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CMF vs. FCAL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CMF vs. FCAL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares California Muni Bond ETF (CMF) and First Trust California Municipal High Income ETF (FCAL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CMF achieves a 1.28% return, which is significantly lower than FCAL's 2.13% return.


CMF

1D
-0.01%
1M
0.32%
6M
0.72%
YTD
1.28%
1Y
6.40%
3Y*
3.26%
5Y*
0.63%
10Y*
1.64%

FCAL

1D
0.05%
1M
0.32%
6M
1.57%
YTD
2.13%
1Y
7.01%
3Y*
3.62%
5Y*
0.57%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CMF vs. FCAL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CMF
iShares California Muni Bond ETF
1.28%3.36%1.65%5.71%-8.27%0.78%4.50%6.94%0.99%1.08%
FCAL
First Trust California Municipal High Income ETF
2.13%3.19%1.90%6.08%-9.50%3.26%3.51%9.32%0.31%4.38%

Correlation

The correlation between CMF and FCAL is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.70

Correlation (3Y)
Calculated over the trailing 3-year period

0.58

Correlation (5Y)
Calculated over the trailing 5-year period

0.62

Correlation (All Time)
Calculated using the full available price history since Jun 27, 2017

0.54

The correlation between CMF and FCAL shifts across timeframes, from 0.54 (all time) to 0.70 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

CMF vs. FCAL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CMF
CMF Risk / Return Rank: 7474
Overall Rank
CMF Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
CMF Sortino Ratio Rank: 8888
Sortino Ratio Rank
CMF Omega Ratio Rank: 9292
Omega Ratio Rank
CMF Calmar Ratio Rank: 5252
Calmar Ratio Rank
CMF Martin Ratio Rank: 5252
Martin Ratio Rank

FCAL
FCAL Risk / Return Rank: 8383
Overall Rank
FCAL Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
FCAL Sortino Ratio Rank: 9393
Sortino Ratio Rank
FCAL Omega Ratio Rank: 9595
Omega Ratio Rank
FCAL Calmar Ratio Rank: 6767
Calmar Ratio Rank
FCAL Martin Ratio Rank: 7070
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CMF vs. FCAL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares California Muni Bond ETF (CMF) and First Trust California Municipal High Income ETF (FCAL). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CMFFCALDifference
Sharpe ratioReturn per unit of total volatility

-0.31

Sortino ratioReturn per unit of downside risk

-0.53

Omega ratioGain probability vs. loss probability

1.49

1.57

-0.08

Calmar ratioReturn relative to maximum drawdown

2.13

2.66

-0.53

Martin ratioReturn relative to average drawdown

7.01

10.14

-3.13

CMF vs. FCAL - Sharpe Ratio Comparison

The current CMF Sharpe Ratio is 2.23, which is comparable to the FCAL Sharpe Ratio of 2.54. The chart below compares the historical Sharpe Ratios of CMF and FCAL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CMF vs. FCAL - Drawdown Comparison

The maximum CMF drawdown since its inception was -16.45%, which is greater than FCAL's maximum drawdown of -14.81%. Use the drawdown chart below to compare losses from any high point for CMF and FCAL.


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Drawdown Indicators


CMFFCALDifference

Max Drawdown

Largest peak-to-trough decline

-16.45%

-14.81%

-1.64%

Max Drawdown (1Y)

Largest decline over 1 year

-2.91%

-2.57%

-0.34%

Max Drawdown (3Y)

Largest decline over 3 years

-5.22%

-5.46%

+0.24%

Max Drawdown (5Y)

Largest decline over 5 years

-12.45%

-14.44%

+1.99%

Max Drawdown (10Y)

Largest decline over 10 years

-14.57%

Current Drawdown

Current decline from peak

-0.60%

-0.45%

-0.15%

Average Drawdown

Average peak-to-trough decline

-4.75%

-3.31%

-1.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.89%

0.68%

+0.21%

Volatility

CMF vs. FCAL - Volatility Comparison

iShares California Muni Bond ETF (CMF) and First Trust California Municipal High Income ETF (FCAL) have volatilities of 0.62% and 0.61%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CMFFCALDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.62%

0.61%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

2.19%

2.14%

+0.05%

Volatility (1Y)

Calculated over the trailing 1-year period

2.78%

2.70%

+0.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.19%

4.24%

-0.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.08%

5.22%

-0.14%

CMF vs. FCAL - Expense Ratio Comparison

CMF has a 0.08% expense ratio, which is lower than FCAL's 0.50% expense ratio.


Dividends

CMF vs. FCAL - Dividend Comparison

CMF's dividend yield for the trailing twelve months is around 2.95%, less than FCAL's 3.35% yield.


PositionTTM20252024202320222021202020192018201720162015
CMF
iShares California Muni Bond ETF
2.95%2.94%2.78%2.29%1.91%1.58%1.80%2.03%2.17%2.09%2.21%2.55%
FCAL
First Trust California Municipal High Income ETF
3.35%3.22%2.99%2.74%2.38%2.03%2.11%2.68%2.99%1.30%0.00%0.00%

Frequently Asked Questions


CMF and FCAL have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CMF has higher volatility (0.62%) compared to FCAL (0.61%). In terms of maximum drawdown, CMF dropped -16.45% vs FCAL's -14.81%.

On 5-year performance, CMF leads with 0.63% vs 0.57% for FCAL. On fees, CMF is cheaper at 0.08% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, CMF has performed better with a 0.63% return vs 0.57%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

CMF is cheaper with a 0.08% expense ratio, compared with 0.50% for FCAL.

FCAL has the higher dividend yield at 3.35%, compared with 2.95% for CMF.

CMF is categorized as Single State Muni, while FCAL is Municipal Bonds. They also come from different issuers: iShares and First Trust. Their fees differ too: 0.08% for CMF and 0.50% for FCAL.

FCAL currently has the higher Sharpe Ratio (2.54 vs 2.23), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for CMF and FCAL

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