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VKI vs. VLT
Performance
Return for Risk
Drawdowns
Volatility
Dividends
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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Returns By Period

In the year-to-date period, VKI achieves a 0.05% return, which is significantly higher than VLT's -2.21% return. Over the past 10 years, VKI has underperformed VLT with an annualized return of 1.91%, while VLT has yielded a comparatively higher 6.47% annualized return.


VKI

1D
-0.56%
1M
2.95%
YTD
0.05%
6M
5.48%
1Y
16.44%
3Y*
8.95%
5Y*
-0.52%
10Y*
1.91%

VLT

1D
-0.29%
1M
0.95%
YTD
-2.21%
6M
-0.98%
1Y
8.60%
3Y*
11.91%
5Y*
3.82%
10Y*
6.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VKI vs. VLT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VKI
Invesco Advantage Municipal Income Trust II
0.05%12.79%10.19%3.06%-25.51%12.59%6.75%18.99%-8.07%7.82%
VLT
Invesco High Income Trust II
-2.21%13.22%17.38%13.12%-20.82%14.53%4.46%23.60%-7.97%10.68%

Correlation

The correlation between VKI and VLT is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.38

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

0.41

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

0.39

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

0.31

Correlation (All Time)
Calculated using the full available price history since Aug 21, 1995

0.17

Over the past year, VKI and VLT have become more correlated (0.38) than their long-term average of 0.17, meaning their price movements have been converging.

Fundamentals

Market Cap

VKI:

$393.01M

VLT:

$68.11M

EPS

VKI:

$0.57

VLT:

$1.84

PE Ratio

VKI:

15.43

VLT:

5.67

PEG Ratio

VKI:

0.22

VLT:

0.02

PS Ratio

VKI:

7.61

VLT:

4.11

PB Ratio

VKI:

0.97

VLT:

0.95

Total Revenue (TTM)

VKI:

$51.65M

VLT:

$16.55M

Gross Profit (TTM)

VKI:

$37.27M

VLT:

$13.85M

EBITDA (TTM)

VKI:

$34.88M

VLT:

$16.82M

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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: 7474
Overall Rank
VKI Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
VKI Sortino Ratio Rank: 7575
Sortino Ratio Rank
VKI Omega Ratio Rank: 7676
Omega Ratio Rank
VKI Calmar Ratio Rank: 6767
Calmar Ratio Rank
VKI Martin Ratio Rank: 7474
Martin Ratio Rank

VLT
VLT Risk / Return Rank: 6666
Overall Rank
VLT Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
VLT Sortino Ratio Rank: 6767
Sortino Ratio Rank
VLT Omega Ratio Rank: 6767
Omega Ratio Rank
VLT Calmar Ratio Rank: 5858
Calmar Ratio Rank
VLT Martin Ratio Rank: 6666
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 ratioReturn per unit of total volatility

+0.27

Sortino ratioReturn per unit of downside risk

+0.37

Omega ratioGain probability vs. loss probability

1.27

1.21

+0.06

Calmar ratioReturn relative to maximum drawdown

1.33

0.82

+0.51

Martin ratioReturn relative to average drawdown

4.75

2.92

+1.83

VKI vs. VLT - Sharpe Ratio Comparison

The current VKI Sharpe Ratio is 1.34, which is comparable to the VLT Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of VKI and VLT, 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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Sharpe Ratios by Period


VKIVLTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.34

1.07

+0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.04

0.33

-0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.15

0.47

-0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.14

+0.17

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 (3Y)

Largest decline over 3 years

-15.37%

-13.41%

-1.96%

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

-8.58%

-3.42%

-5.16%

Average Drawdown

Average peak-to-trough decline

-8.82%

-16.95%

+8.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.47%

2.95%

+0.52%

Volatility

VKI vs. VLT - Volatility Comparison

Invesco Advantage Municipal Income Trust II (VKI) has a higher volatility of 4.35% compared to Invesco High Income Trust II (VLT) at 3.42%. 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

4.35%

3.42%

+0.93%

Volatility (6M)

Calculated over the trailing 6-month period

10.79%

6.57%

+4.22%

Volatility (1Y)

Calculated over the trailing 1-year period

12.37%

8.05%

+4.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.05%

11.72%

+1.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.10%

13.93%

-0.83%

Dividends

VKI vs. VLT - Dividend Comparison

VKI's dividend yield for the trailing twelve months is around 7.58%, less than VLT's 10.78% yield.


PositionTTM20252024202320222021202020192018201720162015
VKI
Invesco Advantage Municipal Income Trust II
7.58%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
10.78%10.27%10.55%11.13%11.27%8.06%8.51%8.10%8.44%7.00%8.06%9.71%

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


5.00M10.00M15.00M20222023202420252026
15.31M
4.35M
(VKI) Total Revenue
(VLT) Total Revenue
Values in USD except per share items

Frequently Asked Questions


VKI and VLT have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VKI has higher volatility (4.35%) compared to VLT (3.42%). In terms of maximum drawdown, VKI dropped -52.22% vs VLT's -75.78%.

VKI currently has the higher Sharpe Ratio (1.34 vs 1.07), 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 VKI and VLT

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