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FMB vs. CSHP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FMB vs. CSHP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Managed Municipal ETF (FMB) and iShares Enhanced Short-Term Bond Active ETF (CSHP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FMB achieves a 1.96% return, which is significantly higher than CSHP's 1.83% return.


FMB

1D
-0.08%
1M
1.34%
YTD
1.96%
6M
2.03%
1Y
6.75%
3Y*
3.71%
5Y*
0.77%
10Y*
2.20%

CSHP

1D
-0.03%
1M
0.27%
YTD
1.83%
6M
1.92%
1Y
3.94%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FMB vs. CSHP - Yearly Performance Comparison


2026 (YTD)20252024
FMB
First Trust Managed Municipal ETF
1.96%3.73%0.67%
CSHP
iShares Enhanced Short-Term Bond Active ETF
1.83%4.10%2.24%

Correlation

The correlation between FMB and CSHP is -0.18, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.18

Correlation (All Time)
Calculated using the full available price history since Jul 18, 2024

-0.18

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Return for Risk

FMB vs. CSHP — Risk / Return Rank

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

FMB
FMB Risk / Return Rank: 7575
Overall Rank
FMB Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
FMB Sortino Ratio Rank: 8888
Sortino Ratio Rank
FMB Omega Ratio Rank: 9292
Omega Ratio Rank
FMB Calmar Ratio Rank: 5454
Calmar Ratio Rank
FMB Martin Ratio Rank: 5454
Martin Ratio Rank

CSHP
CSHP Risk / Return Rank: 9999
Overall Rank
CSHP Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
CSHP Sortino Ratio Rank: 9999
Sortino Ratio Rank
CSHP Omega Ratio Rank: 9999
Omega Ratio Rank
CSHP Calmar Ratio Rank: 100100
Calmar Ratio Rank
CSHP Martin Ratio Rank: 100100
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. CSHP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Managed Municipal ETF (FMB) and iShares Enhanced Short-Term Bond Active ETF (CSHP). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FMBCSHPDifference
Sharpe ratioReturn per unit of total volatility

-8.51

Sortino ratioReturn per unit of downside risk

-23.84

Omega ratioGain probability vs. loss probability

1.57

6.46

-4.89

Calmar ratioReturn relative to maximum drawdown

2.48

65.45

-62.97

Martin ratioReturn relative to average drawdown

8.85

381.67

-372.83

FMB vs. CSHP - Sharpe Ratio Comparison

The current FMB Sharpe Ratio is 2.57, which is lower than the CSHP Sharpe Ratio of 11.09. The chart below compares the historical Sharpe Ratios of FMB and CSHP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FMB vs. CSHP - Drawdown Comparison

The maximum FMB drawdown since its inception was -14.16%, which is greater than CSHP's maximum drawdown of -0.08%. Use the drawdown chart below to compare losses from any high point for FMB and CSHP.


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Drawdown Indicators


FMBCSHPDifference

Max Drawdown

Largest peak-to-trough decline

-14.16%

-0.08%

-14.08%

Max Drawdown (1Y)

Largest decline over 1 year

-2.73%

-0.06%

-2.67%

Max Drawdown (3Y)

Largest decline over 3 years

-4.76%

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

-0.32%

-0.04%

-0.28%

Average Drawdown

Average peak-to-trough decline

-2.60%

-0.00%

-2.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.77%

0.01%

+0.76%

Volatility

FMB vs. CSHP - Volatility Comparison

First Trust Managed Municipal ETF (FMB) has a higher volatility of 0.75% compared to iShares Enhanced Short-Term Bond Active ETF (CSHP) at 0.16%. This indicates that FMB's price experiences larger fluctuations and is considered to be riskier than CSHP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FMBCSHPDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.75%

0.16%

+0.59%

Volatility (6M)

Calculated over the trailing 6-month period

1.97%

0.27%

+1.70%

Volatility (1Y)

Calculated over the trailing 1-year period

2.64%

0.36%

+2.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.71%

0.41%

+3.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.53%

0.41%

+4.12%

FMB vs. CSHP - Expense Ratio Comparison

FMB has a 0.50% expense ratio, which is higher than CSHP's 0.20% expense ratio.


Dividends

FMB vs. CSHP - Dividend Comparison

FMB's dividend yield for the trailing twelve months is around 3.49%, less than CSHP's 3.91% yield.


PositionTTM20252024202320222021202020192018201720162015
CSHP
iShares Enhanced Short-Term Bond Active ETF
3.91%5.39%1.96%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FMB
First Trust Managed Municipal ETF
3.49%3.37%3.22%2.98%2.47%1.96%2.19%2.47%2.58%2.49%2.93%3.07%

Frequently Asked Questions


FMB and CSHP have a correlation of -0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FMB has higher volatility (0.75%) compared to CSHP (0.16%). In terms of maximum drawdown, FMB dropped -14.16% vs CSHP's -0.08%.

On 1-year performance, FMB leads with 6.75% vs 3.94% for CSHP. On fees, CSHP is cheaper at 0.20% per year. On volatility, CSHP has been the lower-risk option at 0.16%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, FMB has performed better with a 6.75% return vs 3.94%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

CSHP is cheaper with a 0.20% expense ratio, compared with 0.50% for FMB.

CSHP has the higher dividend yield at 3.91%, compared with 3.49% for FMB.

FMB is categorized as Municipal Bonds, while CSHP is Ultrashort Bond. They also come from different issuers: First Trust and iShares. Their fees differ too: 0.50% for FMB and 0.20% for CSHP.

CSHP currently has the higher Sharpe Ratio (11.09 vs 2.57), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for FMB and CSHP

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