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FMB vs. IBMN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FMB vs. IBMN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Managed Municipal ETF (FMB) and iShares iBonds Dec 2025 Term Muni Bond ETF (IBMN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


FMB

1D
-0.04%
1M
0.70%
YTD
1.78%
6M
2.21%
1Y
7.15%
3Y*
3.96%
5Y*
0.72%
10Y*
2.31%

IBMN

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
1.20%
3Y*
2.44%
5Y*
0.47%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FMB vs. IBMN - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FMB
First Trust Managed Municipal ETF
1.78%3.73%1.94%6.31%-9.91%2.43%4.44%8.25%1.76%
IBMN
iShares iBonds Dec 2025 Term Muni Bond ETF
0.00%2.49%2.33%2.42%-4.43%-0.41%4.83%6.87%2.91%

Correlation

The correlation between FMB and IBMN is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.22

Correlation (3Y)
Calculated over the trailing 3-year period

0.35

Correlation (5Y)
Calculated over the trailing 5-year period

0.48

Correlation (All Time)
Calculated using the full available price history since Nov 16, 2018

0.48

Over the past year, the correlation between FMB and IBMN has dropped to 0.22 - well below their long-term average of 0.48, suggesting their price drivers have been diverging.

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Return for Risk

FMB vs. IBMN — Risk / Return Rank

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

FMB
FMB Risk / Return Rank: 7373
Overall Rank
FMB Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
FMB Sortino Ratio Rank: 8686
Sortino Ratio Rank
FMB Omega Ratio Rank: 9090
Omega Ratio Rank
FMB Calmar Ratio Rank: 5353
Calmar Ratio Rank
FMB Martin Ratio Rank: 5555
Martin Ratio Rank

IBMN
IBMN Risk / Return Rank: 8484
Overall Rank
IBMN Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
IBMN Sortino Ratio Rank: 7878
Sortino Ratio Rank
IBMN Omega Ratio Rank: 9393
Omega Ratio Rank
IBMN Calmar Ratio Rank: 9292
Calmar Ratio Rank
IBMN Martin Ratio Rank: 9393
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. IBMN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Managed Municipal ETF (FMB) and iShares iBonds Dec 2025 Term Muni Bond ETF (IBMN). 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.


FMBIBMNDifference
Sharpe ratioReturn per unit of total volatility

+0.57

Sortino ratioReturn per unit of downside risk

+0.41

Omega ratioGain probability vs. loss probability

1.60

1.66

-0.07

Calmar ratioReturn relative to maximum drawdown

2.63

6.02

-3.39

Martin ratioReturn relative to average drawdown

9.44

24.21

-14.77

FMB vs. IBMN - Sharpe Ratio Comparison

The current FMB Sharpe Ratio is 2.70, which is comparable to the IBMN Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of FMB and IBMN, 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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Sharpe Ratios by Period


FMBIBMNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.70

2.12

+0.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

0.28

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

0.58

+0.08

Drawdowns

FMB vs. IBMN - Drawdown Comparison

The maximum FMB drawdown since its inception was -14.16%, which is greater than IBMN's maximum drawdown of -12.40%. Use the drawdown chart below to compare losses from any high point for FMB and IBMN.


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Drawdown Indicators


FMBIBMNDifference

Max Drawdown

Largest peak-to-trough decline

-14.16%

-12.40%

-1.76%

Max Drawdown (1Y)

Largest decline over 1 year

-2.73%

-0.25%

-2.48%

Max Drawdown (3Y)

Largest decline over 3 years

-4.76%

-1.10%

-3.66%

Max Drawdown (5Y)

Largest decline over 5 years

-14.16%

-7.36%

-6.80%

Max Drawdown (10Y)

Largest decline over 10 years

-14.16%

Current Drawdown

Current decline from peak

-0.50%

-0.05%

-0.45%

Average Drawdown

Average peak-to-trough decline

-2.61%

-1.81%

-0.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.76%

0.10%

+0.66%

Volatility

FMB vs. IBMN - Volatility Comparison

First Trust Managed Municipal ETF (FMB) has a higher volatility of 0.88% compared to iShares iBonds Dec 2025 Term Muni Bond ETF (IBMN) at 0.00%. This indicates that FMB's price experiences larger fluctuations and is considered to be riskier than IBMN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FMBIBMNDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.88%

0.00%

+0.88%

Volatility (6M)

Calculated over the trailing 6-month period

1.91%

0.50%

+1.41%

Volatility (1Y)

Calculated over the trailing 1-year period

2.67%

0.71%

+1.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.71%

1.80%

+1.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.55%

3.89%

+0.66%

FMB vs. IBMN - Expense Ratio Comparison

FMB has a 0.50% expense ratio, which is higher than IBMN's 0.18% expense ratio.


Dividends

FMB vs. IBMN - Dividend Comparison

FMB's dividend yield for the trailing twelve months is around 3.50%, more than IBMN's 1.14% yield.


PositionTTM20252024202320222021202020192018201720162015
FMB
First Trust Managed Municipal ETF
3.50%3.37%3.22%2.98%2.47%1.96%2.19%2.47%2.58%2.49%2.93%3.07%
IBMN
iShares iBonds Dec 2025 Term Muni Bond ETF
1.14%2.03%2.03%1.72%0.97%0.70%1.11%1.65%0.23%0.00%0.00%0.00%

Frequently Asked Questions


FMB and IBMN have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FMB has higher volatility (0.88%) compared to IBMN (0.00%). In terms of maximum drawdown, FMB dropped -14.16% vs IBMN's -12.40%.

On 5-year performance, FMB leads with 0.72% vs 0.47% for IBMN. On fees, IBMN is cheaper at 0.18% per year. On volatility, IBMN has been the lower-risk option at 0.00%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, FMB has performed better with a 0.72% return vs 0.47%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBMN is cheaper with a 0.18% expense ratio, compared with 0.50% for FMB.

FMB has the higher dividend yield at 3.50%, compared with 1.14% for IBMN.

They also come from different issuers: First Trust and iShares. Their fees differ too: 0.50% for FMB and 0.18% for IBMN.

FMB currently has the higher Sharpe Ratio (2.70 vs 2.12), 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.

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