DYTA vs CMU

Comparison between SGI DYNAMIC TACTICAL ETF (DYTA, ETF) and MFS High Yield Municipal Trust (CMU, ETF).

DYTA vs CMU - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	DYTA(ETF)	CMU(ETF)
Net Assets	$96M	$96M
Expense Ratio	1.32%	N/A
Max Drawdown	18.18%	62.40%
Sharpe Ratio	0.96	0.60
5Y Beta	0.53	0.10
5Y Dividends CAGR	N/A	5.31%

Net Assets

DYTA

$96M

CMU

$96M

Expense Ratio

DYTA

1.32%

CMU

N/A

Max Drawdown

Winner

DYTA

18.18%

CMU

62.40%

Sharpe Ratio

Winner

DYTA

0.96

CMU

0.60

5Y Beta

DYTA

0.53

Winner

CMU

0.10

5Y Dividends CAGR

DYTA

N/A

CMU

5.31%

DYTA vs CMU - Historical Returns

Returns include dividend reinvestment.

Period	DYTA	CMU
1 month	+1.94%	-2.42%
3 months	+6.72%	-4.36%
6 months	+7.16%	+1.57%
1 year	+13.61%	+9.28%
5 years(CAGR)	N/A	-1.33%
10 years(CAGR)	N/A	+1.58%
Max(CAGR)	+11.25%	+4.15%

Winner

DYTA

+1.94%

CMU

-2.42%

Winner

DYTA

+6.72%

CMU

-4.36%

Winner

DYTA

+7.16%

CMU

+1.57%

Winner

DYTA

+13.61%

CMU

+9.28%

5Y(CAGR)

DYTA

N/A

CMU

-1.33%

10Y(CAGR)

DYTA

N/A

CMU

+1.58%

Max(CAGR)

Winner

DYTA

+11.25%

CMU

+4.15%

DYTA vs CMU - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	DYTA	CMU
2026	+6.45%	+0.80%
2025	+7.06%	+5.08%
2024	+14.22%	+11.57%
2023	+8.72%	+9.93%
2022	N/A	-27.51%
2021	N/A	+7.14%
2020	N/A	-2.97%
2019	N/A	+15.00%
2018	N/A	-4.85%
2017	N/A	+9.07%
2016	N/A	+3.06%
2015	N/A	+8.58%
2014	N/A	+11.97%
2013	N/A	-11.33%
2012	N/A	+11.02%
2011	N/A	+17.45%
2010	N/A	+5.32%
2009	N/A	+65.81%
2008	N/A	-38.99%
2007	N/A	-15.35%
2006	N/A	+15.27%
2005	N/A	+1.30%
2004	N/A	+7.63%
2003	N/A	+9.50%
2002	N/A	+8.27%
2001	N/A	+7.99%
2000	N/A	-1.55%
1999	N/A	-6.38%

DYTA vs CMU Drawdown Comparison

The maximum drawdown for DYTA was -9.38%, occurring on Apr 8, 2025. Recovery took 208 trading sessions.

The maximum drawdown for CMU was -57.26%, occurring on Dec 16, 2008. Recovery took 848 trading sessions.

The current DYTA drawdown is -2.30%. The current CMU drawdown is -10.68%.

Rank	DYTA	CMU
#1	-9.38% Dec 4, 2024 - Oct 6, 2025	-57.26% May 21, 2007 - Sep 30, 2010
#2	-9.33% Feb 25, 2026 - Apr 17, 2026	-37.22% Sep 1, 2021 - Oct 31, 2022
#3	-9.32% Jul 31, 2023 - Dec 13, 2023	-32.82% Feb 25, 2020 - May 4, 2021
#4	-7.79% Jul 16, 2024 - Oct 11, 2024	-23.41% Apr 22, 2013 - Feb 3, 2015
#5	-5.30% Mar 27, 2024 - May 15, 2024	-16.02% Aug 23, 2016 - Oct 19, 2017
#6	-3.13% Jan 29, 2026 - Feb 9, 2026	-15.71% Nov 5, 2010 - Oct 17, 2011
#7	-3.05% Nov 11, 2024 - Nov 25, 2024	-14.29% Nov 3, 1999 - Aug 10, 2000
#8	-2.71% Oct 14, 2024 - Nov 6, 2024	-14.22% Mar 9, 2004 - Oct 19, 2004
#9	-2.30% Jun 2, 2026 - Jun 5, 2026	-13.94% Aug 11, 2000 - Jan 31, 2001
#10	-2.29% Jan 12, 2026 - Jan 27, 2026	-11.98% Aug 24, 2001 - Jun 3, 2002
#11	-2.21% Dec 27, 2023 - Jan 19, 2024	-10.37% Oct 19, 2017 - Feb 1, 2019
#12	-2.00% Apr 17, 2023 - Jun 2, 2023	-10.31% Feb 14, 2005 - Jan 25, 2006
#13	-1.80% May 14, 2026 - May 26, 2026	-10.14% Mar 4, 2015 - Oct 30, 2015
#14	-1.80% Feb 9, 2026 - Feb 25, 2026	-8.79% Sep 23, 2002 - Apr 23, 2003
#15	-1.63% May 21, 2024 - Jun 5, 2024	-8.20% Sep 26, 2012 - Apr 15, 2013

Correlation

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

0.94

-101

Dividend Comparison (2000 - 2026)

DYTA vs CMU dividend yield comparison.

Year	DYTA	CMU
2026	0.00%	5.02%
2025	1.64%	5.38%
2024	10.80%	4.69%
2023	0.89%	4.05%
2022	0.00%	5.57%
2021	0.00%	4.53%
2020	0.00%	4.93%
2019	0.00%	4.81%
2018	0.00%	6.09%
2017	0.00%	5.87%
2016	0.00%	6.13%
2015	0.00%	6.22%
2014	0.00%	6.63%
2013	0.00%	6.98%
2012	0.00%	6.69%
2011	0.00%	7.54%
2010	0.00%	8.17%
2009	0.00%	7.53%
2008	0.00%	11.70%
2007	0.00%	6.42%
2006	0.00%	5.82%
2005	0.00%	6.95%
2004	0.00%	7.47%
2003	0.00%	7.54%
2002	0.00%	7.58%
2001	0.00%	6.98%
2000	0.00%	3.27%