PortfoliosLab logoPortfoliosLab logo
CMF vs. ZMUN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CMF vs. ZMUN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares California Muni Bond ETF (CMF) and F/m Ultrashort Tax-Free Municipal ETF (ZMUN). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, CMF achieves a 1.28% return, which is significantly lower than ZMUN's 1.77% return.


CMF

1D
-0.02%
1M
1.39%
YTD
1.28%
6M
1.51%
1Y
6.61%
3Y*
3.14%
5Y*
0.75%
10Y*
1.66%

ZMUN

1D
-0.03%
1M
0.30%
YTD
1.77%
6M
1.86%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CMF vs. ZMUN - Yearly Performance Comparison


Correlation

The correlation between CMF and ZMUN is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 30, 2025

0.21

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

CMF vs. ZMUN — Risk / Return Rank

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

CMF
CMF Risk / Return Rank: 6868
Overall Rank
CMF Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
CMF Sortino Ratio Rank: 8181
Sortino Ratio Rank
CMF Omega Ratio Rank: 8989
Omega Ratio Rank
CMF Calmar Ratio Rank: 4747
Calmar Ratio Rank
CMF Martin Ratio Rank: 4646
Martin Ratio Rank

ZMUN

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. ZMUN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares California Muni Bond ETF (CMF) and F/m Ultrashort Tax-Free Municipal ETF (ZMUN). 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.


CMFZMUNDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.54

Calmar ratioReturn relative to maximum drawdown

2.28

Martin ratioReturn relative to average drawdown

7.50

CMF vs. ZMUN - Sharpe Ratio Comparison


Loading charts...

Drawdowns

CMF vs. ZMUN - Drawdown Comparison

The maximum CMF drawdown since its inception was -16.45%, which is greater than ZMUN's maximum drawdown of -0.10%. Use the drawdown chart below to compare losses from any high point for CMF and ZMUN.


Loading charts...

Drawdown Indicators


CMFZMUNDifference

Max Drawdown

Largest peak-to-trough decline

-16.45%

-0.10%

-16.35%

Max Drawdown (1Y)

Largest decline over 1 year

-2.91%

Max Drawdown (3Y)

Largest decline over 3 years

-5.22%

Max Drawdown (5Y)

Largest decline over 5 years

-12.45%

Max Drawdown (10Y)

Largest decline over 10 years

-14.57%

Current Drawdown

Current decline from peak

-0.61%

-0.03%

-0.58%

Average Drawdown

Average peak-to-trough decline

-4.76%

-0.01%

-4.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.88%

Volatility

CMF vs. ZMUN - Volatility Comparison


Loading charts...

Volatility by Period


CMFZMUNDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.71%

Volatility (6M)

Calculated over the trailing 6-month period

2.17%

Volatility (1Y)

Calculated over the trailing 1-year period

2.77%

0.54%

+2.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.19%

0.54%

+3.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.08%

0.54%

+4.54%

CMF vs. ZMUN - Expense Ratio Comparison

CMF has a 0.25% expense ratio, which is lower than ZMUN's 0.30% expense ratio.


Dividends

CMF vs. ZMUN - Dividend Comparison

CMF's dividend yield for the trailing twelve months is around 2.94%, more than ZMUN's 2.28% yield.


PositionTTM20252024202320222021202020192018201720162015
CMF
iShares California Muni Bond ETF
2.94%2.94%2.78%2.29%1.91%1.58%1.80%2.03%2.17%2.09%2.21%2.55%
ZMUN
F/m Ultrashort Tax-Free Municipal ETF
2.28%0.70%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


CMF and ZMUN have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CMF is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CMF is cheaper with a 0.25% expense ratio, compared with 0.30% for ZMUN.

CMF has the higher dividend yield at 2.94%, compared with 2.28% for ZMUN.

CMF tracks S&P California AMT-Free Municipal Bond Index, while ZMUN tracks Bloomberg Municipal Bond Currently Callable Index. They also come from different issuers: iShares and F/m Investments. Their fees differ too: 0.25% for CMF and 0.30% for ZMUN.

Portfolio Optimizer

Find the right allocation for CMF and ZMUN

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer