Returns
| Series | 1 week | 1 month | 3 months | 6 months | YTD | 1 year | 3 years (ann.) | 5 years (ann.) | 10 years (ann.) | Since inception (ann.) |
|---|---|---|---|---|---|---|---|---|---|---|
| Market-price return | +3.32% | -5.75% | -14.99% | -12.17% | -13.02% | -11.91% | +1.40% | -8.23% | -3.86% | -2.50% |
| Market-price total return | +4.08% | -5.06% | -13.26% | -8.71% | -7.32% | -4.35% | +8.81% | -2.34% | +1.81% | +3.83% |
| NAV return | +1.55% | -3.77% | -11.03% | -10.94% | -11.88% | -13.29% | -3.63% | -7.94% | -4.46% | -2.88% |
| NAV total return | +2.26% | -3.09% | -9.22% | -7.41% | -6.09% | -5.88% | +3.03% | -2.44% | +0.77% | +3.10% |
Performance through Oct 15, 2026. Price and NAV returns are simple changes; total returns reinvest each distribution at the series value on its ex-date (first observation on/after). Periods of one year or less are cumulative; longer periods are annualised. Series are built from unadjusted prices plus the distribution record so no distribution is counted twice. Corporate actions: the vendor price series is split-adjusted; rights offerings and mergers are not restated — check Corporate Actions.
Growth of $10,000, five years
Risk statistics
| Statistic | Market price | NAV | Specification |
|---|---|---|---|
| Volatility, 1 year | 0.14% | 0.07% | annualised SD of daily total returns, √252 |
| Volatility, 3 years | 0.12% | 0.08% | as above |
| Volatility, 5 years | 0.12% | 0.08% | as above |
| Maximum drawdown, 3 years | -17.90% | -11.96% | peak-to-trough on the total-return index |
| Sharpe ratio, 3 years | 0.42 | -0.07 | excess over FRED DGS3MO (window average) (avg 4.52%), annualised |
| Sortino ratio, 3 years | 0.59 | -0.10 | downside deviation of excess returns |
| Beta vs. benchmark proxy, 3 years | 1.21 | — | AGG (U.S. aggregate bond ETF proxy), daily, aligned dates |
| Correlation, 3 years | 0.52 | — | as above |
| Observations (3y) | 752 | — | minimum 60; rankings require 500 |
Market-price and NAV volatility are different quantities and are never mixed. NAV volatility for funds holding stale-marked or illiquid assets can understate economic risk.
CEF Explorer research page for Invesco Trust for Investment Grade Municipals. Figures carry their own dates and sources; a discount to NAV does not guarantee convergence or any return. This is not investment advice.