VKQ vs. IVV
Compare and contrast key facts about Invesco Municipal Trust (VKQ) and iShares Core S&P 500 ETF (IVV).
IVV is a passively managed fund by iShares that tracks the performance of the S&P 500 Index. It was launched on May 15, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VKQ or IVV.
Performance
VKQ vs. IVV - Performance Comparison
Returns By Period
In the year-to-date period, VKQ achieves a 10.69% return, which is significantly lower than IVV's 25.50% return. Over the past 10 years, VKQ has underperformed IVV with an annualized return of 3.31%, while IVV has yielded a comparatively higher 13.13% annualized return.
VKQ
10.69%
-0.57%
7.93%
16.87%
0.99%
3.31%
IVV
25.50%
1.17%
12.21%
32.17%
15.57%
13.13%
Key characteristics
| VKQ | IVV | |
|---|---|---|
| Sharpe Ratio | 1.76 | 2.62 |
| Sortino Ratio | 2.69 | 3.51 |
| Omega Ratio | 1.34 | 1.49 |
| Calmar Ratio | 0.60 | 3.79 |
| Martin Ratio | 9.58 | 17.04 |
| Ulcer Index | 1.77% | 1.87% |
| Daily Std Dev | 9.63% | 12.16% |
| Max Drawdown | -51.05% | -55.25% |
| Current Drawdown | -16.15% | -1.35% |
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Correlation
The correlation between VKQ and IVV is 0.11, 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.
Risk-Adjusted Performance
VKQ vs. IVV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Municipal Trust (VKQ) and iShares Core S&P 500 ETF (IVV). 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.
Dividends
VKQ vs. IVV - Dividend Comparison
VKQ's dividend yield for the trailing twelve months is around 6.06%, more than IVV's 1.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VKQ Invesco Municipal Trust | 6.06% | 4.60% | 5.63% | 4.71% | 4.66% | 4.99% | 5.98% | 5.76% | 6.43% | 6.39% | 6.37% | 7.35% |
IVV iShares Core S&P 500 ETF | 1.25% | 1.44% | 1.66% | 1.20% | 1.57% | 1.99% | 2.21% | 1.75% | 2.01% | 2.27% | 1.83% | 1.80% |
Drawdowns
VKQ vs. IVV - Drawdown Comparison
The maximum VKQ drawdown since its inception was -51.05%, smaller than the maximum IVV drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for VKQ and IVV. For additional features, visit the drawdowns tool.
Volatility
VKQ vs. IVV - Volatility Comparison
The current volatility for Invesco Municipal Trust (VKQ) is 2.86%, while iShares Core S&P 500 ETF (IVV) has a volatility of 4.09%. This indicates that VKQ experiences smaller price fluctuations and is considered to be less risky than IVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.