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VPV vs. RSP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VPV vs. RSP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Pennsylvania Value Municipal Income Trust (VPV) and Invesco S&P 500 Equal Weight ETF (RSP). The values are adjusted to include any dividend payments, if applicable.

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VPV vs. RSP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VPV
Invesco Pennsylvania Value Municipal Income Trust
2.93%9.96%9.04%6.10%-26.32%14.57%1.46%19.47%1.31%5.14%
RSP
Invesco S&P 500 Equal Weight ETF
0.62%11.21%12.79%13.70%-11.62%29.41%12.66%28.91%-7.84%18.52%

Returns By Period

In the year-to-date period, VPV achieves a 2.93% return, which is significantly higher than RSP's 0.62% return. Over the past 10 years, VPV has underperformed RSP with an annualized return of 2.88%, while RSP has yielded a comparatively higher 11.17% annualized return.


VPV

1D
2.82%
1M
-1.34%
YTD
2.93%
6M
6.23%
1Y
12.10%
3Y*
8.15%
5Y*
1.31%
10Y*
2.88%

RSP

1D
2.05%
1M
-5.97%
YTD
0.62%
6M
2.01%
1Y
12.65%
3Y*
11.72%
5Y*
7.81%
10Y*
11.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

VPV vs. RSP — Risk / Return Rank

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

VPV
VPV Risk / Return Rank: 7575
Overall Rank
VPV Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
VPV Sortino Ratio Rank: 7171
Sortino Ratio Rank
VPV Omega Ratio Rank: 7575
Omega Ratio Rank
VPV Calmar Ratio Rank: 7474
Calmar Ratio Rank
VPV Martin Ratio Rank: 7878
Martin Ratio Rank

RSP
RSP Risk / Return Rank: 4747
Overall Rank
RSP Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
RSP Sortino Ratio Rank: 4545
Sortino Ratio Rank
RSP Omega Ratio Rank: 4646
Omega Ratio Rank
RSP Calmar Ratio Rank: 4747
Calmar Ratio Rank
RSP 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.

VPV vs. RSP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Pennsylvania Value Municipal Income Trust (VPV) and Invesco S&P 500 Equal Weight ETF (RSP). 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.


VPVRSPDifference

Sharpe ratio

Return per unit of total volatility

1.20

0.74

+0.46

Sortino ratio

Return per unit of downside risk

1.64

1.15

+0.49

Omega ratio

Gain probability vs. loss probability

1.24

1.16

+0.08

Calmar ratio

Return relative to maximum drawdown

1.70

1.08

+0.61

Martin ratio

Return relative to average drawdown

5.07

4.89

+0.18

VPV vs. RSP - Sharpe Ratio Comparison

The current VPV Sharpe Ratio is 1.20, which is higher than the RSP Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of VPV and RSP, 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


VPVRSPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.20

0.74

+0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

0.48

-0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.24

0.61

-0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.55

-0.19

Correlation

The correlation between VPV and RSP is 0.12, 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

VPV vs. RSP - Dividend Comparison

VPV's dividend yield for the trailing twelve months is around 7.57%, more than RSP's 1.62% yield.


TTM20252024202320222021202020192018201720162015
VPV
Invesco Pennsylvania Value Municipal Income Trust
7.57%7.65%6.07%3.81%5.48%4.29%4.61%4.85%5.94%5.15%6.00%6.09%
RSP
Invesco S&P 500 Equal Weight ETF
1.62%1.64%1.52%1.64%1.82%1.28%1.64%1.69%2.02%1.52%1.20%1.70%

Drawdowns

VPV vs. RSP - Drawdown Comparison

The maximum VPV drawdown since its inception was -45.21%, smaller than the maximum RSP drawdown of -59.92%. Use the drawdown chart below to compare losses from any high point for VPV and RSP.


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Drawdown Indicators


VPVRSPDifference

Max Drawdown

Largest peak-to-trough decline

-45.21%

-59.92%

+14.71%

Max Drawdown (1Y)

Largest decline over 1 year

-7.19%

-12.54%

+5.35%

Max Drawdown (5Y)

Largest decline over 5 years

-33.08%

-21.38%

-11.70%

Max Drawdown (10Y)

Largest decline over 10 years

-33.08%

-39.04%

+5.96%

Current Drawdown

Current decline from peak

-4.29%

-5.97%

+1.68%

Average Drawdown

Average peak-to-trough decline

-8.50%

-6.69%

-1.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.41%

2.78%

-0.37%

Volatility

VPV vs. RSP - Volatility Comparison

Invesco Pennsylvania Value Municipal Income Trust (VPV) has a higher volatility of 4.80% compared to Invesco S&P 500 Equal Weight ETF (RSP) at 4.47%. This indicates that VPV's price experiences larger fluctuations and is considered to be riskier than RSP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VPVRSPDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.80%

4.47%

+0.33%

Volatility (6M)

Calculated over the trailing 6-month period

7.10%

8.83%

-1.73%

Volatility (1Y)

Calculated over the trailing 1-year period

10.13%

17.17%

-7.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.09%

16.20%

-6.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.93%

18.36%

-6.43%