CXE vs JHI

Comparison between MFS High Income Municipal Trust (CXE, ETF) and John Hancock Investors Trust (JHI, ETF).

5-Year PerformanceJHI has outperformed CXE, delivering a return of +1.1% compared to -2.6%

CXE vs JHI - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	CXE(ETF)	JHI(ETF)
Net Assets	$129M	$129M
Max Drawdown	63.84%	58.45%
Sharpe Ratio	0.77	0.50
5Y Beta	0.13	0.29
5Y Dividends CAGR	-0.28%	1.81%

Net Assets

Winner

CXE

$129M

JHI

$129M

Max Drawdown

CXE

63.84%

Winner

JHI

58.45%

Sharpe Ratio

Winner

CXE

0.77

JHI

0.50

5Y Beta

Winner

CXE

0.13

JHI

0.29

5Y Dividends CAGR

CXE

-0.28%

Winner

JHI

1.81%

CXE vs JHI - Historical Returns

Returns include dividend reinvestment.

Period	CXE	JHI
1 month	-0.51%	+1.69%
3 months	-1.68%	+2.23%
6 months	+1.60%	+0.53%
1 year	+11.23%	+6.99%
5 years(CAGR)	-2.59%	+1.07%
10 years(CAGR)	+1.34%	+6.42%
Max(CAGR)	+4.19%	+7.26%

CXE

-0.51%

Winner

JHI

+1.69%

CXE

-1.68%

Winner

JHI

+2.23%

Winner

CXE

+1.60%

JHI

+0.53%

Winner

CXE

+11.23%

JHI

+6.99%

5Y(CAGR)

CXE

-2.59%

Winner

JHI

+1.07%

10Y(CAGR)

CXE

+1.34%

Winner

JHI

+6.42%

Max(CAGR)

CXE

+4.19%

Winner

JHI

+7.26%

CXE vs JHI - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	CXE	JHI
2026	+1.94%	+0.76%
2025	+6.29%	+7.96%
2024	+6.49%	+14.60%
2023	+5.19%	+10.82%
2022	-27.57%	-28.69%
2021	+7.05%	+20.11%
2020	-1.56%	+6.16%
2019	+17.75%	+31.98%
2018	-7.61%	-13.53%
2017	+12.89%	+11.84%
2016	+4.82%	+23.22%
2015	+8.46%	-10.92%
2014	+14.53%	+1.57%
2013	-14.04%	-12.16%
2012	+11.07%	+10.43%
2011	+21.82%	+20.49%
2010	+4.70%	+21.76%
2009	+75.31%	+54.54%
2008	-43.87%	-14.95%
2007	-16.27%	-4.93%
2006	+9.01%	+14.25%
2005	+11.02%	-14.15%
2004	+5.77%	+21.64%
2003	+9.75%	+14.79%
2002	+7.15%	+6.80%
2001	+3.46%	+2.61%
2000	-0.89%	+20.26%
1999	+0.00%	-4.00%

CXE vs JHI Drawdown Comparison

The maximum drawdown for CXE was -56.75%, occurring on Dec 16, 2008. Recovery took 1103 trading sessions.

The maximum drawdown for JHI was -42.94%, occurring on Mar 18, 2020. Recovery took 204 trading sessions.

The current CXE drawdown is -14.38%. The current JHI drawdown is -2.19%.

Rank	CXE	JHI
#1	-56.75% Mar 23, 2006 - Aug 10, 2010	-42.94% Feb 20, 2020 - Dec 9, 2020
#2	-39.20% Aug 27, 2021 - Oct 19, 2023	-35.82% Jun 10, 2008 - Jul 24, 2009
#3	-34.08% Feb 25, 2020 - May 4, 2021	-34.70% Dec 31, 2021 - Oct 20, 2022
#4	-24.27% Sep 28, 2012 - Nov 30, 2015	-29.51% Apr 8, 2013 - Feb 28, 2017
#5	-14.93% Sep 2, 2010 - Sep 29, 2011	-21.62% Jan 25, 2005 - Jun 10, 2008
#6	-14.57% Mar 9, 2004 - Oct 12, 2004	-19.23% Sep 14, 2012 - Apr 8, 2013
#7	-14.03% Sep 8, 2000 - Jan 5, 2001	-19.18% Aug 23, 2017 - Jun 24, 2019
#8	-13.94% Jul 8, 2016 - Jul 3, 2017	-15.05% Mar 19, 2004 - Aug 11, 2004
#9	-11.93% Nov 5, 1999 - Sep 8, 2000	-13.81% Oct 4, 2010 - Feb 18, 2011
#10	-11.51% Nov 28, 2017 - Mar 29, 2019	-13.65% Jun 29, 2011 - Sep 27, 2011
#11	-10.76% Aug 1, 2019 - Feb 24, 2020	-11.71% Jul 2, 2010 - Sep 7, 2010
#12	-9.79% Sep 17, 2002 - Apr 23, 2003	-11.39% Sep 27, 2011 - Nov 4, 2011
#13	-8.57% Aug 29, 2001 - Feb 22, 2002	-9.58% Oct 8, 2009 - Jan 7, 2010
#14	-7.96% Feb 14, 2005 - Sep 28, 2005	-9.06% Jun 12, 2003 - Dec 15, 2003
#15	-7.85% Jan 16, 2001 - Aug 16, 2001	-8.14% Nov 5, 1999 - Jul 11, 2000

Correlation

Correlation between CXE and JHI is 0.94 which considered as a very strong positive correlation - the stocks move almost identically together.

0.94

-101

Dividend Comparison (2000 - 2026)

CXE vs JHI dividend yield comparison.

Year	CXE	JHI
2026	3.36%	4.25%
2025	5.59%	8.89%
2024	4.97%	7.91%
2023	4.39%	6.81%
2022	5.70%	9.45%
2021	4.74%	7.57%
2020	4.86%	7.95%
2019	4.73%	6.81%
2018	6.17%	8.52%
2017	5.72%	7.59%
2016	6.04%	8.12%
2015	6.27%	10.08%
2014	6.39%	9.05%
2013	7.25%	8.94%
2012	6.67%	8.58%
2011	7.23%	8.87%
2010	8.26%	10.34%
2009	7.56%	9.92%
2008	11.99%	11.98%
2007	6.42%	7.71%
2006	6.32%	6.85%
2005	6.70%	8.29%
2004	7.87%	7.41%
2003	7.59%	10.08%
2002	8.03%	6.35%
2001	7.00%	7.05%
2000	3.17%	3.66%