PortfoliosLab logoPortfoliosLab logo
FMHI vs. AUSM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FMHI vs. AUSM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Municipal High Income ETF (FMHI) and Allspring Ultra Short Municipal ETF (AUSM). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, FMHI achieves a 2.92% return, which is significantly higher than AUSM's 1.18% return.


FMHI

1D
-0.05%
1M
1.62%
YTD
2.92%
6M
3.16%
1Y
7.99%
3Y*
5.04%
5Y*
0.83%
10Y*

AUSM

1D
-0.02%
1M
0.23%
YTD
1.18%
6M
1.32%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FMHI vs. AUSM - Yearly Performance Comparison


Correlation

The correlation between FMHI and AUSM is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 8, 2025

0.09

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

FMHI vs. AUSM — Risk / Return Rank

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

FMHI
FMHI Risk / Return Rank: 8383
Overall Rank
FMHI Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
FMHI Sortino Ratio Rank: 9191
Sortino Ratio Rank
FMHI Omega Ratio Rank: 9292
Omega Ratio Rank
FMHI Calmar Ratio Rank: 7272
Calmar Ratio Rank
FMHI Martin Ratio Rank: 7474
Martin Ratio Rank

AUSM

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.

FMHI vs. AUSM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Municipal High Income ETF (FMHI) and Allspring Ultra Short Municipal ETF (AUSM). 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.


FMHIAUSMDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.58

Calmar ratioReturn relative to maximum drawdown

3.42

Martin ratioReturn relative to average drawdown

12.86

FMHI vs. AUSM - Sharpe Ratio Comparison


Loading charts...

Drawdowns

FMHI vs. AUSM - Drawdown Comparison

The maximum FMHI drawdown since its inception was -18.83%, which is greater than AUSM's maximum drawdown of -0.42%. Use the drawdown chart below to compare losses from any high point for FMHI and AUSM.


Loading charts...

Drawdown Indicators


FMHIAUSMDifference

Max Drawdown

Largest peak-to-trough decline

-18.83%

-0.42%

-18.41%

Max Drawdown (1Y)

Largest decline over 1 year

-2.35%

Max Drawdown (3Y)

Largest decline over 3 years

-6.17%

Max Drawdown (5Y)

Largest decline over 5 years

-18.83%

Current Drawdown

Current decline from peak

-0.06%

-0.03%

-0.03%

Average Drawdown

Average peak-to-trough decline

-4.49%

-0.09%

-4.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.62%

Volatility

FMHI vs. AUSM - Volatility Comparison


Loading charts...

Volatility by Period


FMHIAUSMDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.78%

Volatility (6M)

Calculated over the trailing 6-month period

2.16%

Volatility (1Y)

Calculated over the trailing 1-year period

3.06%

0.75%

+2.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.77%

0.75%

+4.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.71%

0.75%

+4.96%

FMHI vs. AUSM - Expense Ratio Comparison

FMHI has a 0.55% expense ratio, which is higher than AUSM's 0.18% expense ratio.


Dividends

FMHI vs. AUSM - Dividend Comparison

FMHI's dividend yield for the trailing twelve months is around 4.23%, more than AUSM's 2.39% yield.


PositionTTM202520242023202220212020201920182017
AUSM
Allspring Ultra Short Municipal ETF
2.39%1.26%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FMHI
First Trust Municipal High Income ETF
4.23%4.16%4.01%3.89%3.57%2.87%3.13%3.33%3.46%0.30%

Frequently Asked Questions


FMHI and AUSM have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, AUSM is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AUSM is cheaper with a 0.18% expense ratio, compared with 0.55% for FMHI.

FMHI has the higher dividend yield at 4.23%, compared with 2.39% for AUSM.

They also come from different issuers: First Trust and Allspring. Their fees differ too: 0.55% for FMHI and 0.18% for AUSM.

Portfolio Optimizer

Find the right allocation for FMHI and AUSM

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