SFTY vs VKI

Comparison between HORIZON MANAGED RISK ETF (SFTY, ETF) and Invesco Advantage Municipal Income Trust II (VKI, ETF).

SFTY vs VKI - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	SFTY(ETF)	VKI(ETF)
Net Assets	$397M	$397M
Expense Ratio	0.77%	N/A
Max Drawdown	8.64%	61.69%
Sharpe Ratio	1.30	1.37
5Y Beta	0.94	0.24
P/E Ratio	26.96	N/A
Forward P/E	21.36	N/A
PEG Ratio	0.51	N/A
5Y Dividends CAGR	N/A	3.58%
5Y EPS CAGR	25.26%	N/A
Debt to Equity	3.52%	N/A
P/S Ratio	3.54	N/A
P/B Ratio	5.67	N/A

Net Assets

SFTY

$397M

Winner

VKI

$397M

Expense Ratio

SFTY

0.77%

VKI

N/A

Max Drawdown

Winner

SFTY

8.64%

VKI

61.69%

Sharpe Ratio

SFTY

1.30

Winner

VKI

1.37

5Y Beta

SFTY

0.94

Winner

VKI

0.24

P/E Ratio

SFTY

26.96

VKI

N/A

Forward P/E

SFTY

21.36

VKI

N/A

PEG Ratio

SFTY

0.51

VKI

N/A

5Y Dividends CAGR

SFTY

N/A

VKI

3.58%

5Y EPS CAGR

SFTY

25.26%

VKI

N/A

Debt to Equity

SFTY

3.52%

VKI

N/A

P/S Ratio

SFTY

3.54

VKI

N/A

P/B Ratio

SFTY

5.67

VKI

N/A

SFTY vs VKI - Historical Returns

Returns include dividend reinvestment.

Period	SFTY	VKI
1 month	-1.27%	+7.62%
3 months	+11.39%	+11.01%
6 months	+6.04%	+8.06%
1 year	+19.99%	+22.92%
5 years(CAGR)	N/A	+0.82%
10 years(CAGR)	N/A	+2.39%
Max(CAGR)	+20.12%	+5.81%

SFTY

-1.27%

Winner

VKI

+7.62%

Winner

SFTY

+11.39%

VKI

+11.01%

SFTY

+6.04%

Winner

VKI

+8.06%

SFTY

+19.99%

Winner

VKI

+22.92%

5Y(CAGR)

SFTY

N/A

VKI

+0.82%

10Y(CAGR)

SFTY

N/A

VKI

+2.39%

Max(CAGR)

Winner

SFTY

+20.12%

VKI

+5.81%

SFTY vs VKI - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	SFTY	VKI
2026	+7.09%	+6.82%
2025	+11.73%	+11.28%
2024	N/A	+9.30%
2023	N/A	+2.46%
2022	N/A	-25.96%
2021	N/A	+12.89%
2020	N/A	+7.07%
2019	N/A	+16.75%
2018	N/A	-7.66%
2017	N/A	+8.11%
2016	N/A	+0.82%
2015	N/A	+8.01%
2014	N/A	+18.32%
2013	N/A	-15.90%
2012	N/A	+13.08%
2011	N/A	+18.94%
2010	N/A	+6.29%
2009	N/A	+55.49%
2008	N/A	-34.85%
2007	N/A	-6.41%
2006	N/A	+6.04%
2005	N/A	+7.40%
2004	N/A	-6.40%
2003	N/A	+12.27%
2002	N/A	+21.72%
2001	N/A	+12.53%
2000	N/A	+16.25%
1999	N/A	-3.32%

SFTY vs VKI Drawdown Comparison

The maximum drawdown for SFTY was -8.64%, occurring on Mar 30, 2026. Recovery took 54 trading sessions.

The maximum drawdown for VKI was -52.11%, occurring on Dec 15, 2008. Recovery took 404 trading sessions.

The current SFTY drawdown is -2.55%. The current VKI drawdown is -2.66%.

Rank	SFTY	VKI
#1	-8.64% Jan 27, 2026 - Apr 15, 2026	-52.11% Feb 12, 2008 - Sep 18, 2009
#2	-4.59% Oct 28, 2025 - Dec 10, 2025	-38.33% Sep 15, 2021 - Oct 25, 2023
#3	-3.77% Jun 2, 2026 - Jun 10, 2026	-25.25% Feb 25, 2020 - Nov 24, 2020
#4	-2.75% Dec 11, 2025 - Dec 23, 2025	-24.20% Oct 26, 2012 - Jan 30, 2015
#5	-2.56% Oct 8, 2025 - Oct 20, 2025	-19.70% Aug 10, 2016 - Jul 31, 2019
#6	-2.42% Jan 12, 2026 - Jan 27, 2026	-19.36% Mar 24, 2004 - Jan 11, 2006
#7	-1.88% May 14, 2026 - May 26, 2026	-17.56% Aug 17, 2010 - Aug 31, 2011
#8	-1.57% Jul 25, 2025 - Aug 6, 2025	-14.35% Apr 25, 2007 - Jan 24, 2008
#9	-1.45% Aug 12, 2025 - Aug 28, 2025	-12.14% Jun 10, 2003 - Nov 26, 2003
#10	-1.34% Sep 22, 2025 - Oct 6, 2025	-11.03% Feb 4, 2000 - Jul 5, 2000
#11	-1.26% Dec 24, 2025 - Jan 9, 2026	-10.96% Oct 6, 2009 - Feb 12, 2010
#12	-1.10% Apr 17, 2026 - Apr 24, 2026	-10.92% Nov 16, 1999 - Feb 3, 2000
#13	-1.04% Aug 28, 2025 - Sep 4, 2025	-8.78% Feb 2, 2015 - Dec 1, 2015
#14	-0.79% Jul 3, 2025 - Jul 17, 2025	-8.01% Oct 7, 2002 - Jan 30, 2003
#15	-0.61% Oct 20, 2025 - Oct 23, 2025	-7.88% Jan 27, 2006 - Oct 30, 2006

Correlation

Correlation between SFTY and VKI is 0.87 which considered as a strong positive correlation - the stocks tend to move together.

0.87

-101

Dividend Comparison (1999 - 2026)

SFTY vs VKI dividend yield comparison.

Year	SFTY	VKI
2026	0.00%	3.58%
2025	0.19%	7.36%
2024	0.00%	6.43%
2023	0.00%	4.61%
2022	0.00%	6.04%
2021	0.00%	4.77%
2020	0.00%	4.72%
2019	0.00%	4.91%
2018	0.00%	6.25%
2017	0.00%	5.77%
2016	0.00%	6.61%
2015	0.00%	6.62%
2014	0.00%	6.62%
2013	0.00%	7.61%
2012	0.00%	6.65%
2011	0.00%	7.03%
2010	0.00%	7.72%
2009	0.00%	6.87%
2008	0.00%	9.76%
2007	0.00%	5.72%
2006	0.00%	5.16%
2005	0.00%	8.51%
2004	0.00%	7.13%
2003	0.00%	6.58%
2002	0.00%	6.81%
2001	0.00%	5.21%
2000	0.00%	6.52%
1999	0.00%	1.19%