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FMB vs. MEAR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FMB vs. MEAR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Managed Municipal ETF (FMB) and iShares Short Maturity Municipal Bond ETF (MEAR). 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 1.86% return, which is significantly higher than MEAR's 1.02% return. Over the past 10 years, FMB has outperformed MEAR with an annualized return of 2.35%, while MEAR has yielded a comparatively lower 1.78% annualized return.


FMB

1D
0.08%
1M
0.71%
YTD
1.86%
6M
2.34%
1Y
6.91%
3Y*
3.95%
5Y*
0.74%
10Y*
2.35%

MEAR

1D
-0.04%
1M
0.26%
YTD
1.02%
6M
1.28%
1Y
3.23%
3Y*
3.55%
5Y*
2.42%
10Y*
1.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FMB vs. MEAR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FMB
First Trust Managed Municipal ETF
1.86%3.73%1.94%6.31%-9.91%2.43%4.44%8.25%0.89%7.22%
MEAR
iShares Short Maturity Municipal Bond ETF
1.02%3.76%3.40%3.93%0.10%0.05%1.18%1.91%1.63%1.12%

Correlation

The correlation between FMB and MEAR is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.23

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

0.31

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

0.30

Correlation (10Y)
Calculated over the trailing 10-year period

0.21

Correlation (All Time)
Calculated using the full available price history since Mar 6, 2015

0.19

The correlation between FMB and MEAR shifts across timeframes, from 0.19 (all time) to 0.31 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

FMB vs. MEAR — 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: 8585
Sortino Ratio Rank
FMB Omega Ratio Rank: 9090
Omega Ratio Rank
FMB Calmar Ratio Rank: 5252
Calmar Ratio Rank
FMB Martin Ratio Rank: 5454
Martin Ratio Rank

MEAR
MEAR Risk / Return Rank: 9595
Overall Rank
MEAR Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
MEAR Sortino Ratio Rank: 9797
Sortino Ratio Rank
MEAR Omega Ratio Rank: 9797
Omega Ratio Rank
MEAR Calmar Ratio Rank: 9393
Calmar Ratio Rank
MEAR Martin Ratio Rank: 9595
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. MEAR - Risk-Adjusted Trends Comparison

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


FMBMEARDifference
Sharpe ratioReturn per unit of total volatility

-1.16

Sortino ratioReturn per unit of downside risk

-2.26

Omega ratioGain probability vs. loss probability

1.58

1.88

-0.31

Calmar ratioReturn relative to maximum drawdown

2.54

6.93

-4.39

Martin ratioReturn relative to average drawdown

9.12

28.45

-19.33

FMB vs. MEAR - Sharpe Ratio Comparison

The current FMB Sharpe Ratio is 2.62, which is lower than the MEAR Sharpe Ratio of 3.78. The chart below compares the historical Sharpe Ratios of FMB and MEAR, 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


FMBMEARDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.62

3.78

-1.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

2.47

-2.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

1.18

-0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

1.11

-0.44

Drawdowns

FMB vs. MEAR - Drawdown Comparison

The maximum FMB drawdown since its inception was -14.16%, which is greater than MEAR's maximum drawdown of -2.68%. Use the drawdown chart below to compare losses from any high point for FMB and MEAR.


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Drawdown Indicators


FMBMEARDifference

Max Drawdown

Largest peak-to-trough decline

-14.16%

-2.68%

-11.48%

Max Drawdown (1Y)

Largest decline over 1 year

-2.73%

-0.47%

-2.26%

Max Drawdown (3Y)

Largest decline over 3 years

-4.76%

-0.86%

-3.90%

Max Drawdown (5Y)

Largest decline over 5 years

-14.16%

-1.12%

-13.04%

Max Drawdown (10Y)

Largest decline over 10 years

-14.16%

-2.68%

-11.48%

Current Drawdown

Current decline from peak

-0.42%

-0.04%

-0.38%

Average Drawdown

Average peak-to-trough decline

-2.61%

-0.19%

-2.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.76%

0.11%

+0.65%

Volatility

FMB vs. MEAR - Volatility Comparison

First Trust Managed Municipal ETF (FMB) has a higher volatility of 0.88% compared to iShares Short Maturity Municipal Bond ETF (MEAR) at 0.24%. This indicates that FMB's price experiences larger fluctuations and is considered to be riskier than MEAR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FMBMEARDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.88%

0.24%

+0.64%

Volatility (6M)

Calculated over the trailing 6-month period

1.91%

0.61%

+1.30%

Volatility (1Y)

Calculated over the trailing 1-year period

2.67%

0.86%

+1.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.71%

0.98%

+2.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.55%

1.52%

+3.03%

FMB vs. MEAR - Expense Ratio Comparison

FMB has a 0.50% expense ratio, which is higher than MEAR's 0.25% expense ratio.


Dividends

FMB vs. MEAR - Dividend Comparison

FMB's dividend yield for the trailing twelve months is around 3.50%, more than MEAR's 2.84% 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%
MEAR
iShares Short Maturity Municipal Bond ETF
2.84%2.95%3.44%3.30%0.88%0.30%0.90%1.57%1.36%1.01%0.81%0.53%

Frequently Asked Questions


FMB and MEAR have a correlation of 0.23, 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 MEAR (0.24%). In terms of maximum drawdown, FMB dropped -14.16% vs MEAR's -2.68%.

On 10-year performance, FMB leads with 2.35% vs 1.78% for MEAR. On fees, MEAR is cheaper at 0.25% per year. On volatility, MEAR has been the lower-risk option at 0.24%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, FMB has performed better with a 2.35% return vs 1.78%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

MEAR is cheaper with a 0.25% expense ratio, compared with 0.50% for FMB.

FMB has the higher dividend yield at 3.50%, compared with 2.84% for MEAR.

They also come from different issuers: First Trust and iShares. Their fees differ too: 0.50% for FMB and 0.25% for MEAR.

MEAR currently has the higher Sharpe Ratio (3.78 vs 2.62), 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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