EVN vs FXY

Comparison between Eaton Vance Municipal Income Trust (EVN, ETF) and Invesco CurrencyShares Japanese Yen Trust (FXY, ETF).

5-Year PerformanceEVN has outperformed FXY, delivering a return of -0.2% compared to -7.8%

EVN vs FXY - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	EVN(ETF)	FXY(ETF)
Net Assets	$429M	$430M
Expense Ratio	N/A	0.40%
Max Drawdown	62.55%	56.03%
Sharpe Ratio	0.67	-1.81
5Y Beta	0.19	-0.12
5Y Dividends CAGR	1.47%	N/A

Net Assets

EVN

$429M

Winner

FXY

$430M

Expense Ratio

EVN

N/A

FXY

0.40%

Max Drawdown

EVN

62.55%

Winner

FXY

56.03%

Sharpe Ratio

Winner

EVN

0.67

FXY

-1.81

5Y Beta

EVN

0.19

Winner

FXY

-0.12

5Y Dividends CAGR

EVN

1.47%

FXY

N/A

EVN vs FXY - Historical Returns

Returns include dividend reinvestment.

Period	EVN	FXY
1 month	+3.57%	-1.51%
3 months	-0.13%	-1.70%
6 months	+0.35%	-3.27%
1 year	+11.19%	-10.59%
5 years(CAGR)	-0.23%	-7.79%
10 years(CAGR)	+2.09%	-4.41%
Max(CAGR)	+5.78%	-1.88%

Winner

EVN

+3.57%

FXY

-1.51%

Winner

EVN

-0.13%

FXY

-1.70%

Winner

EVN

+0.35%

FXY

-3.27%

Winner

EVN

+11.19%

FXY

-10.59%

5Y(CAGR)

Winner

EVN

-0.23%

FXY

-7.79%

10Y(CAGR)

Winner

EVN

+2.09%

FXY

-4.41%

Max(CAGR)

Winner

EVN

+5.78%

FXY

-1.88%

EVN vs FXY - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	EVN	FXY
2026	+2.87%	-2.18%
2025	+12.50%	+0.20%
2024	+8.33%	-10.24%
2023	+3.00%	-7.66%
2022	-25.04%	-12.55%
2021	+7.73%	-10.98%
2020	+10.09%	+4.51%
2019	+15.59%	-0.25%
2018	-3.88%	+1.92%
2017	+4.85%	+3.99%
2016	-3.37%	+1.78%
2015	+9.71%	-0.11%
2014	+35.72%	-12.91%
2013	-19.33%	-17.46%
2012	+16.12%	-12.01%
2011	+23.98%	+5.79%
2010	+3.83%	+13.59%
2009	+56.76%	-1.09%
2008	-39.77%	+20.73%
2007	-9.13%	+8.36%
2006	+14.02%	N/A
2005	-1.43%	N/A
2004	+11.85%	N/A
2003	+18.50%	N/A
2002	+11.13%	N/A
2001	+19.65%	N/A
2000	+4.37%	N/A
1999	-3.08%	N/A

EVN vs FXY Drawdown Comparison

The maximum drawdown for EVN was -56.82%, occurring on Dec 16, 2008. Recovery took 812 trading sessions.

The maximum drawdown for FXY was -56.03%, occurring on Jul 10, 2024. This drawdown has not yet recovered.

The current EVN drawdown is -4.02%. The current FXY drawdown is -55.95%.

Rank	EVN	FXY
#1	-56.82% May 11, 2007 - Aug 2, 2010	-56.03% Oct 28, 2011 - Jul 10, 2024
#2	-32.80% Sep 21, 2021 - Oct 23, 2023	-13.65% Dec 17, 2008 - Nov 27, 2009
#3	-27.63% Feb 21, 2020 - Nov 19, 2020	-12.05% Mar 17, 2008 - Oct 23, 2008
#4	-27.40% Mar 6, 2013 - Sep 9, 2014	-8.76% Nov 30, 2009 - Aug 3, 2010
#5	-19.70% Nov 16, 1999 - Jan 3, 2001	-7.63% Mar 17, 2011 - Jul 20, 2011
#6	-18.58% Jul 11, 2016 - Aug 8, 2019	-6.54% Mar 5, 2007 - Aug 16, 2007
#7	-17.26% Sep 7, 2010 - Jul 5, 2011	-6.40% Nov 26, 2007 - Jan 15, 2008
#8	-14.82% Apr 1, 2004 - Aug 27, 2004	-6.30% Oct 27, 2008 - Dec 1, 2008
#9	-11.51% Sep 24, 2002 - Mar 7, 2003	-4.53% Oct 29, 2010 - Mar 16, 2011
#10	-11.30% Feb 3, 2015 - Nov 30, 2015	-3.62% Sep 7, 2007 - Nov 7, 2007
#11	-10.92% Jun 17, 2003 - Oct 31, 2003	-3.21% Sep 14, 2010 - Oct 6, 2010
#12	-9.84% Sep 5, 2001 - Oct 9, 2001	-2.69% Jul 29, 2011 - Aug 9, 2011
#13	-9.44% Jun 28, 2005 - Jul 31, 2006	-1.91% Aug 16, 2007 - Sep 7, 2007
#14	-9.33% Mar 4, 2005 - May 25, 2005	-1.87% Feb 15, 2007 - Feb 27, 2007
#15	-8.39% Jul 12, 2011 - Sep 13, 2011	-1.80% Jan 30, 2008 - Feb 27, 2008

Correlation

Correlation between EVN and FXY is -0.67 which considered as a moderate negative correlation - the stocks show some tendency to move in opposite directions.

-0.67

-101