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VKI vs. VLT
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

VKI vs. VLT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Advantage Municipal Income Trust II (VKI) and Invesco High Income Trust II (VLT). The values are adjusted to include any dividend payments, if applicable.

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VKI vs. VLT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VKI
Invesco Advantage Municipal Income Trust II
-3.31%12.79%10.19%3.06%-25.51%12.59%6.75%18.99%-8.07%7.82%
VLT
Invesco High Income Trust II
-7.22%13.22%17.38%13.12%-20.82%14.53%4.46%23.60%-7.97%10.68%

Fundamentals

Market Cap

VKI:

$384.56M

VLT:

$65.63M

EPS

VKI:

$0.72

VLT:

$2.10

PE Ratio

VKI:

11.96

VLT:

4.82

PEG Ratio

VKI:

0.08

VLT:

0.02

PS Ratio

VKI:

8.25

VLT:

4.10

PB Ratio

VKI:

1.00

VLT:

0.90

Total Revenue (TTM)

VKI:

$46.59M

VLT:

$16.01M

Gross Profit (TTM)

VKI:

$23.16M

VLT:

$10.67M

EBITDA (TTM)

VKI:

$26.67M

VLT:

$14.37M

Returns By Period

In the year-to-date period, VKI achieves a -3.31% return, which is significantly higher than VLT's -7.22% return. Over the past 10 years, VKI has underperformed VLT with an annualized return of 2.03%, while VLT has yielded a comparatively higher 6.64% annualized return.


VKI

1D
3.84%
1M
-6.82%
YTD
-3.31%
6M
2.46%
1Y
9.50%
3Y*
5.67%
5Y*
-0.38%
10Y*
2.03%

VLT

1D
2.43%
1M
-6.34%
YTD
-7.22%
6M
-5.27%
1Y
5.86%
3Y*
9.89%
5Y*
3.83%
10Y*
6.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

VKI vs. VLT — Risk / Return Rank

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

VKI
VKI Risk / Return Rank: 6262
Overall Rank
VKI Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
VKI Sortino Ratio Rank: 5858
Sortino Ratio Rank
VKI Omega Ratio Rank: 5959
Omega Ratio Rank
VKI Calmar Ratio Rank: 5959
Calmar Ratio Rank
VKI Martin Ratio Rank: 6969
Martin Ratio Rank

VLT
VLT Risk / Return Rank: 5656
Overall Rank
VLT Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
VLT Sortino Ratio Rank: 4848
Sortino Ratio Rank
VLT Omega Ratio Rank: 5555
Omega Ratio Rank
VLT Calmar Ratio Rank: 5454
Calmar Ratio Rank
VLT Martin Ratio Rank: 6262
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.

VKI vs. VLT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Advantage Municipal Income Trust II (VKI) and Invesco High Income Trust II (VLT). 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.


VKIVLTDifference

Sharpe ratio

Return per unit of total volatility

0.73

0.52

+0.21

Sortino ratio

Return per unit of downside risk

1.07

0.73

+0.34

Omega ratio

Gain probability vs. loss probability

1.15

1.13

+0.03

Calmar ratio

Return relative to maximum drawdown

0.78

0.53

+0.25

Martin ratio

Return relative to average drawdown

3.25

2.10

+1.15

VKI vs. VLT - Sharpe Ratio Comparison

The current VKI Sharpe Ratio is 0.73, which is higher than the VLT Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of VKI and VLT, 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


VKIVLTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.73

0.52

+0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.03

0.33

-0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.16

0.48

-0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.14

+0.17

Correlation

The correlation between VKI and VLT is 0.16, 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

VKI vs. VLT - Dividend Comparison

VKI's dividend yield for the trailing twelve months is around 7.75%, less than VLT's 11.26% yield.


TTM20252024202320222021202020192018201720162015
VKI
Invesco Advantage Municipal Income Trust II
7.75%7.36%6.43%4.61%6.04%4.77%4.72%4.91%6.25%5.77%6.61%6.62%
VLT
Invesco High Income Trust II
11.26%10.27%10.55%11.13%11.27%8.06%8.51%8.10%8.44%7.00%8.06%9.71%

Drawdowns

VKI vs. VLT - Drawdown Comparison

The maximum VKI drawdown since its inception was -52.22%, smaller than the maximum VLT drawdown of -75.78%. Use the drawdown chart below to compare losses from any high point for VKI and VLT.


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Drawdown Indicators


VKIVLTDifference

Max Drawdown

Largest peak-to-trough decline

-52.22%

-75.78%

+23.56%

Max Drawdown (1Y)

Largest decline over 1 year

-12.39%

-10.55%

-1.84%

Max Drawdown (5Y)

Largest decline over 5 years

-38.36%

-30.46%

-7.90%

Max Drawdown (10Y)

Largest decline over 10 years

-38.36%

-42.02%

+3.66%

Current Drawdown

Current decline from peak

-11.65%

-8.37%

-3.28%

Average Drawdown

Average peak-to-trough decline

-8.82%

-17.01%

+8.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.96%

2.64%

+0.32%

Volatility

VKI vs. VLT - Volatility Comparison

Invesco Advantage Municipal Income Trust II (VKI) has a higher volatility of 7.62% compared to Invesco High Income Trust II (VLT) at 4.39%. This indicates that VKI's price experiences larger fluctuations and is considered to be riskier than VLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VKIVLTDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.62%

4.39%

+3.23%

Volatility (6M)

Calculated over the trailing 6-month period

9.57%

6.20%

+3.37%

Volatility (1Y)

Calculated over the trailing 1-year period

13.11%

11.26%

+1.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.87%

11.66%

+1.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.00%

13.91%

-0.91%

Financials

VKI vs. VLT - Financials Comparison

This section allows you to compare key financial metrics between Invesco Advantage Municipal Income Trust II and Invesco High Income Trust II. 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


5.00M10.00M15.00MAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJuly
10.79M
2.63M
(VKI) Total Revenue
(VLT) Total Revenue
Values in USD except per share items