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MGF vs PAYM

Comparison between MFS Government Markets Income Trust (MGF, ETF) and TrueShares S&P Autocallable Defensive Income ETF (PAYM, ETF).

MGF vs PAYM - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
MGF
$100M
Winner
PAYM
$101M
Expense Ratio
MGF
N/A
PAYM
0.74%
Max Drawdown
MGF
64.59%
Winner
PAYM
2.42%
Sharpe Ratio
Winner
MGF
-0.31
PAYM
-3.13
5Y Beta
Winner
MGF
0.04
PAYM
0.47
5Y Dividends CAGR
MGF
-7.75%
PAYM
N/A

MGF vs PAYM - Historical Returns

Returns include dividend reinvestment.

1M
MGF
-0.05%
PAYM
N/A
3M
MGF
-2.19%
PAYM
N/A
6M
MGF
-3.89%
PAYM
N/A
1Y
MGF
-0.57%
PAYM
N/A
5Y(CAGR)
MGF
-1.20%
PAYM
N/A
10Y(CAGR)
MGF
+1.30%
PAYM
N/A
Max(CAGR)
Winner
MGF
+4.15%
PAYM
-36.74%

MGF vs PAYM - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

YearMGFPAYM
2026-2.91%-1.00%
2025+5.18%N/A
2024+4.18%N/A
2023+3.78%N/A
2022-15.17%N/A
2021+0.65%N/A
2020+7.32%N/A
2019+9.81%N/A
2018-0.14%N/A
2017+3.45%N/A
2016+2.52%N/A
2015-0.31%N/A
2014+6.04%N/A
2013-10.52%N/A
2012+5.17%N/A
2011+10.17%N/A
2010-0.19%N/A
2009+0.72%N/A
2008+26.75%N/A
2007+9.08%N/A
2006+6.49%N/A
2005+2.69%N/A
2004+3.30%N/A
2003+2.74%N/A
2002+15.23%N/A
2001+6.43%N/A
2000+17.98%N/A
1999-4.21%N/A

MGF vs PAYM Drawdown Comparison

The maximum drawdown for MGF was -22.85%, occurring on Oct 24, 2022. This drawdown has not yet recovered.

The maximum drawdown for PAYM was -2.42%, occurring on Jun 5, 2026. This drawdown has not yet recovered.

The current MGF drawdown is -7.75%. The current PAYM drawdown is -2.42%.

RankMGFPAYM
#1-22.85%
Sep 17, 2021 - Oct 24, 2022
-2.42%
Jun 2, 2026 - Jun 5, 2026
#2-21.63%
Sep 8, 2008 - Nov 28, 2008
-0.49%
May 28, 2026 - Jun 1, 2026
#3-19.20%
Sep 5, 2012 - Aug 18, 2016
N/A
#4-15.76%
Dec 23, 2008 - Aug 21, 2009
N/A
#5-15.30%
Aug 23, 2010 - Jan 13, 2012
N/A
#6-9.35%
Mar 9, 2020 - Apr 13, 2020
N/A
#7-9.12%
Sep 23, 2009 - Mar 10, 2010
N/A
#8-8.88%
Mar 19, 2004 - Jan 18, 2005
N/A
#9-8.02%
May 27, 2008 - Sep 8, 2008
N/A
#10-7.46%
Mar 16, 2010 - Jun 7, 2010
N/A
#11-7.25%
May 23, 2003 - Feb 12, 2004
N/A
#12-6.95%
Aug 18, 2016 - Jan 31, 2019
N/A
#13-6.19%
Nov 14, 2007 - Jan 15, 2008
N/A
#14-6.19%
Nov 3, 1999 - Apr 10, 2000
N/A
#15-6.15%
Nov 2, 2001 - Feb 11, 2002
N/A

Correlation

Correlation between MGF and PAYM is 1.00 which considered as a very strong positive correlation - the stocks move almost identically together.

1.00
-101

Dividend Comparison (2000 - 2026)

MGF vs PAYM dividend yield comparison.

YearMGFPAYM
20263.34%0.84%
20257.65%0.00%
20247.80%0.00%
20237.82%0.00%
20228.44%0.00%
20217.71%0.00%
20207.58%0.00%
20197.50%0.00%
20187.81%0.00%
20177.92%0.00%
20168.10%0.00%
20158.05%0.00%
20147.85%0.00%
20138.24%0.00%
20127.37%0.00%
20117.33%0.00%
20107.69%0.00%
20096.96%0.00%
20086.57%0.00%
20075.92%0.00%
20065.43%0.00%
20055.00%0.00%
20044.86%0.00%
20035.25%0.00%
20026.10%0.00%
20016.50%0.00%
20003.05%0.00%

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