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FLTMX vs. FSMUX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLTMX vs. FSMUX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Intermediate Municipal Income Fund (FLTMX) and Strategic Advisers Municipal Bond Fund (FSMUX). The values are adjusted to include any dividend payments, if applicable.

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FLTMX vs. FSMUX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FLTMX
Fidelity Intermediate Municipal Income Fund
-0.73%6.02%1.19%5.52%-6.92%0.17%
FSMUX
Strategic Advisers Municipal Bond Fund
-1.13%3.14%2.99%6.78%-11.25%0.39%

Returns By Period

In the year-to-date period, FLTMX achieves a -0.73% return, which is significantly higher than FSMUX's -1.13% return.


FLTMX

1D
0.20%
1M
-2.40%
YTD
-0.73%
6M
0.70%
1Y
4.14%
3Y*
3.14%
5Y*
1.17%
10Y*
2.10%

FSMUX

1D
0.11%
1M
-2.56%
YTD
-1.13%
6M
0.12%
1Y
2.39%
3Y*
2.93%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FLTMX vs. FSMUX - Expense Ratio Comparison

FLTMX has a 0.32% expense ratio, which is higher than FSMUX's 0.06% expense ratio.


Return for Risk

FLTMX vs. FSMUX — Risk / Return Rank

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

FLTMX
FLTMX Risk / Return Rank: 6565
Overall Rank
FLTMX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
FLTMX Sortino Ratio Rank: 6161
Sortino Ratio Rank
FLTMX Omega Ratio Rank: 8484
Omega Ratio Rank
FLTMX Calmar Ratio Rank: 5959
Calmar Ratio Rank
FLTMX Martin Ratio Rank: 5656
Martin Ratio Rank

FSMUX
FSMUX Risk / Return Rank: 2222
Overall Rank
FSMUX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
FSMUX Sortino Ratio Rank: 2020
Sortino Ratio Rank
FSMUX Omega Ratio Rank: 4444
Omega Ratio Rank
FSMUX Calmar Ratio Rank: 1111
Calmar Ratio Rank
FSMUX Martin Ratio Rank: 1111
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.

FLTMX vs. FSMUX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Intermediate Municipal Income Fund (FLTMX) and Strategic Advisers Municipal Bond Fund (FSMUX). 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.


FLTMXFSMUXDifference

Sharpe ratio

Return per unit of total volatility

1.22

0.63

+0.60

Sortino ratio

Return per unit of downside risk

1.63

0.87

+0.76

Omega ratio

Gain probability vs. loss probability

1.35

1.19

+0.15

Calmar ratio

Return relative to maximum drawdown

1.45

0.28

+1.17

Martin ratio

Return relative to average drawdown

5.56

0.78

+4.78

FLTMX vs. FSMUX - Sharpe Ratio Comparison

The current FLTMX Sharpe Ratio is 1.22, which is higher than the FSMUX Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of FLTMX and FSMUX, 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


FLTMXFSMUXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.22

0.63

+0.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

1.35

-0.00

+1.36

Correlation

The correlation between FLTMX and FSMUX is 0.84, 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

FLTMX vs. FSMUX - Dividend Comparison

FLTMX's dividend yield for the trailing twelve months is around 2.85%, more than FSMUX's 2.35% yield.


TTM20252024202320222021202020192018201720162015
FLTMX
Fidelity Intermediate Municipal Income Fund
2.85%3.70%2.47%2.42%1.36%1.67%2.00%2.39%3.31%2.64%3.20%2.36%
FSMUX
Strategic Advisers Municipal Bond Fund
2.35%3.26%3.74%3.18%2.14%0.99%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FLTMX vs. FSMUX - Drawdown Comparison

The maximum FLTMX drawdown since its inception was -16.13%, roughly equal to the maximum FSMUX drawdown of -16.27%. Use the drawdown chart below to compare losses from any high point for FLTMX and FSMUX.


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Drawdown Indicators


FLTMXFSMUXDifference

Max Drawdown

Largest peak-to-trough decline

-16.13%

-16.27%

+0.14%

Max Drawdown (1Y)

Largest decline over 1 year

-3.56%

-5.30%

+1.74%

Max Drawdown (5Y)

Largest decline over 5 years

-10.91%

Max Drawdown (10Y)

Largest decline over 10 years

-10.91%

Current Drawdown

Current decline from peak

-2.68%

-2.56%

-0.12%

Average Drawdown

Average peak-to-trough decline

-1.64%

-5.61%

+3.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.93%

1.96%

-1.03%

Volatility

FLTMX vs. FSMUX - Volatility Comparison

Fidelity Intermediate Municipal Income Fund (FLTMX) and Strategic Advisers Municipal Bond Fund (FSMUX) have volatilities of 1.03% and 0.99%, 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.


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Volatility by Period


FLTMXFSMUXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.03%

0.99%

+0.04%

Volatility (6M)

Calculated over the trailing 6-month period

1.56%

2.12%

-0.56%

Volatility (1Y)

Calculated over the trailing 1-year period

3.71%

6.65%

-2.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.02%

4.67%

-1.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.22%

4.67%

-1.45%