FXY vs EVN

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

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

FXY vs EVN - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

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

Net Assets

Winner

FXY

$430M

EVN

$429M

Expense Ratio

FXY

0.40%

EVN

N/A

Max Drawdown

Winner

FXY

56.03%

EVN

62.55%

Sharpe Ratio

FXY

-1.81

Winner

EVN

0.67

5Y Beta

Winner

FXY

-0.12

EVN

0.19

5Y Dividends CAGR

FXY

N/A

EVN

1.47%

FXY vs EVN - Historical Returns

Returns include dividend reinvestment.

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

FXY

-1.51%

Winner

EVN

+3.57%

FXY

-1.70%

Winner

EVN

-0.13%

FXY

-3.27%

Winner

EVN

+0.35%

FXY

-10.59%

Winner

EVN

+11.19%

5Y(CAGR)

FXY

-7.79%

Winner

EVN

-0.23%

10Y(CAGR)

FXY

-4.41%

Winner

EVN

+2.09%

Max(CAGR)

FXY

-1.88%

Winner

EVN

+5.78%

FXY vs EVN - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

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

FXY vs EVN Drawdown Comparison

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

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

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

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

Correlation

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

-0.67

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