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FMB vs. AIRR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FMB vs. AIRR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Managed Municipal ETF (FMB) and First Trust RBA American Industrial Renaissance ETF (AIRR). The values are adjusted to include any dividend payments, if applicable.

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FMB vs. AIRR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FMB
First Trust Managed Municipal ETF
-0.03%3.73%1.94%6.31%-9.91%2.43%4.44%8.25%0.89%7.22%
AIRR
First Trust RBA American Industrial Renaissance ETF
12.74%27.92%33.45%31.43%-2.08%33.01%17.17%33.97%-20.57%16.28%

Returns By Period

In the year-to-date period, FMB achieves a -0.03% return, which is significantly lower than AIRR's 12.74% return. Over the past 10 years, FMB has underperformed AIRR with an annualized return of 2.30%, while AIRR has yielded a comparatively higher 20.48% annualized return.


FMB

1D
0.16%
1M
-2.26%
YTD
-0.03%
6M
1.70%
1Y
4.05%
3Y*
3.14%
5Y*
0.70%
10Y*
2.30%

AIRR

1D
4.60%
1M
-6.21%
YTD
12.74%
6M
14.68%
1Y
62.71%
3Y*
32.43%
5Y*
22.20%
10Y*
20.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FMB vs. AIRR - Expense Ratio Comparison

FMB has a 0.50% expense ratio, which is lower than AIRR's 0.70% expense ratio.


Return for Risk

FMB vs. AIRR — Risk / Return Rank

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

FMB
FMB Risk / Return Rank: 5252
Overall Rank
FMB Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
FMB Sortino Ratio Rank: 5151
Sortino Ratio Rank
FMB Omega Ratio Rank: 6767
Omega Ratio Rank
FMB Calmar Ratio Rank: 4747
Calmar Ratio Rank
FMB Martin Ratio Rank: 3636
Martin Ratio Rank

AIRR
AIRR Risk / Return Rank: 9595
Overall Rank
AIRR Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
AIRR Sortino Ratio Rank: 9595
Sortino Ratio Rank
AIRR Omega Ratio Rank: 9191
Omega Ratio Rank
AIRR Calmar Ratio Rank: 9797
Calmar Ratio Rank
AIRR Martin Ratio Rank: 9696
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.

FMB vs. AIRR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Managed Municipal ETF (FMB) and First Trust RBA American Industrial Renaissance ETF (AIRR). 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.


FMBAIRRDifference

Sharpe ratio

Return per unit of total volatility

1.05

2.23

-1.18

Sortino ratio

Return per unit of downside risk

1.33

2.92

-1.59

Omega ratio

Gain probability vs. loss probability

1.24

1.38

-0.14

Calmar ratio

Return relative to maximum drawdown

1.17

4.78

-3.61

Martin ratio

Return relative to average drawdown

3.23

16.89

-13.65

FMB vs. AIRR - Sharpe Ratio Comparison

The current FMB Sharpe Ratio is 1.05, which is lower than the AIRR Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of FMB and AIRR, 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


FMBAIRRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.05

2.23

-1.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

0.89

-0.70

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.79

-0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.62

+0.02

Correlation

The correlation between FMB and AIRR is -0.03. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

FMB vs. AIRR - Dividend Comparison

FMB's dividend yield for the trailing twelve months is around 3.48%, more than AIRR's 0.16% yield.


TTM20252024202320222021202020192018201720162015
FMB
First Trust Managed Municipal ETF
3.48%3.37%3.22%2.98%2.47%1.96%2.19%2.47%2.58%2.49%2.93%3.07%
AIRR
First Trust RBA American Industrial Renaissance ETF
0.16%0.19%0.18%0.23%0.12%0.05%0.10%0.20%0.43%0.30%0.08%0.47%

Drawdowns

FMB vs. AIRR - Drawdown Comparison

The maximum FMB drawdown since its inception was -14.16%, smaller than the maximum AIRR drawdown of -42.37%. Use the drawdown chart below to compare losses from any high point for FMB and AIRR.


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Drawdown Indicators


FMBAIRRDifference

Max Drawdown

Largest peak-to-trough decline

-14.16%

-42.37%

+28.21%

Max Drawdown (1Y)

Largest decline over 1 year

-3.55%

-13.09%

+9.54%

Max Drawdown (5Y)

Largest decline over 5 years

-14.16%

-27.95%

+13.79%

Max Drawdown (10Y)

Largest decline over 10 years

-14.16%

-42.37%

+28.21%

Current Drawdown

Current decline from peak

-2.26%

-9.09%

+6.83%

Average Drawdown

Average peak-to-trough decline

-2.63%

-7.50%

+4.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.29%

3.71%

-2.42%

Volatility

FMB vs. AIRR - Volatility Comparison

The current volatility for First Trust Managed Municipal ETF (FMB) is 1.31%, while First Trust RBA American Industrial Renaissance ETF (AIRR) has a volatility of 10.92%. This indicates that FMB experiences smaller price fluctuations and is considered to be less risky than AIRR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FMBAIRRDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.31%

10.92%

-9.61%

Volatility (6M)

Calculated over the trailing 6-month period

1.79%

19.67%

-17.88%

Volatility (1Y)

Calculated over the trailing 1-year period

3.87%

28.26%

-24.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.69%

25.07%

-21.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.55%

26.14%

-21.59%