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EVYM vs. FTMH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EVYM vs. FTMH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eaton Vance High Income Municipal ETF (EVYM) and Franklin Municipal High Yield ETF (FTMH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EVYM achieves a 2.72% return, which is significantly higher than FTMH's 2.36% return.


EVYM

1D
-0.15%
1M
-2.00%
6M
2.22%
YTD
2.72%
1Y
9.11%
3Y*
5Y*
10Y*
ALL TIME*
4.58%

FTMH

1D
-0.17%
1M
-2.28%
6M
1.66%
YTD
2.36%
1Y
3Y*
5Y*
10Y*
ALL TIME*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$310.70K$294.42K$276.58K
$2.21M$2.22M$2.07M

EVYM vs. FTMH - Yearly Performance Comparison


Correlation

The correlation between EVYM and FTMH is 0.70, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 27, 2025

0.70

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Return for Risk

EVYM vs. FTMH — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

EVYM
EVYM Risk / Return Rank: 9393
Overall Rank
EVYM Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
EVYM Sortino Ratio Rank: 9595
Sortino Ratio Rank
EVYM Omega Ratio Rank: 9595
Omega Ratio Rank
EVYM Calmar Ratio Rank: 8888
Calmar Ratio Rank
EVYM Martin Ratio Rank: 9090
Martin Ratio Rank

FTMH

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

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

EVYM vs. FTMH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eaton Vance High Income Municipal ETF (EVYM) and Franklin Municipal High Yield ETF (FTMH). 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.


EVYMFTMHDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.55

Calmar ratioReturn relative to maximum drawdown

3.60

Martin ratioReturn relative to average drawdown

14.70

EVYM vs. FTMH - Sharpe Ratio Comparison


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Drawdowns

EVYM vs. FTMH - Drawdown Comparison

The maximum EVYM drawdown since its inception was -6.08%, which is greater than FTMH's maximum drawdown of -3.12%. Use the drawdown chart below to compare losses from any high point for EVYM and FTMH.


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Drawdown Indicators


EVYMFTMHDifference

Max Drawdown

Largest peak-to-trough decline

-6.08%

-3.12%

-2.96%

Max Drawdown (1Y)

Largest decline over 1 year

-2.77%

Current Drawdown

Current decline from peak

-2.00%

-2.28%

+0.28%

Average Drawdown

Average peak-to-trough decline

-1.38%

-0.66%

-0.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.68%

Volatility

EVYM vs. FTMH - Volatility Comparison


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Volatility by Period


EVYMFTMHDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.11%

Volatility (6M)

Calculated over the trailing 6-month period

2.86%

Volatility (1Y)

Calculated over the trailing 1-year period

3.73%

4.04%

-0.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.87%

4.04%

+1.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.87%

4.04%

+1.83%

EVYM vs. FTMH - Expense Ratio Comparison

EVYM has a 0.40% expense ratio, which is higher than FTMH's 0.35% expense ratio.


Dividends

EVYM vs. FTMH - Dividend Comparison

EVYM's dividend yield for the trailing twelve months is around 4.89%, more than FTMH's 3.13% yield.


Frequently Asked Questions


EVYM and FTMH 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.

On fees, FTMH is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FTMH is cheaper with a 0.35% expense ratio, compared with 0.40% for EVYM.

EVYM has the higher dividend yield at 4.89%, compared with 3.13% for FTMH.

They also come from different issuers: Eaton Vance and Franklin Templeton. Their fees differ too: 0.40% for EVYM and 0.35% for FTMH.

Portfolio Optimizer

Find the right allocation for EVYM and FTMH

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