Franklin Massachusetts Municipal Income ETF (FTMA) Sortino Ratio

Sortino ratio is not yet available for FTMA. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.

How it compares to other similar ETFs

The table compares Franklin Massachusetts Municipal Income ETF's Sortino Ratio with other ETFs in the Municipal Bonds category across multiple time periods, showing how FTMA's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 4, 2026.

Symbol	Name	1Y Sortino Ratio
MYMG	State Street My2027 Municipal Bond ETF	8.05
MYMF	State Street My2026 Municipal Bond ETF	6.98
MEAR	iShares Short Maturity Municipal Bond ETF	6.19
STAX	Macquarie Tax-Free USA Short Term ETF	6.16
CALI	iShares Short-Term California Muni Active ETF	6.02
SMMU	PIMCO Short Term Municipal Bond Active ETF	5.82
BSMR	Invesco BulletShares 2027 Municipal Bond ETF	5.57
CGSM	Capital Group Short Duration Municipal Income ETF	5.39
VSDM	Vanguard Short Duration Tax-Exempt Bond ETF	5.35
FUMB	First Trust Ultra Short Duration Municipal ETF	5.34
FTMA	Franklin Massachusetts Municipal Income ETF	—

Benchmark Against

Benchmark

S&P 500 Index

Lookback Period

How to choose period

Historical Sortino Ratio

The chart shows FTMA's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when FTMA consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

Loading charts...

Sortino Ratio Calculator

IHow does FTMA fit in your portfolio?

Add your other holdings to see your portfolio's Sortino Ratio and find out.

Analyze Your Portfolio