PortfoliosLab logoPortfoliosLab logo
FICNX vs. FTABX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FICNX vs. FTABX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Connecticut Municipal Income Fund (FICNX) and Fidelity Tax-Free Bond Fund (FTABX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FICNX vs. FTABX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FICNX
Fidelity Connecticut Municipal Income Fund
-0.79%5.59%0.79%6.29%-8.80%1.56%4.05%8.26%0.94%4.20%
FTABX
Fidelity Tax-Free Bond Fund
-0.77%5.60%1.54%7.51%-10.74%2.20%4.80%8.58%0.67%6.45%

Returns By Period

The year-to-date returns for both investments are quite close, with FICNX having a -0.79% return and FTABX slightly higher at -0.77%. Over the past 10 years, FICNX has underperformed FTABX with an annualized return of 1.87%, while FTABX has yielded a comparatively higher 2.29% annualized return.


FICNX

1D
0.18%
1M
-2.66%
YTD
-0.79%
6M
0.76%
1Y
4.33%
3Y*
3.08%
5Y*
0.89%
10Y*
1.87%

FTABX

1D
0.18%
1M
-2.93%
YTD
-0.77%
6M
0.87%
1Y
4.33%
3Y*
3.49%
5Y*
0.93%
10Y*
2.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


FICNX vs. FTABX - Expense Ratio Comparison

FICNX has a 0.48% expense ratio, which is higher than FTABX's 0.25% expense ratio.


Return for Risk

FICNX vs. FTABX — Risk / Return Rank

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

FICNX
FICNX Risk / Return Rank: 6868
Overall Rank
FICNX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
FICNX Sortino Ratio Rank: 6868
Sortino Ratio Rank
FICNX Omega Ratio Rank: 8585
Omega Ratio Rank
FICNX Calmar Ratio Rank: 5757
Calmar Ratio Rank
FICNX Martin Ratio Rank: 5555
Martin Ratio Rank

FTABX
FTABX Risk / Return Rank: 5656
Overall Rank
FTABX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
FTABX Sortino Ratio Rank: 5656
Sortino Ratio Rank
FTABX Omega Ratio Rank: 7878
Omega Ratio Rank
FTABX Calmar Ratio Rank: 4747
Calmar Ratio Rank
FTABX Martin Ratio Rank: 3838
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.

FICNX vs. FTABX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Connecticut Municipal Income Fund (FICNX) and Fidelity Tax-Free Bond Fund (FTABX). 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.


FICNXFTABXDifference

Sharpe ratio

Return per unit of total volatility

1.28

1.08

+0.21

Sortino ratio

Return per unit of downside risk

1.71

1.46

+0.25

Omega ratio

Gain probability vs. loss probability

1.35

1.30

+0.05

Calmar ratio

Return relative to maximum drawdown

1.34

1.16

+0.19

Martin ratio

Return relative to average drawdown

5.34

4.03

+1.30

FICNX vs. FTABX - Sharpe Ratio Comparison

The current FICNX Sharpe Ratio is 1.28, which is comparable to the FTABX Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of FICNX and FTABX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FICNXFTABXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.28

1.08

+0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

0.23

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.54

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

1.25

1.04

+0.22

Correlation

The correlation between FICNX and FTABX is 0.90, 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

FICNX vs. FTABX - Dividend Comparison

FICNX's dividend yield for the trailing twelve months is around 2.57%, less than FTABX's 3.21% yield.


TTM20252024202320222021202020192018201720162015
FICNX
Fidelity Connecticut Municipal Income Fund
2.57%3.18%2.62%2.43%1.73%1.98%2.59%2.77%2.52%3.05%4.27%3.26%
FTABX
Fidelity Tax-Free Bond Fund
3.21%4.18%2.81%2.90%2.16%2.27%2.64%2.94%3.01%3.49%4.22%3.29%

Drawdowns

FICNX vs. FTABX - Drawdown Comparison

The maximum FICNX drawdown since its inception was -13.29%, smaller than the maximum FTABX drawdown of -16.14%. Use the drawdown chart below to compare losses from any high point for FICNX and FTABX.


Loading graphics...

Drawdown Indicators


FICNXFTABXDifference

Max Drawdown

Largest peak-to-trough decline

-13.29%

-16.14%

+2.85%

Max Drawdown (1Y)

Largest decline over 1 year

-3.94%

-4.74%

+0.80%

Max Drawdown (5Y)

Largest decline over 5 years

-13.29%

-16.14%

+2.85%

Max Drawdown (10Y)

Largest decline over 10 years

-13.29%

-16.14%

+2.85%

Current Drawdown

Current decline from peak

-2.66%

-2.93%

+0.27%

Average Drawdown

Average peak-to-trough decline

-1.71%

-2.13%

+0.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.99%

1.36%

-0.37%

Volatility

FICNX vs. FTABX - Volatility Comparison

Fidelity Connecticut Municipal Income Fund (FICNX) and Fidelity Tax-Free Bond Fund (FTABX) have volatilities of 1.07% and 1.10%, 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.


Loading graphics...

Volatility by Period


FICNXFTABXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.07%

1.10%

-0.03%

Volatility (6M)

Calculated over the trailing 6-month period

1.59%

1.77%

-0.18%

Volatility (1Y)

Calculated over the trailing 1-year period

3.99%

4.84%

-0.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.49%

4.12%

-0.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.74%

4.27%

-0.53%