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MFM vs DJD

Comparison between MFS Municipal Income Trust (MFM, ETF) and INVESCO DOW JONES INDUSTRIAL AVERAGE DIVIDEND ETF (DJD, ETF).

5-Year PerformanceDJD has outperformed MFM, delivering a return of +11.2% compared to -0.5%

MFM vs DJD - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
MFM
$464M
Winner
DJD
$464M
Expense Ratio
MFM
N/A
DJD
0.07%
Max Drawdown
MFM
59.26%
Winner
DJD
35.36%
Sharpe Ratio
MFM
1.07
Winner
DJD
1.68
5Y Beta
Winner
MFM
0.16
DJD
0.52
P/E Ratio
MFM
N/A
DJD
23.51
Forward P/E
MFM
N/A
DJD
19.72
PEG Ratio
MFM
N/A
DJD
0.76
5Y Dividends CAGR
MFM
0.16%
Winner
DJD
3.44%
5Y EPS CAGR
MFM
N/A
DJD
8.02%
Debt to Equity
MFM
N/A
DJD
-55.03%
P/S Ratio
MFM
N/A
DJD
2.61
P/B Ratio
MFM
N/A
DJD
5.10

MFM vs DJD - Historical Returns

Returns include dividend reinvestment.

1M
MFM
+0.97%
Winner
DJD
+2.25%
3M
MFM
+3.39%
Winner
DJD
+6.08%
6M
MFM
+3.89%
Winner
DJD
+10.13%
1Y
MFM
+15.16%
Winner
DJD
+22.45%
5Y(CAGR)
MFM
-0.48%
Winner
DJD
+11.18%
10Y(CAGR)
MFM
+1.92%
Winner
DJD
+12.13%
Max(CAGR)
MFM
+5.08%
Winner
DJD
+12.31%

MFM vs DJD - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

YearMFMDJD
2026+6.30%+12.84%
2025+6.36%+15.83%
2024+7.72%+12.64%
2023+4.52%+9.13%
2022-21.84%-1.33%
2021+9.78%+23.83%
2020-1.42%+0.06%
2019+16.86%+22.32%
2018-5.41%-0.37%
2017+8.63%+20.68%
2016+1.49%+19.78%
2015+8.74%-0.12%
2014+13.39%N/A
2013-14.36%N/A
2012+14.85%N/A
2011+18.24%N/A
2010+0.65%N/A
2009+70.75%N/A
2008-36.78%N/A
2007-13.70%N/A
2006+11.48%N/A
2005+9.19%N/A
2004+8.26%N/A
2003+13.39%N/A
2002-1.94%N/A
2001+10.39%N/A
2000+13.66%N/A
1999-7.97%N/A

MFM vs DJD Drawdown Comparison

The maximum drawdown for MFM was -54.24%, occurring on Dec 16, 2008. Recovery took 759 trading sessions.

The maximum drawdown for DJD was -34.64%, occurring on Mar 23, 2020. Recovery took 223 trading sessions.

The current MFM drawdown is -5.42%. The current DJD drawdown is -1.64%.

RankMFMDJD
#1-54.24%
Apr 2, 2007 - Apr 7, 2010
-34.64%
Jan 17, 2020 - Dec 4, 2020
#2-34.38%
Jul 29, 2021 - Oct 27, 2023
-19.95%
Apr 20, 2022 - Dec 14, 2023
#3-29.37%
Feb 14, 2020 - May 6, 2021
-14.03%
Oct 3, 2018 - Feb 25, 2019
#4-24.74%
Oct 1, 2012 - Dec 24, 2015
-12.29%
Feb 28, 2025 - Jul 1, 2025
#5-15.37%
Mar 25, 2004 - Oct 27, 2004
-11.95%
Jan 26, 2018 - Sep 14, 2018
#6-15.26%
Oct 29, 2010 - Sep 12, 2011
-9.95%
Dec 29, 2015 - Mar 16, 2016
#7-13.45%
Nov 4, 1999 - Jun 2, 2000
-6.72%
Jan 12, 2022 - Mar 25, 2022
#8-12.02%
Jul 8, 2016 - Jun 6, 2017
-6.72%
Nov 29, 2024 - Feb 13, 2025
#9-11.92%
Sep 17, 2001 - Oct 4, 2002
-6.68%
Jul 29, 2019 - Nov 1, 2019
#10-11.67%
Jul 13, 2017 - Feb 20, 2019
-6.17%
Apr 23, 2019 - Jun 18, 2019
#11-10.96%
Aug 31, 2000 - Jan 4, 2001
-5.68%
Nov 3, 2021 - Dec 16, 2021
#12-10.86%
Oct 4, 2002 - May 9, 2003
-5.65%
Feb 11, 2026 - May 22, 2026
#13-10.56%
Jun 11, 2003 - Jan 6, 2004
-5.34%
Jan 14, 2021 - Feb 17, 2021
#14-9.57%
Sep 13, 2005 - Jan 19, 2006
-5.30%
May 10, 2021 - Nov 3, 2021
#15-8.19%
Feb 11, 2005 - May 11, 2005
-5.15%
Jun 23, 2016 - Jul 1, 2016

Correlation

Correlation between MFM and DJD is 0.51 which considered as a moderate positive correlation - the stocks show some tendency to move together.

0.51
-101

Dividend Comparison (2000 - 2026)

MFM vs DJD dividend yield comparison.

YearMFMDJD
20263.15%1.26%
20255.08%2.62%
20244.65%3.00%
20234.12%3.49%
20224.85%3.16%
20214.34%2.82%
20204.70%3.47%
20194.71%2.80%
20185.91%2.66%
20175.62%2.75%
20165.72%2.46%
20155.76%0.08%
20146.04%0.00%
20137.08%0.00%
20126.31%0.00%
20117.09%0.00%
20107.86%0.00%
20097.32%0.00%
200811.29%0.00%
20076.82%0.00%
20065.82%0.00%
20056.93%0.00%
20047.10%0.00%
20037.04%0.00%
20027.38%0.00%
20016.92%0.00%
20003.01%0.00%

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