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

Performance

VGM vs. IIM - Performance Comparison

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

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Returns By Period

In the year-to-date period, VGM achieves a 1.56% return, which is significantly lower than IIM's 5.55% return. Over the past 10 years, VGM has underperformed IIM with an annualized return of 2.15%, while IIM has yielded a comparatively higher 2.26% annualized return.


VGM

1D
0.59%
1M
-0.64%
YTD
1.56%
6M
2.69%
1Y
15.92%
3Y*
8.78%
5Y*
-0.23%
10Y*
2.15%

IIM

1D
-0.39%
1M
3.51%
YTD
5.55%
6M
5.27%
1Y
16.21%
3Y*
9.56%
5Y*
0.72%
10Y*
2.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VGM vs. IIM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VGM
Invesco Trust for Investment Grade Municipals
1.56%11.03%8.77%2.99%-24.15%10.88%7.97%17.59%-7.86%9.51%
IIM
Invesco Value Municipal Income Trust
5.55%11.88%8.04%2.05%-25.41%14.13%7.07%18.79%-4.40%7.05%

Correlation

The correlation between VGM and IIM is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.47

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

0.65

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

0.66

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

0.61

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

0.39

The correlation between VGM and IIM shifts across timeframes, from 0.39 (all time) to 0.66 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

VGM:

$553.71M

IIM:

$593.61M

EPS

VGM:

$0.69

IIM:

$0.85

PE Ratio

VGM:

14.84

IIM:

14.83

PEG Ratio

VGM:

0.15

IIM:

0.08

PS Ratio

VGM:

7.81

IIM:

8.13

PB Ratio

VGM:

0.96

IIM:

1.00

Total Revenue (TTM)

VGM:

$70.86M

IIM:

$73.01M

Gross Profit (TTM)

VGM:

$52.49M

IIM:

$54.83M

EBITDA (TTM)

VGM:

$49.62M

IIM:

$51.93M

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Return for Risk

VGM vs. IIM — Risk / Return Rank

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

VGM
VGM Risk / Return Rank: 8282
Overall Rank
VGM Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
VGM Sortino Ratio Rank: 8181
Sortino Ratio Rank
VGM Omega Ratio Rank: 8383
Omega Ratio Rank
VGM Calmar Ratio Rank: 7676
Calmar Ratio Rank
VGM Martin Ratio Rank: 8686
Martin Ratio Rank

IIM
IIM Risk / Return Rank: 7979
Overall Rank
IIM Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
IIM Sortino Ratio Rank: 8080
Sortino Ratio Rank
IIM Omega Ratio Rank: 8080
Omega Ratio Rank
IIM Calmar Ratio Rank: 7474
Calmar Ratio Rank
IIM Martin Ratio Rank: 7878
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.

VGM vs. IIM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Trust for Investment Grade Municipals (VGM) 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.

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.


VGMIIMDifference
Sharpe ratioReturn per unit of total volatility

+0.01

Sortino ratioReturn per unit of downside risk

+0.02

Omega ratioGain probability vs. loss probability

1.31

1.29

+0.03

Calmar ratioReturn relative to maximum drawdown

1.90

1.77

+0.13

Martin ratioReturn relative to average drawdown

8.45

5.38

+3.06

VGM vs. IIM - Sharpe Ratio Comparison

The current VGM Sharpe Ratio is 1.55, which is comparable to the IIM Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of VGM and IIM, 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

VGM vs. IIM - Drawdown Comparison

The maximum VGM drawdown since its inception was -49.40%, which is greater than IIM's maximum drawdown of -40.17%. Use the drawdown chart below to compare losses from any high point for VGM and IIM.


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Drawdown Indicators


VGMIIMDifference

Max Drawdown

Largest peak-to-trough decline

-49.40%

-40.17%

-9.23%

Max Drawdown (1Y)

Largest decline over 1 year

-8.42%

-9.19%

+0.77%

Max Drawdown (3Y)

Largest decline over 3 years

-15.65%

-16.20%

+0.55%

Max Drawdown (5Y)

Largest decline over 5 years

-36.61%

-35.75%

-0.86%

Max Drawdown (10Y)

Largest decline over 10 years

-36.61%

-35.75%

-0.86%

Current Drawdown

Current decline from peak

-5.29%

-2.89%

-2.40%

Average Drawdown

Average peak-to-trough decline

-8.99%

-7.36%

-1.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.89%

3.02%

-1.13%

Volatility

VGM vs. IIM - Volatility Comparison

Invesco Trust for Investment Grade Municipals (VGM) has a higher volatility of 3.85% compared to Invesco Value Municipal Income Trust (IIM) at 2.56%. This indicates that VGM's price experiences larger fluctuations and is considered to be riskier 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


VGMIIMDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.85%

2.56%

+1.29%

Volatility (6M)

Calculated over the trailing 6-month period

8.96%

8.77%

+0.19%

Volatility (1Y)

Calculated over the trailing 1-year period

10.33%

10.61%

-0.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.56%

12.47%

-0.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.41%

12.84%

-0.43%

Dividends

VGM vs. IIM - Dividend Comparison

VGM's dividend yield for the trailing twelve months is around 7.59%, more than IIM's 7.34% yield.


PositionTTM20252024202320222021202020192018201720162015
IIM
Invesco Value Municipal Income Trust
7.34%7.51%6.58%4.72%5.87%4.51%4.48%4.61%5.43%4.99%5.52%5.20%
VGM
Invesco Trust for Investment Grade Municipals
7.59%7.48%6.35%4.42%5.67%4.65%4.65%4.82%5.97%5.79%6.50%6.62%

Financials

VGM vs. IIM - Financials Comparison

This section allows you to compare key financial metrics between Invesco Trust for Investment Grade Municipals 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


14.00M16.00M18.00M20.00M22.00M24.00M26.00M28.00M20222023202420252026
21.64M
22.07M
(VGM) Total Revenue
(IIM) Total Revenue
Values in USD except per share items

Frequently Asked Questions


VGM and IIM have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VGM has higher volatility (3.85%) compared to IIM (2.56%). In terms of maximum drawdown, VGM dropped -49.40% vs IIM's -40.17%.

VGM currently has the higher Sharpe Ratio (1.55 vs 1.54), 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 VGM and IIM

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

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