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CXE vs PZT

Comparison between MFS High Income Municipal Trust (CXE, ETF) and INVESCO NEW YORK AMT-FREE MUNICIPAL BOND ETF (PZT, ETF).

5-Year PerformancePZT has outperformed CXE, delivering a return of -0.1% compared to -2.6%

CXE vs PZT - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
CXE
$130M
Winner
PZT
$130M
Expense Ratio
CXE
N/A
PZT
0.28%
Max Drawdown
CXE
63.84%
Winner
PZT
25.44%
Sharpe Ratio
CXE
0.78
Winner
PZT
1.12
5Y Beta
CXE
0.13
Winner
PZT
0.08
5Y Dividends CAGR
CXE
-0.28%
Winner
PZT
5.75%

CXE vs PZT - Historical Returns

Returns include dividend reinvestment.

1M
CXE
-0.51%
Winner
PZT
+0.95%
3M
CXE
-1.68%
Winner
PZT
+1.55%
6M
CXE
+1.60%
Winner
PZT
+3.04%
1Y
Winner
CXE
+11.23%
PZT
+8.94%
5Y(CAGR)
CXE
-2.59%
Winner
PZT
-0.07%
10Y(CAGR)
CXE
+1.34%
Winner
PZT
+1.89%
Max(CAGR)
Winner
CXE
+4.19%
PZT
+3.00%

CXE vs PZT - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

YearCXEPZT
2026+1.94%+2.66%
2025+6.29%+1.01%
2024+6.49%+1.65%
2023+5.19%+7.35%
2022-27.57%-12.87%
2021+7.05%+2.53%
2020-1.56%+5.60%
2019+17.75%+8.88%
2018-7.61%-0.34%
2017+12.89%+5.69%
2016+4.82%+1.19%
2015+8.46%+2.75%
2014+14.53%+15.43%
2013-14.04%-6.92%
2012+11.07%+7.13%
2011+21.82%+12.45%
2010+4.70%+0.02%
2009+75.31%+16.86%
2008-43.87%-13.72%
2007-16.27%+1.19%
2006+9.01%N/A
2005+11.02%N/A
2004+5.77%N/A
2003+9.75%N/A
2002+7.15%N/A
2001+3.46%N/A
2000-0.89%N/A
1999+0.00%N/A

CXE vs PZT Drawdown Comparison

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

The maximum drawdown for PZT was -22.71%, occurring on Oct 16, 2008. Recovery took 422 trading sessions.

The current CXE drawdown is -14.38%. The current PZT drawdown is -1.59%.

RankCXEPZT
#1-56.75%
Mar 23, 2006 - Aug 10, 2010
-22.71%
Jan 16, 2008 - Sep 18, 2009
#2-39.20%
Aug 27, 2021 - Oct 19, 2023
-19.13%
Jul 19, 2021 - Oct 26, 2022
#3-34.08%
Feb 25, 2020 - May 4, 2021
-16.55%
Mar 9, 2020 - Aug 5, 2020
#4-24.27%
Sep 28, 2012 - Nov 30, 2015
-12.33%
Nov 30, 2012 - May 29, 2014
#5-14.93%
Sep 2, 2010 - Sep 29, 2011
-10.45%
Sep 27, 2010 - Aug 9, 2011
#6-14.57%
Mar 9, 2004 - Oct 12, 2004
-7.34%
Jul 5, 2016 - Nov 7, 2017
#7-14.03%
Sep 8, 2000 - Jan 5, 2001
-4.19%
Oct 6, 2009 - Apr 21, 2010
#8-13.94%
Jul 8, 2016 - Jul 3, 2017
-3.41%
Dec 29, 2017 - Jan 2, 2019
#9-11.93%
Nov 5, 1999 - Sep 8, 2000
-3.33%
Feb 12, 2021 - Jun 3, 2021
#10-11.51%
Nov 28, 2017 - Mar 29, 2019
-2.94%
Jan 30, 2015 - Oct 16, 2015
#11-10.76%
Aug 1, 2019 - Feb 24, 2020
-2.55%
Aug 7, 2020 - Nov 19, 2020
#12-9.79%
Sep 17, 2002 - Apr 23, 2003
-2.31%
Sep 23, 2011 - Dec 7, 2011
#13-8.57%
Aug 29, 2001 - Feb 22, 2002
-2.02%
Sep 3, 2019 - Jan 6, 2020
#14-7.96%
Feb 14, 2005 - Sep 28, 2005
-1.86%
Oct 22, 2007 - Dec 11, 2007
#15-7.85%
Jan 16, 2001 - Aug 16, 2001
-1.67%
Jan 31, 2012 - Apr 23, 2012

Correlation

Correlation between CXE and PZT is 0.96 which considered as a very strong positive correlation - the stocks move almost identically together.

0.96
-101

Dividend Comparison (2000 - 2026)

CXE vs PZT dividend yield comparison.

YearCXEPZT
20263.36%1.54%
20255.59%3.43%
20244.97%3.04%
20234.39%2.82%
20225.70%2.66%
20214.74%2.77%
20204.86%2.55%
20194.73%2.73%
20186.17%3.01%
20175.72%2.94%
20166.04%3.36%
20156.27%3.40%
20146.39%3.75%
20137.25%4.18%
20126.67%4.00%
20117.23%4.25%
20108.26%4.82%
20097.56%4.58%
200811.99%5.06%
20076.42%0.94%
20066.32%0.00%
20056.70%0.00%
20047.87%0.00%
20037.59%0.00%
20028.03%0.00%
20017.00%0.00%
20003.17%0.00%

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