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FMB vs. MMMA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FMB vs. MMMA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Managed Municipal ETF (FMB) and NYLI MacKay Muni Allocation ETF (MMMA). 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 lower than MMMA's 3.45% 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%

MMMA

1D
-0.09%
1M
1.64%
YTD
3.45%
6M
3.56%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FMB vs. MMMA - Yearly Performance Comparison


Correlation

The correlation between FMB and MMMA is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Dec 16, 2025

0.87

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Return for Risk

FMB vs. MMMA — 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

MMMA

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. MMMA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Managed Municipal ETF (FMB) and NYLI MacKay Muni Allocation ETF (MMMA). 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.


FMBMMMADifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.57

Calmar ratioReturn relative to maximum drawdown

2.48

Martin ratioReturn relative to average drawdown

8.85

FMB vs. MMMA - Sharpe Ratio Comparison


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Drawdowns

FMB vs. MMMA - Drawdown Comparison

The maximum FMB drawdown since its inception was -14.16%, which is greater than MMMA's maximum drawdown of -2.79%. Use the drawdown chart below to compare losses from any high point for FMB and MMMA.


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Drawdown Indicators


FMBMMMADifference

Max Drawdown

Largest peak-to-trough decline

-14.16%

-2.79%

-11.37%

Max Drawdown (1Y)

Largest decline over 1 year

-2.73%

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%

-0.09%

-0.23%

Average Drawdown

Average peak-to-trough decline

-2.60%

-0.55%

-2.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.77%

Volatility

FMB vs. MMMA - Volatility Comparison


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Volatility by Period


FMBMMMADifference

Volatility (1M)

Calculated over the trailing 1-month period

0.75%

Volatility (6M)

Calculated over the trailing 6-month period

1.97%

Volatility (1Y)

Calculated over the trailing 1-year period

2.64%

4.04%

-1.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.71%

4.04%

-0.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.53%

4.04%

+0.49%

FMB vs. MMMA - Expense Ratio Comparison

FMB has a 0.50% expense ratio, which is higher than MMMA's 0.35% expense ratio.


Dividends

FMB vs. MMMA - Dividend Comparison

FMB's dividend yield for the trailing twelve months is around 3.49%, more than MMMA's 1.95% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
MMMA
NYLI MacKay Muni Allocation ETF
1.95%0.17%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FMB and MMMA have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, MMMA is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MMMA is cheaper with a 0.35% expense ratio, compared with 0.50% for FMB.

FMB has the higher dividend yield at 3.49%, compared with 1.95% for MMMA.

They also come from different issuers: First Trust and NYLI. Their fees differ too: 0.50% for FMB and 0.35% for MMMA.

Portfolio Optimizer

Find the right allocation for FMB and MMMA

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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