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VMO vs. AVES
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VMO vs. AVES - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Municipal Opportunity Trust (VMO) and Avantis Emerging Markets Value ETF (AVES). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VMO achieves a 5.19% return, which is significantly lower than AVES's 15.51% return.


VMO

1D
0.00%
1M
0.72%
YTD
5.19%
6M
5.33%
1Y
16.40%
3Y*
8.21%
5Y*
-0.67%
10Y*
1.72%

AVES

1D
0.32%
1M
0.12%
YTD
15.51%
6M
18.20%
1Y
31.51%
3Y*
19.19%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VMO vs. AVES - Yearly Performance Comparison


2026 (YTD)20252024202320222021
VMO
Invesco Municipal Opportunity Trust
5.19%6.57%7.73%1.54%-24.29%1.68%
AVES
Avantis Emerging Markets Value ETF
15.51%30.49%4.50%16.79%-16.04%0.95%

Correlation

The correlation between VMO and AVES is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.30

Correlation (3Y)
Calculated over the trailing 3-year period

0.26

Correlation (All Time)
Calculated using the full available price history since Sep 30, 2021

0.26

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Return for Risk

VMO vs. AVES — Risk / Return Rank

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

VMO
VMO Risk / Return Rank: 8585
Overall Rank
VMO Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
VMO Sortino Ratio Rank: 8787
Sortino Ratio Rank
VMO Omega Ratio Rank: 8585
Omega Ratio Rank
VMO Calmar Ratio Rank: 8080
Calmar Ratio Rank
VMO Martin Ratio Rank: 8787
Martin Ratio Rank

AVES
AVES Risk / Return Rank: 5454
Overall Rank
AVES Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
AVES Sortino Ratio Rank: 5252
Sortino Ratio Rank
AVES Omega Ratio Rank: 5858
Omega Ratio Rank
AVES Calmar Ratio Rank: 5353
Calmar Ratio Rank
AVES Martin Ratio Rank: 5555
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.

VMO vs. AVES - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Municipal Opportunity Trust (VMO) and Avantis Emerging Markets Value ETF (AVES). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VMOAVESDifference
Sharpe ratioReturn per unit of total volatility

+0.16

Sortino ratioReturn per unit of downside risk

+0.51

Omega ratioGain probability vs. loss probability

1.33

1.31

+0.02

Calmar ratioReturn relative to maximum drawdown

2.40

2.32

+0.08

Martin ratioReturn relative to average drawdown

9.21

8.40

+0.81

VMO vs. AVES - Sharpe Ratio Comparison

The current VMO Sharpe Ratio is 1.79, which is comparable to the AVES Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of VMO and AVES, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

VMO vs. AVES - Drawdown Comparison

The maximum VMO drawdown since its inception was -50.11%, which is greater than AVES's maximum drawdown of -27.40%. Use the drawdown chart below to compare losses from any high point for VMO and AVES.


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Drawdown Indicators


VMOAVESDifference

Max Drawdown

Largest peak-to-trough decline

-50.11%

-27.40%

-22.71%

Max Drawdown (1Y)

Largest decline over 1 year

-6.59%

-12.90%

+6.31%

Max Drawdown (3Y)

Largest decline over 3 years

-16.51%

-18.50%

+1.99%

Max Drawdown (5Y)

Largest decline over 5 years

-37.70%

Max Drawdown (10Y)

Largest decline over 10 years

-37.70%

Current Drawdown

Current decline from peak

-7.55%

-2.45%

-5.10%

Average Drawdown

Average peak-to-trough decline

-9.87%

-7.70%

-2.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.72%

3.56%

-1.84%

Volatility

VMO vs. AVES - Volatility Comparison

The current volatility for Invesco Municipal Opportunity Trust (VMO) is 3.28%, while Avantis Emerging Markets Value ETF (AVES) has a volatility of 8.89%. This indicates that VMO experiences smaller price fluctuations and is considered to be less risky than AVES based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VMOAVESDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.28%

8.89%

-5.61%

Volatility (6M)

Calculated over the trailing 6-month period

6.72%

15.88%

-9.16%

Volatility (1Y)

Calculated over the trailing 1-year period

8.83%

18.34%

-9.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.52%

17.20%

-5.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.67%

17.20%

-4.53%

Dividends

VMO vs. AVES - Dividend Comparison

VMO's dividend yield for the trailing twelve months is around 7.69%, more than AVES's 3.53% yield.


PositionTTM20252024202320222021202020192018201720162015
AVES
Avantis Emerging Markets Value ETF
3.53%3.17%4.09%3.96%3.70%0.62%0.00%0.00%0.00%0.00%0.00%0.00%
VMO
Invesco Municipal Opportunity Trust
7.69%7.84%6.44%4.47%5.69%4.64%4.66%4.94%5.95%5.98%6.73%6.33%

Frequently Asked Questions


VMO and AVES have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AVES has higher volatility (8.89%) compared to VMO (3.28%). In terms of maximum drawdown, VMO dropped -50.11% vs AVES's -27.40%.

VMO currently has the higher Sharpe Ratio (1.79 vs 1.64), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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