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FMB vs. CA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FMB vs. CA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Managed Municipal ETF (FMB) and Xtrackers California Municipal Bond ETF (CA). The values are adjusted to include any dividend payments, if applicable.

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FMB vs. CA - Yearly Performance Comparison


2026 (YTD)202520242023
FMB
First Trust Managed Municipal ETF
-0.03%3.73%1.94%0.56%
CA
Xtrackers California Municipal Bond ETF
-0.08%3.05%1.51%0.79%

Returns By Period

In the year-to-date period, FMB achieves a -0.03% return, which is significantly higher than CA's -0.08% 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%

CA

1D
0.38%
1M
-2.00%
YTD
-0.08%
6M
1.22%
1Y
3.88%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FMB vs. CA - Expense Ratio Comparison

FMB has a 0.50% expense ratio, which is higher than CA's 0.07% expense ratio.


Return for Risk

FMB vs. CA — 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

CA
CA Risk / Return Rank: 4545
Overall Rank
CA Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
CA Sortino Ratio Rank: 4141
Sortino Ratio Rank
CA Omega Ratio Rank: 5656
Omega Ratio Rank
CA Calmar Ratio Rank: 4444
Calmar Ratio Rank
CA Martin Ratio Rank: 3636
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. CA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Managed Municipal ETF (FMB) and Xtrackers California Municipal Bond ETF (CA). 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.


FMBCADifference

Sharpe ratio

Return per unit of total volatility

1.05

0.89

+0.16

Sortino ratio

Return per unit of downside risk

1.33

1.17

+0.17

Omega ratio

Gain probability vs. loss probability

1.24

1.21

+0.03

Calmar ratio

Return relative to maximum drawdown

1.17

1.17

0.00

Martin ratio

Return relative to average drawdown

3.23

3.35

-0.12

FMB vs. CA - Sharpe Ratio Comparison

The current FMB Sharpe Ratio is 1.05, which is comparable to the CA Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of FMB and CA, 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


FMBCADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.05

0.89

+0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.57

+0.07

Correlation

The correlation between FMB and CA is 0.72, 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

FMB vs. CA - Dividend Comparison

FMB's dividend yield for the trailing twelve months is around 3.48%, more than CA's 3.20% 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%
CA
Xtrackers California Municipal Bond ETF
3.20%3.14%3.03%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FMB vs. CA - Drawdown Comparison

The maximum FMB drawdown since its inception was -14.16%, which is greater than CA's maximum drawdown of -5.24%. Use the drawdown chart below to compare losses from any high point for FMB and CA.


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Drawdown Indicators


FMBCADifference

Max Drawdown

Largest peak-to-trough decline

-14.16%

-5.24%

-8.92%

Max Drawdown (1Y)

Largest decline over 1 year

-3.55%

-3.67%

+0.12%

Max Drawdown (5Y)

Largest decline over 5 years

-14.16%

Max Drawdown (10Y)

Largest decline over 10 years

-14.16%

Current Drawdown

Current decline from peak

-2.26%

-2.00%

-0.26%

Average Drawdown

Average peak-to-trough decline

-2.63%

-1.30%

-1.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.29%

1.28%

+0.01%

Volatility

FMB vs. CA - Volatility Comparison

First Trust Managed Municipal ETF (FMB) and Xtrackers California Municipal Bond ETF (CA) have volatilities of 1.31% and 1.31%, 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


FMBCADifference

Volatility (1M)

Calculated over the trailing 1-month period

1.31%

1.31%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

1.79%

1.78%

+0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

3.87%

4.40%

-0.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.69%

4.09%

-0.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.55%

4.09%

+0.46%