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VKQ vs. MFM
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

VKQ vs. MFM - Performance Comparison

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

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VKQ vs. MFM - 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%
MFM
MFS Municipal Income Trust
-0.73%6.95%8.35%4.11%-22.63%9.45%-0.87%20.83%-5.56%9.45%

Fundamentals

Market Cap

VKQ:

$531.77M

MFM:

$219.12M

EPS

VKQ:

$0.41

MFM:

$1.27

PE Ratio

VKQ:

23.50

MFM:

4.18

PEG Ratio

VKQ:

0.12

MFM:

0.00

PS Ratio

VKQ:

7.65

MFM:

7.13

PB Ratio

VKQ:

0.99

MFM:

0.88

Total Revenue (TTM)

VKQ:

$69.51M

MFM:

$30.71M

Gross Profit (TTM)

VKQ:

$36.62M

MFM:

$52.05M

EBITDA (TTM)

VKQ:

-$8.75M

MFM:

$44.07M

Returns By Period

In the year-to-date period, VKQ achieves a 1.52% return, which is significantly higher than MFM's -0.73% return. Over the past 10 years, VKQ has outperformed MFM with an annualized return of 2.42%, while MFM has yielded a comparatively lower 1.88% 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%

MFM

1D
-1.30%
1M
-4.24%
YTD
-0.73%
6M
1.73%
1Y
4.91%
3Y*
4.76%
5Y*
-0.45%
10Y*
1.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

VKQ vs. MFM — 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

MFM
MFM Risk / Return Rank: 5454
Overall Rank
MFM Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
MFM Sortino Ratio Rank: 4646
Sortino Ratio Rank
MFM Omega Ratio Rank: 4545
Omega Ratio Rank
MFM Calmar Ratio Rank: 5959
Calmar Ratio Rank
MFM 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.

VKQ vs. MFM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Municipal Trust (VKQ) and MFS Municipal Income Trust (MFM). 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.


VKQMFMDifference

Sharpe ratio

Return per unit of total volatility

0.65

0.43

+0.22

Sortino ratio

Return per unit of downside risk

0.95

0.69

+0.26

Omega ratio

Gain probability vs. loss probability

1.13

1.09

+0.04

Calmar ratio

Return relative to maximum drawdown

1.12

0.81

+0.31

Martin ratio

Return relative to average drawdown

2.61

2.19

+0.42

VKQ vs. MFM - Sharpe Ratio Comparison

The current VKQ Sharpe Ratio is 0.65, which is higher than the MFM Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of VKQ and MFM, 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


VKQMFMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.65

0.43

+0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.03

-0.03

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

0.13

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.20

+0.04

Correlation

The correlation between VKQ and MFM is 0.30, 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. MFM - Dividend Comparison

VKQ's dividend yield for the trailing twelve months is around 7.84%, more than MFM's 5.33% 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%
MFM
MFS Municipal Income Trust
5.33%5.08%4.65%4.12%4.85%4.34%4.70%4.71%5.91%5.61%5.72%5.76%

Drawdowns

VKQ vs. MFM - Drawdown Comparison

The maximum VKQ drawdown since its inception was -51.05%, smaller than the maximum MFM drawdown of -54.24%. Use the drawdown chart below to compare losses from any high point for VKQ and MFM.


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Drawdown Indicators


VKQMFMDifference

Max Drawdown

Largest peak-to-trough decline

-51.05%

-54.24%

+3.19%

Max Drawdown (1Y)

Largest decline over 1 year

-6.49%

-7.26%

+0.77%

Max Drawdown (5Y)

Largest decline over 5 years

-37.29%

-34.39%

-2.90%

Max Drawdown (10Y)

Largest decline over 10 years

-37.29%

-34.39%

-2.90%

Current Drawdown

Current decline from peak

-10.17%

-10.68%

+0.51%

Average Drawdown

Average peak-to-trough decline

-9.86%

-8.95%

-0.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.99%

2.70%

+0.29%

Volatility

VKQ vs. MFM - Volatility Comparison

The current volatility for Invesco Municipal Trust (VKQ) is 3.53%, while MFS Municipal Income Trust (MFM) has a volatility of 4.64%. This indicates that VKQ experiences smaller price fluctuations and is considered to be less risky than MFM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VKQMFMDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.53%

4.64%

-1.11%

Volatility (6M)

Calculated over the trailing 6-month period

5.76%

7.91%

-2.15%

Volatility (1Y)

Calculated over the trailing 1-year period

10.17%

11.42%

-1.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.60%

14.09%

-2.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.75%

14.85%

-2.10%

Financials

VKQ vs. MFM - Financials Comparison

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


5.00M10.00M15.00M20.00MAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
14.36M
6.35M
(VKQ) Total Revenue
(MFM) Total Revenue
Values in USD except per share items