PortfoliosLab logoPortfoliosLab logo
VKMMX vs. SPMO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VKMMX vs. SPMO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Municipal Income Fund (VKMMX) and Invesco S&P 500 Momentum ETF (SPMO). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

VKMMX vs. SPMO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VKMMX
Invesco Municipal Income Fund
-0.60%3.03%3.01%6.50%-12.49%3.63%4.66%8.67%0.24%6.33%
SPMO
Invesco S&P 500 Momentum ETF
-5.78%26.58%45.82%17.56%-10.45%22.64%28.25%25.93%-0.92%27.76%

Returns By Period

In the year-to-date period, VKMMX achieves a -0.60% return, which is significantly higher than SPMO's -5.78% return. Over the past 10 years, VKMMX has underperformed SPMO with an annualized return of 1.95%, while SPMO has yielded a comparatively higher 17.16% annualized return.


VKMMX

1D
0.26%
1M
-2.70%
YTD
-0.60%
6M
0.58%
1Y
2.25%
3Y*
2.93%
5Y*
0.32%
10Y*
1.95%

SPMO

1D
3.96%
1M
-5.89%
YTD
-5.78%
6M
-6.90%
1Y
22.23%
3Y*
28.36%
5Y*
17.17%
10Y*
17.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VKMMX vs. SPMO - Expense Ratio Comparison

VKMMX has a 0.81% expense ratio, which is higher than SPMO's 0.13% expense ratio.


Return for Risk

VKMMX vs. SPMO — Risk / Return Rank

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

VKMMX
VKMMX Risk / Return Rank: 1919
Overall Rank
VKMMX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
VKMMX Sortino Ratio Rank: 1717
Sortino Ratio Rank
VKMMX Omega Ratio Rank: 2525
Omega Ratio Rank
VKMMX Calmar Ratio Rank: 1818
Calmar Ratio Rank
VKMMX Martin Ratio Rank: 1515
Martin Ratio Rank

SPMO
SPMO Risk / Return Rank: 6666
Overall Rank
SPMO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
SPMO Sortino Ratio Rank: 6262
Sortino Ratio Rank
SPMO Omega Ratio Rank: 6565
Omega Ratio Rank
SPMO Calmar Ratio Rank: 7474
Calmar Ratio Rank
SPMO Martin Ratio Rank: 6868
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.

VKMMX vs. SPMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Municipal Income Fund (VKMMX) and Invesco S&P 500 Momentum ETF (SPMO). 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.


VKMMXSPMODifference

Sharpe ratio

Return per unit of total volatility

0.51

0.98

-0.48

Sortino ratio

Return per unit of downside risk

0.73

1.51

-0.78

Omega ratio

Gain probability vs. loss probability

1.14

1.22

-0.08

Calmar ratio

Return relative to maximum drawdown

0.54

1.79

-1.25

Martin ratio

Return relative to average drawdown

1.41

6.36

-4.94

VKMMX vs. SPMO - Sharpe Ratio Comparison

The current VKMMX Sharpe Ratio is 0.51, which is lower than the SPMO Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of VKMMX and SPMO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


VKMMXSPMODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.51

0.98

-0.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.07

0.91

-0.84

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

0.86

-0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

1.03

0.85

+0.18

Correlation

The correlation between VKMMX and SPMO is 0.00, 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

VKMMX vs. SPMO - Dividend Comparison

VKMMX's dividend yield for the trailing twelve months is around 4.03%, more than SPMO's 0.91% yield.


TTM20252024202320222021202020192018201720162015
VKMMX
Invesco Municipal Income Fund
4.03%5.16%4.06%3.12%3.42%3.05%2.86%3.80%4.07%3.62%4.14%4.22%
SPMO
Invesco S&P 500 Momentum ETF
0.91%0.73%0.48%1.63%1.66%0.52%1.27%1.39%1.05%0.77%1.94%0.36%

Drawdowns

VKMMX vs. SPMO - Drawdown Comparison

The maximum VKMMX drawdown since its inception was -21.20%, smaller than the maximum SPMO drawdown of -30.95%. Use the drawdown chart below to compare losses from any high point for VKMMX and SPMO.


Loading graphics...

Drawdown Indicators


VKMMXSPMODifference

Max Drawdown

Largest peak-to-trough decline

-21.20%

-30.95%

+9.75%

Max Drawdown (1Y)

Largest decline over 1 year

-5.88%

-12.70%

+6.82%

Max Drawdown (5Y)

Largest decline over 5 years

-17.97%

-22.74%

+4.77%

Max Drawdown (10Y)

Largest decline over 10 years

-17.97%

-30.95%

+12.98%

Current Drawdown

Current decline from peak

-2.70%

-9.24%

+6.54%

Average Drawdown

Average peak-to-trough decline

-2.62%

-4.66%

+2.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.23%

3.57%

-1.34%

Volatility

VKMMX vs. SPMO - Volatility Comparison

The current volatility for Invesco Municipal Income Fund (VKMMX) is 1.25%, while Invesco S&P 500 Momentum ETF (SPMO) has a volatility of 6.82%. This indicates that VKMMX experiences smaller price fluctuations and is considered to be less risky than SPMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


VKMMXSPMODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.25%

6.82%

-5.57%

Volatility (6M)

Calculated over the trailing 6-month period

2.00%

12.62%

-10.62%

Volatility (1Y)

Calculated over the trailing 1-year period

6.27%

22.68%

-16.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.91%

19.06%

-14.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.77%

20.08%

-15.31%