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PAYM vs MGF

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

PAYM vs MGF - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

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

PAYM vs MGF - Historical Returns

Returns include dividend reinvestment.

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

PAYM vs MGF - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

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

PAYM vs MGF Drawdown Comparison

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

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

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

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

Correlation

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

1.00
-101

Dividend Comparison (2000 - 2026)

PAYM vs MGF dividend yield comparison.

YearPAYMMGF
20260.84%3.34%
20250.00%7.65%
20240.00%7.80%
20230.00%7.82%
20220.00%8.44%
20210.00%7.71%
20200.00%7.58%
20190.00%7.50%
20180.00%7.81%
20170.00%7.92%
20160.00%8.10%
20150.00%8.05%
20140.00%7.85%
20130.00%8.24%
20120.00%7.37%
20110.00%7.33%
20100.00%7.69%
20090.00%6.96%
20080.00%6.57%
20070.00%5.92%
20060.00%5.43%
20050.00%5.00%
20040.00%4.86%
20030.00%5.25%
20020.00%6.10%
20010.00%6.50%
20000.00%3.05%

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