PortfoliosLab logoPortfoliosLab logo
VKQ vs. HYD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VKQ vs. HYD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Municipal Trust (VKQ) and VanEck Vectors High-Yield Municipal Index ETF (HYD). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

VKQ vs. HYD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VKQ
Invesco Municipal Trust
1.52%6.47%9.70%0.87%-22.25%9.82%8.91%16.66%-5.65%7.97%
HYD
VanEck Vectors High-Yield Municipal Index ETF
-0.34%2.83%4.94%6.52%-15.97%5.05%0.17%9.34%2.19%9.78%

Returns By Period

In the year-to-date period, VKQ achieves a 1.52% return, which is significantly higher than HYD's -0.34% return. Over the past 10 years, VKQ has outperformed HYD with an annualized return of 2.42%, while HYD has yielded a comparatively lower 2.06% annualized return.


VKQ

1D
0.95%
1M
-2.98%
YTD
1.52%
6M
3.19%
1Y
6.59%
3Y*
5.66%
5Y*
-0.38%
10Y*
2.42%

HYD

1D
0.90%
1M
-1.26%
YTD
-0.34%
6M
1.38%
1Y
2.70%
3Y*
3.60%
5Y*
-0.11%
10Y*
2.06%
*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.


Return for Risk

VKQ vs. HYD — Risk / Return Rank

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

VKQ
VKQ Risk / Return Rank: 6060
Overall Rank
VKQ Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
VKQ Sortino Ratio Rank: 5454
Sortino Ratio Rank
VKQ Omega Ratio Rank: 5353
Omega Ratio Rank
VKQ Calmar Ratio Rank: 6464
Calmar Ratio Rank
VKQ Martin Ratio Rank: 6464
Martin Ratio Rank

HYD
HYD Risk / Return Rank: 2525
Overall Rank
HYD Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
HYD Sortino Ratio Rank: 2121
Sortino Ratio Rank
HYD Omega Ratio Rank: 2525
Omega Ratio Rank
HYD Calmar Ratio Rank: 2929
Calmar Ratio Rank
HYD Martin Ratio Rank: 2424
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.

VKQ vs. HYD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Municipal Trust (VKQ) and VanEck Vectors High-Yield Municipal Index ETF (HYD). 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.


VKQHYDDifference

Sharpe ratio

Return per unit of total volatility

0.65

0.46

+0.19

Sortino ratio

Return per unit of downside risk

0.95

0.59

+0.36

Omega ratio

Gain probability vs. loss probability

1.13

1.11

+0.02

Calmar ratio

Return relative to maximum drawdown

1.12

0.73

+0.39

Martin ratio

Return relative to average drawdown

2.61

1.76

+0.85

VKQ vs. HYD - Sharpe Ratio Comparison

The current VKQ Sharpe Ratio is 0.65, which is higher than the HYD Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of VKQ and HYD, 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


VKQHYDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.65

0.46

+0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.03

-0.02

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

0.16

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.44

-0.19

Correlation

The correlation between VKQ and HYD is 0.32, 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

VKQ vs. HYD - Dividend Comparison

VKQ's dividend yield for the trailing twelve months is around 7.84%, more than HYD's 4.38% yield.


TTM20252024202320222021202020192018201720162015
VKQ
Invesco Municipal Trust
7.84%7.81%6.43%4.60%5.63%4.71%4.65%4.96%5.98%5.78%6.44%6.39%
HYD
VanEck Vectors High-Yield Municipal Index ETF
4.38%4.29%4.29%4.13%3.96%3.50%4.01%4.08%4.43%4.29%4.58%4.82%

Drawdowns

VKQ vs. HYD - Drawdown Comparison

The maximum VKQ drawdown since its inception was -51.05%, which is greater than HYD's maximum drawdown of -35.61%. Use the drawdown chart below to compare losses from any high point for VKQ and HYD.


Loading graphics...

Drawdown Indicators


VKQHYDDifference

Max Drawdown

Largest peak-to-trough decline

-51.05%

-35.61%

-15.44%

Max Drawdown (1Y)

Largest decline over 1 year

-6.49%

-4.42%

-2.07%

Max Drawdown (5Y)

Largest decline over 5 years

-37.29%

-20.72%

-16.57%

Max Drawdown (10Y)

Largest decline over 10 years

-37.29%

-35.61%

-1.68%

Current Drawdown

Current decline from peak

-10.17%

-4.40%

-5.77%

Average Drawdown

Average peak-to-trough decline

-9.86%

-4.34%

-5.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.99%

1.83%

+1.16%

Volatility

VKQ vs. HYD - Volatility Comparison

Invesco Municipal Trust (VKQ) has a higher volatility of 3.53% compared to VanEck Vectors High-Yield Municipal Index ETF (HYD) at 2.22%. This indicates that VKQ's price experiences larger fluctuations and is considered to be riskier than HYD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


VKQHYDDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.53%

2.22%

+1.31%

Volatility (6M)

Calculated over the trailing 6-month period

5.76%

2.83%

+2.93%

Volatility (1Y)

Calculated over the trailing 1-year period

10.17%

5.90%

+4.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.60%

6.44%

+5.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.75%

12.60%

+0.15%