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FMB vs. HMOP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FMB vs. HMOP - Performance Comparison

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

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FMB vs. HMOP - 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%0.21%
HMOP
Hartford Municipal Opportunities ETF
-0.10%4.70%2.52%6.83%-8.37%1.80%5.52%7.77%1.59%0.05%

Returns By Period

In the year-to-date period, FMB achieves a -0.03% return, which is significantly higher than HMOP's -0.10% 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%

HMOP

1D
0.18%
1M
-2.38%
YTD
-0.10%
6M
1.17%
1Y
4.35%
3Y*
3.81%
5Y*
1.32%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FMB vs. HMOP - Expense Ratio Comparison

FMB has a 0.50% expense ratio, which is higher than HMOP's 0.29% expense ratio.


Return for Risk

FMB vs. HMOP — 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

HMOP
HMOP Risk / Return Rank: 6060
Overall Rank
HMOP Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
HMOP Sortino Ratio Rank: 5959
Sortino Ratio Rank
HMOP Omega Ratio Rank: 6868
Omega Ratio Rank
HMOP Calmar Ratio Rank: 5858
Calmar Ratio Rank
HMOP Martin Ratio Rank: 5151
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. HMOP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Managed Municipal ETF (FMB) and Hartford Municipal Opportunities ETF (HMOP). 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.


FMBHMOPDifference

Sharpe ratio

Return per unit of total volatility

1.05

1.17

-0.12

Sortino ratio

Return per unit of downside risk

1.33

1.53

-0.20

Omega ratio

Gain probability vs. loss probability

1.24

1.25

-0.01

Calmar ratio

Return relative to maximum drawdown

1.17

1.47

-0.29

Martin ratio

Return relative to average drawdown

3.23

4.83

-1.60

FMB vs. HMOP - Sharpe Ratio Comparison

The current FMB Sharpe Ratio is 1.05, which is comparable to the HMOP Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of FMB and HMOP, 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


FMBHMOPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.05

1.17

-0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

0.34

-0.15

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

0.60

+0.04

Correlation

The correlation between FMB and HMOP is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FMB vs. HMOP - Dividend Comparison

FMB's dividend yield for the trailing twelve months is around 3.48%, which matches HMOP's 3.51% 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%
HMOP
Hartford Municipal Opportunities ETF
3.51%3.40%3.22%2.92%2.12%1.67%5.26%2.87%2.27%0.00%0.00%0.00%

Drawdowns

FMB vs. HMOP - Drawdown Comparison

The maximum FMB drawdown since its inception was -14.16%, which is greater than HMOP's maximum drawdown of -13.12%. Use the drawdown chart below to compare losses from any high point for FMB and HMOP.


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Drawdown Indicators


FMBHMOPDifference

Max Drawdown

Largest peak-to-trough decline

-14.16%

-13.12%

-1.04%

Max Drawdown (1Y)

Largest decline over 1 year

-3.55%

-3.10%

-0.45%

Max Drawdown (5Y)

Largest decline over 5 years

-14.16%

-13.12%

-1.04%

Max Drawdown (10Y)

Largest decline over 10 years

-14.16%

Current Drawdown

Current decline from peak

-2.26%

-2.38%

+0.12%

Average Drawdown

Average peak-to-trough decline

-2.63%

-2.49%

-0.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.29%

0.94%

+0.35%

Volatility

FMB vs. HMOP - Volatility Comparison

First Trust Managed Municipal ETF (FMB) has a higher volatility of 1.31% compared to Hartford Municipal Opportunities ETF (HMOP) at 1.08%. This indicates that FMB's price experiences larger fluctuations and is considered to be riskier than HMOP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FMBHMOPDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.31%

1.08%

+0.23%

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%

3.73%

+0.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.69%

3.85%

-0.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.55%

4.29%

+0.26%