VKQ vs. MFM
Compare and contrast key facts about Invesco Municipal Trust (VKQ) and MFS Municipal Income Trust (MFM).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VKQ or MFM.
Key characteristics
| VKQ | MFM | |
|---|---|---|
| YTD Return | 10.77% | 11.86% |
| 1Y Return | 21.71% | 25.02% |
| 3Y Return (Ann) | -4.83% | -4.23% |
| 5Y Return (Ann) | 1.15% | -0.36% |
| 10Y Return (Ann) | 3.25% | 3.36% |
| Sharpe Ratio | 2.18 | 2.07 |
| Sortino Ratio | 3.38 | 3.15 |
| Omega Ratio | 1.43 | 1.38 |
| Calmar Ratio | 0.69 | 0.80 |
| Martin Ratio | 12.49 | 12.55 |
| Ulcer Index | 1.73% | 1.93% |
| Daily Std Dev | 9.89% | 11.73% |
| Max Drawdown | -51.05% | -54.24% |
| Current Drawdown | -16.08% | -13.00% |
Fundamentals
| VKQ | MFM | |
|---|---|---|
| Market Cap | $555.02M | $228.18M |
| EPS | $0.96 | $0.17 |
| PE Ratio | 10.45 | 32.59 |
| PEG Ratio | 0.00 | 0.00 |
| Total Revenue (TTM) | $40.67M | $8.53M |
| Gross Profit (TTM) | $35.20M | $7.32M |
| EBITDA (TTM) | $42.20M | $24.16M |
Correlation
The correlation between VKQ and MFM is 0.29, 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.
Performance
VKQ vs. MFM - Performance Comparison
In the year-to-date period, VKQ achieves a 10.77% return, which is significantly lower than MFM's 11.86% return. Both investments have delivered pretty close results over the past 10 years, with VKQ having a 3.25% annualized return and MFM not far ahead at 3.36%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
VKQ vs. MFM - Risk-Adjusted Performance 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.
Dividends
VKQ vs. MFM - Dividend Comparison
VKQ's dividend yield for the trailing twelve months is around 5.74%, more than MFM's 4.85% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VKQ Invesco Municipal Trust | 5.39% | 4.60% | 5.63% | 4.71% | 4.66% | 4.99% | 5.98% | 5.76% | 6.43% | 6.39% | 6.37% | 7.35% |
MFM MFS Municipal Income Trust | 4.52% | 4.20% | 4.92% | 4.37% | 4.72% | 4.71% | 5.98% | 5.65% | 5.75% | 5.78% | 6.04% | 7.07% |
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. For additional features, visit the drawdowns tool.
Volatility
VKQ vs. MFM - Volatility Comparison
The current volatility for Invesco Municipal Trust (VKQ) is 2.44%, while MFS Municipal Income Trust (MFM) has a volatility of 3.30%. 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.
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.
Total Revenue: Total amount of money received from sales and other business activities