8.39% | -11.76% | 3.36% | 5.39% | 9.28% |
Correlation
The correlation between STMYX and VWAHX is 0.88, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.88 |
Correlation (3Y) Balances recent behavior with more history. | 0.83 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.74 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2019 | 0.74 |
The correlation between STMYX and VWAHX shifts across timeframes, from 0.74 (all time) to 0.88 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
STMYX vs. VWAHX — Risk / Return Rank
STMYX
VWAHX
STMYX vs. VWAHX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ocean Park Tactical Municipal Fund (STMYX) and Vanguard High-Yield Tax-Exempt Fund Investor Shares (VWAHX). 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.
| STMYX | VWAHX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.11 | ||
| Sortino ratioReturn per unit of downside risk | -0.44 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.51 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.09 | 2.27 | -0.17 |
| Martin ratioReturn relative to average drawdown | 6.94 | 7.89 | -0.95 |
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Drawdowns
STMYX vs. VWAHX - Drawdown Comparison
The maximum STMYX drawdown since its inception was -9.71%, smaller than the maximum VWAHX drawdown of -40.26%. Use the drawdown chart below to compare losses from any high point for STMYX and VWAHX.
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Drawdown Indicators
| STMYX | VWAHX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.71% | -40.26% | +30.55% |
Max Drawdown (1Y)Largest decline over 1 year | -2.55% | -3.05% | +0.50% |
Max Drawdown (3Y)Largest decline over 3 years | -7.74% | -6.14% | -1.60% |
Max Drawdown (5Y)Largest decline over 5 years | -8.59% | -17.32% | +8.73% |
Max Drawdown (10Y)Largest decline over 10 years | — | -17.32% | — |
Current DrawdownCurrent decline from peak | -2.20% | -2.32% | +0.12% |
Average DrawdownAverage peak-to-trough decline | -3.11% | -6.91% | +3.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.76% | 0.87% | -0.11% |
Volatility
STMYX vs. VWAHX - Volatility Comparison
Ocean Park Tactical Municipal Fund (STMYX) and Vanguard High-Yield Tax-Exempt Fund Investor Shares (VWAHX) have volatilities of 1.01% and 1.02%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| STMYX | VWAHX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.01% | 1.02% | -0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 2.17% | 2.59% | -0.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.65% | 3.28% | -0.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.91% | 4.82% | -0.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.69% | 4.64% | -0.95% |
STMYX vs. VWAHX - Expense Ratio Comparison
STMYX has a 0.92% expense ratio, which is higher than VWAHX's 0.17% expense ratio.
Dividends
STMYX vs. VWAHX - Dividend Comparison
STMYX's dividend yield for the trailing twelve months is around 3.63%, less than VWAHX's 3.80% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
STMYX Ocean Park Tactical Municipal Fund | 3.63% | 3.44% | 3.03% | 2.46% | 1.13% | 4.78% | 2.47% | 2.67% | 0.00% | 0.00% | 0.00% | 0.00% |
VWAHX Vanguard High-Yield Tax-Exempt Fund Investor Shares | 3.80% | 4.95% | 4.38% | 3.53% | 3.36% | 2.98% | 3.31% | 3.94% | 3.78% | 3.68% | 3.75% | 3.67% |
Frequently Asked Questions
STMYX and VWAHX have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VWAHX has higher volatility (1.02%) compared to STMYX (1.01%). In terms of maximum drawdown, STMYX dropped -9.71% vs VWAHX's -40.26%.
VWAHX currently has the higher Sharpe Ratio (2.13 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.
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