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FLMI vs. NEARX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLMI vs. NEARX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Liberty Federal Intermediate Tax-Free Bond Opportunities ETF (FLMI) and U.S. Global Investors Near-Term Tax Free Fund (NEARX). The values are adjusted to include any dividend payments, if applicable.

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FLMI vs. NEARX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FLMI
Franklin Liberty Federal Intermediate Tax-Free Bond Opportunities ETF
0.43%5.89%4.91%7.89%-10.23%4.06%6.11%6.71%0.29%-0.02%
NEARX
U.S. Global Investors Near-Term Tax Free Fund
-0.09%3.47%2.19%3.04%-5.25%-0.46%2.94%2.40%1.58%-0.47%

Returns By Period

In the year-to-date period, FLMI achieves a 0.43% return, which is significantly higher than NEARX's -0.09% return.


FLMI

1D
0.15%
1M
-1.90%
YTD
0.43%
6M
1.90%
1Y
5.24%
3Y*
5.35%
5Y*
2.25%
10Y*

NEARX

1D
0.00%
1M
-0.94%
YTD
-0.09%
6M
0.07%
1Y
2.28%
3Y*
2.54%
5Y*
0.66%
10Y*
1.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FLMI vs. NEARX - Expense Ratio Comparison

FLMI has a 0.30% expense ratio, which is lower than NEARX's 0.45% expense ratio.


Return for Risk

FLMI vs. NEARX — Risk / Return Rank

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

FLMI
FLMI Risk / Return Rank: 5858
Overall Rank
FLMI Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
FLMI Sortino Ratio Rank: 5757
Sortino Ratio Rank
FLMI Omega Ratio Rank: 7171
Omega Ratio Rank
FLMI Calmar Ratio Rank: 5050
Calmar Ratio Rank
FLMI Martin Ratio Rank: 4848
Martin Ratio Rank

NEARX
NEARX Risk / Return Rank: 5353
Overall Rank
NEARX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
NEARX Sortino Ratio Rank: 3838
Sortino Ratio Rank
NEARX Omega Ratio Rank: 8181
Omega Ratio Rank
NEARX Calmar Ratio Rank: 6666
Calmar Ratio Rank
NEARX Martin Ratio Rank: 4949
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.

FLMI vs. NEARX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Liberty Federal Intermediate Tax-Free Bond Opportunities ETF (FLMI) and U.S. Global Investors Near-Term Tax Free Fund (NEARX). 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.


FLMINEARXDifference

Sharpe ratio

Return per unit of total volatility

1.17

0.87

+0.30

Sortino ratio

Return per unit of downside risk

1.54

1.35

+0.19

Omega ratio

Gain probability vs. loss probability

1.28

1.34

-0.06

Calmar ratio

Return relative to maximum drawdown

1.36

1.75

-0.39

Martin ratio

Return relative to average drawdown

4.98

5.59

-0.60

FLMI vs. NEARX - Sharpe Ratio Comparison

The current FLMI Sharpe Ratio is 1.17, which is higher than the NEARX Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of FLMI and NEARX, 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


FLMINEARXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.17

0.87

+0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.26

+0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.03

+0.58

Correlation

The correlation between FLMI and NEARX is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

FLMI vs. NEARX - Dividend Comparison

FLMI's dividend yield for the trailing twelve months is around 3.94%, more than NEARX's 2.26% yield.


TTM20252024202320222021202020192018201720162015
FLMI
Franklin Liberty Federal Intermediate Tax-Free Bond Opportunities ETF
3.94%3.89%4.08%3.71%3.08%2.22%2.09%2.71%2.41%0.34%0.00%0.00%
NEARX
U.S. Global Investors Near-Term Tax Free Fund
2.26%2.45%2.65%2.50%1.10%0.88%1.10%1.46%2.01%1.47%1.36%1.83%

Drawdowns

FLMI vs. NEARX - Drawdown Comparison

The maximum FLMI drawdown since its inception was -14.66%, smaller than the maximum NEARX drawdown of -80.12%. Use the drawdown chart below to compare losses from any high point for FLMI and NEARX.


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Drawdown Indicators


FLMINEARXDifference

Max Drawdown

Largest peak-to-trough decline

-14.66%

-80.12%

+65.46%

Max Drawdown (1Y)

Largest decline over 1 year

-4.19%

-1.42%

-2.77%

Max Drawdown (5Y)

Largest decline over 5 years

-14.66%

-6.91%

-7.75%

Max Drawdown (10Y)

Largest decline over 10 years

-6.91%

Current Drawdown

Current decline from peak

-2.16%

-1.41%

-0.75%

Average Drawdown

Average peak-to-trough decline

-2.86%

-25.15%

+22.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.14%

0.44%

+0.70%

Volatility

FLMI vs. NEARX - Volatility Comparison

Franklin Liberty Federal Intermediate Tax-Free Bond Opportunities ETF (FLMI) has a higher volatility of 1.38% compared to U.S. Global Investors Near-Term Tax Free Fund (NEARX) at 0.95%. This indicates that FLMI's price experiences larger fluctuations and is considered to be riskier than NEARX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLMINEARXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.38%

0.95%

+0.43%

Volatility (6M)

Calculated over the trailing 6-month period

1.98%

1.53%

+0.45%

Volatility (1Y)

Calculated over the trailing 1-year period

4.51%

2.64%

+1.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.43%

2.51%

+1.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.75%

2.56%

+2.19%