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FCTFX vs. VCITX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FCTFX vs. VCITX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity California Municipal Income Fund (FCTFX) and Vanguard California Long-Term Tax-Exempt Fund Investor Shares (VCITX). The values are adjusted to include any dividend payments, if applicable.

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FCTFX vs. VCITX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FCTFX
Fidelity California Municipal Income Fund
-1.07%5.75%1.89%6.53%-9.64%1.39%4.50%7.63%0.68%5.81%
VCITX
Vanguard California Long-Term Tax-Exempt Fund Investor Shares
-1.00%4.90%2.66%7.51%-10.06%1.46%5.60%8.81%0.67%6.82%

Returns By Period

In the year-to-date period, FCTFX achieves a -1.07% return, which is significantly lower than VCITX's -1.00% return. Over the past 10 years, FCTFX has underperformed VCITX with an annualized return of 2.02%, while VCITX has yielded a comparatively higher 2.40% annualized return.


FCTFX

1D
0.16%
1M
-3.26%
YTD
-1.07%
6M
0.59%
1Y
4.27%
3Y*
3.38%
5Y*
0.96%
10Y*
2.02%

VCITX

1D
0.27%
1M
-3.17%
YTD
-1.00%
6M
0.86%
1Y
4.03%
3Y*
3.63%
5Y*
1.10%
10Y*
2.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FCTFX vs. VCITX - Expense Ratio Comparison

FCTFX has a 0.45% expense ratio, which is higher than VCITX's 0.17% expense ratio.


Return for Risk

FCTFX vs. VCITX — Risk / Return Rank

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

FCTFX
FCTFX Risk / Return Rank: 5353
Overall Rank
FCTFX Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
FCTFX Sortino Ratio Rank: 5151
Sortino Ratio Rank
FCTFX Omega Ratio Rank: 7676
Omega Ratio Rank
FCTFX Calmar Ratio Rank: 4242
Calmar Ratio Rank
FCTFX Martin Ratio Rank: 3737
Martin Ratio Rank

VCITX
VCITX Risk / Return Rank: 4343
Overall Rank
VCITX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
VCITX Sortino Ratio Rank: 3939
Sortino Ratio Rank
VCITX Omega Ratio Rank: 6565
Omega Ratio Rank
VCITX Calmar Ratio Rank: 3737
Calmar Ratio Rank
VCITX Martin Ratio Rank: 2828
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.

FCTFX vs. VCITX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity California Municipal Income Fund (FCTFX) and Vanguard California Long-Term Tax-Exempt Fund Investor Shares (VCITX). 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.


FCTFXVCITXDifference

Sharpe ratio

Return per unit of total volatility

1.04

0.89

+0.14

Sortino ratio

Return per unit of downside risk

1.40

1.21

+0.19

Omega ratio

Gain probability vs. loss probability

1.29

1.24

+0.05

Calmar ratio

Return relative to maximum drawdown

1.08

0.97

+0.11

Martin ratio

Return relative to average drawdown

3.87

2.95

+0.92

FCTFX vs. VCITX - Sharpe Ratio Comparison

The current FCTFX Sharpe Ratio is 1.04, which is comparable to the VCITX Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of FCTFX and VCITX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FCTFXVCITXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.04

0.89

+0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

0.25

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.53

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

1.12

1.01

+0.11

Correlation

The correlation between FCTFX and VCITX is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

FCTFX vs. VCITX - Dividend Comparison

FCTFX's dividend yield for the trailing twelve months is around 3.01%, less than VCITX's 3.58% yield.


TTM20252024202320222021202020192018201720162015
FCTFX
Fidelity California Municipal Income Fund
3.01%3.86%2.85%2.67%1.67%2.28%2.79%2.84%3.01%3.53%3.52%3.03%
VCITX
Vanguard California Long-Term Tax-Exempt Fund Investor Shares
3.58%4.34%3.85%2.99%2.66%2.56%3.21%3.16%3.32%3.22%3.45%3.50%

Drawdowns

FCTFX vs. VCITX - Drawdown Comparison

The maximum FCTFX drawdown since its inception was -23.20%, roughly equal to the maximum VCITX drawdown of -22.71%. Use the drawdown chart below to compare losses from any high point for FCTFX and VCITX.


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Drawdown Indicators


FCTFXVCITXDifference

Max Drawdown

Largest peak-to-trough decline

-23.20%

-22.71%

-0.49%

Max Drawdown (1Y)

Largest decline over 1 year

-5.00%

-5.34%

+0.34%

Max Drawdown (5Y)

Largest decline over 5 years

-14.01%

-15.79%

+1.78%

Max Drawdown (10Y)

Largest decline over 10 years

-14.01%

-15.79%

+1.78%

Current Drawdown

Current decline from peak

-3.26%

-3.17%

-0.09%

Average Drawdown

Average peak-to-trough decline

-2.44%

-2.58%

+0.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.39%

1.76%

-0.37%

Volatility

FCTFX vs. VCITX - Volatility Comparison

The current volatility for Fidelity California Municipal Income Fund (FCTFX) is 1.17%, while Vanguard California Long-Term Tax-Exempt Fund Investor Shares (VCITX) has a volatility of 1.26%. This indicates that FCTFX experiences smaller price fluctuations and is considered to be less risky than VCITX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FCTFXVCITXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.17%

1.26%

-0.09%

Volatility (6M)

Calculated over the trailing 6-month period

1.77%

1.96%

-0.19%

Volatility (1Y)

Calculated over the trailing 1-year period

4.99%

5.43%

-0.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.92%

4.51%

-0.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.04%

4.54%

-0.50%