PortfoliosLab logoPortfoliosLab logo
FMB vs. NFTY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FMB vs. NFTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Managed Municipal ETF (FMB) and First Trust India NIFTY 50 Equal Weight ETF (NFTY). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, FMB achieves a 1.78% return, which is significantly higher than NFTY's -9.70% return. Over the past 10 years, FMB has underperformed NFTY with an annualized return of 2.31%, while NFTY has yielded a comparatively higher 8.13% annualized return.


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%

NFTY

1D
-1.34%
1M
-1.64%
YTD
-9.70%
6M
-7.99%
1Y
-8.48%
3Y*
5.72%
5Y*
4.62%
10Y*
8.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FMB vs. NFTY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FMB
First Trust Managed Municipal ETF
1.78%3.73%1.94%6.31%-9.91%2.43%4.44%8.25%0.89%7.22%
NFTY
First Trust India NIFTY 50 Equal Weight ETF
-9.70%5.47%5.18%24.00%-3.46%26.83%10.04%0.58%-1.51%21.78%

Correlation

The correlation between FMB and NFTY is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.27

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

0.15

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

0.10

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

0.06

Correlation (All Time)
Calculated using the full available price history since May 16, 2014

0.05

Over the past year, FMB and NFTY have become more correlated (0.27) than their long-term average of 0.05, meaning their price movements have been converging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

FMB vs. NFTY — 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

NFTY
NFTY Risk / Return Rank: 33
Overall Rank
NFTY Sharpe Ratio Rank: 44
Sharpe Ratio Rank
NFTY Sortino Ratio Rank: 44
Sortino Ratio Rank
NFTY Omega Ratio Rank: 44
Omega Ratio Rank
NFTY Calmar Ratio Rank: 44
Calmar Ratio Rank
NFTY Martin Ratio Rank: 22
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. NFTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Managed Municipal ETF (FMB) and First Trust India NIFTY 50 Equal Weight ETF (NFTY). 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.


FMBNFTYDifference
Sharpe ratioReturn per unit of total volatility

+3.27

Sortino ratioReturn per unit of downside risk

+4.70

Omega ratioGain probability vs. loss probability

1.60

0.91

+0.68

Calmar ratioReturn relative to maximum drawdown

2.63

-0.53

+3.16

Martin ratioReturn relative to average drawdown

9.44

-1.39

+10.83

FMB vs. NFTY - Sharpe Ratio Comparison

The current FMB Sharpe Ratio is 2.70, which is higher than the NFTY Sharpe Ratio of -0.58. The chart below compares the historical Sharpe Ratios of FMB and NFTY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


FMBNFTYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.70

-0.58

+3.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

0.27

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.39

+0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

0.28

+0.39

Drawdowns

FMB vs. NFTY - Drawdown Comparison

The maximum FMB drawdown since its inception was -14.16%, smaller than the maximum NFTY drawdown of -47.67%. Use the drawdown chart below to compare losses from any high point for FMB and NFTY.


Loading charts...

Drawdown Indicators


FMBNFTYDifference

Max Drawdown

Largest peak-to-trough decline

-14.16%

-47.67%

+33.51%

Max Drawdown (1Y)

Largest decline over 1 year

-2.73%

-16.14%

+13.41%

Max Drawdown (3Y)

Largest decline over 3 years

-4.76%

-21.55%

+16.79%

Max Drawdown (5Y)

Largest decline over 5 years

-14.16%

-21.55%

+7.39%

Max Drawdown (10Y)

Largest decline over 10 years

-14.16%

-47.67%

+33.51%

Current Drawdown

Current decline from peak

-0.50%

-17.45%

+16.95%

Average Drawdown

Average peak-to-trough decline

-2.61%

-9.58%

+6.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.76%

6.12%

-5.36%

Volatility

FMB vs. NFTY - Volatility Comparison

The current volatility for First Trust Managed Municipal ETF (FMB) is 0.88%, while First Trust India NIFTY 50 Equal Weight ETF (NFTY) has a volatility of 4.58%. This indicates that FMB experiences smaller price fluctuations and is considered to be less risky than NFTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


FMBNFTYDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.88%

4.58%

-3.70%

Volatility (6M)

Calculated over the trailing 6-month period

1.91%

12.57%

-10.66%

Volatility (1Y)

Calculated over the trailing 1-year period

2.67%

14.72%

-12.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.71%

17.39%

-13.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.55%

20.72%

-16.17%

FMB vs. NFTY - Expense Ratio Comparison

FMB has a 0.50% expense ratio, which is lower than NFTY's 0.80% expense ratio.


Dividends

FMB vs. NFTY - Dividend Comparison

FMB's dividend yield for the trailing twelve months is around 3.50%, more than NFTY's 1.96% 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%
NFTY
First Trust India NIFTY 50 Equal Weight ETF
1.96%1.24%1.61%0.13%5.89%1.53%0.61%0.97%0.00%4.10%3.28%4.39%

Frequently Asked Questions


FMB and NFTY have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NFTY has higher volatility (4.58%) compared to FMB (0.88%). In terms of maximum drawdown, FMB dropped -14.16% vs NFTY's -47.67%.

On 10-year performance, NFTY leads with 8.13% vs 2.31% for FMB. On fees, FMB is cheaper at 0.50% per year. On volatility, FMB has been the lower-risk option at 0.88%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, NFTY has performed better with a 8.13% return vs 2.31%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FMB is cheaper with a 0.50% expense ratio, compared with 0.80% for NFTY.

FMB has the higher dividend yield at 3.50%, compared with 1.96% for NFTY.

FMB is categorized as Municipal Bonds, while NFTY is Asia Pacific Equities. Their fees differ too: 0.50% for FMB and 0.80% for NFTY.

FMB currently has the higher Sharpe Ratio (2.70 vs -0.58), 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 NFTY

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

Open Portfolio Optimizer