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

Performance

FMHI vs. CIBR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Municipal High Income ETF (FMHI) and First Trust NASDAQ Cybersecurity ETF (CIBR). 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 2.68% return, which is significantly lower than CIBR's 27.16% return.


FMHI

1D
0.10%
1M
0.99%
YTD
2.68%
6M
3.23%
1Y
8.49%
3Y*
5.36%
5Y*
0.91%
10Y*

CIBR

1D
-1.06%
1M
27.98%
YTD
27.16%
6M
21.95%
1Y
25.06%
3Y*
27.82%
5Y*
16.03%
10Y*
18.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FMHI vs. CIBR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FMHI
First Trust Municipal High Income ETF
2.68%3.54%5.41%7.20%-14.67%7.58%4.09%10.34%2.50%1.08%
CIBR
First Trust NASDAQ Cybersecurity ETF
27.16%13.06%18.21%39.71%-26.46%19.67%50.53%28.52%1.47%5.26%

Correlation

The correlation between FMHI and CIBR is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.17

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

0.11

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

0.12

Correlation (All Time)
Calculated using the full available price history since Nov 6, 2017

0.08

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. CIBR — 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: 8585
Sharpe Ratio Rank
FMHI Sortino Ratio Rank: 9191
Sortino Ratio Rank
FMHI Omega Ratio Rank: 9292
Omega Ratio Rank
FMHI Calmar Ratio Rank: 7373
Calmar Ratio Rank
FMHI Martin Ratio Rank: 7474
Martin Ratio Rank

CIBR
CIBR Risk / Return Rank: 2727
Overall Rank
CIBR Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
CIBR Sortino Ratio Rank: 2929
Sortino Ratio Rank
CIBR Omega Ratio Rank: 2929
Omega Ratio Rank
CIBR Calmar Ratio Rank: 2525
Calmar Ratio Rank
CIBR Martin Ratio Rank: 2323
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.

FMHI vs. CIBR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Municipal High Income ETF (FMHI) and First Trust NASDAQ Cybersecurity ETF (CIBR). 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.


FMHICIBRDifference
Sharpe ratioReturn per unit of total volatility

+1.72

Sortino ratioReturn per unit of downside risk

+2.73

Omega ratioGain probability vs. loss probability

1.61

1.19

+0.42

Calmar ratioReturn relative to maximum drawdown

3.63

1.14

+2.49

Martin ratioReturn relative to average drawdown

13.66

2.71

+10.95

FMHI vs. CIBR - Sharpe Ratio Comparison

The current FMHI Sharpe Ratio is 2.75, which is higher than the CIBR Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of FMHI and CIBR, 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


FMHICIBRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.75

1.03

+1.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

0.65

-0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.66

-0.10

Drawdowns

FMHI vs. CIBR - Drawdown Comparison

The maximum FMHI drawdown since its inception was -18.83%, smaller than the maximum CIBR drawdown of -33.89%. Use the drawdown chart below to compare losses from any high point for FMHI and CIBR.


Loading charts...

Drawdown Indicators


FMHICIBRDifference

Max Drawdown

Largest peak-to-trough decline

-18.83%

-33.89%

+15.06%

Max Drawdown (1Y)

Largest decline over 1 year

-2.35%

-21.99%

+19.64%

Max Drawdown (3Y)

Largest decline over 3 years

-6.17%

-21.99%

+15.82%

Max Drawdown (5Y)

Largest decline over 5 years

-18.83%

-33.89%

+15.06%

Max Drawdown (10Y)

Largest decline over 10 years

-33.89%

Current Drawdown

Current decline from peak

0.00%

-3.84%

+3.84%

Average Drawdown

Average peak-to-trough decline

-4.52%

-8.66%

+4.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.62%

9.26%

-8.64%

Volatility

FMHI vs. CIBR - Volatility Comparison

The current volatility for First Trust Municipal High Income ETF (FMHI) is 0.96%, while First Trust NASDAQ Cybersecurity ETF (CIBR) has a volatility of 11.15%. This indicates that FMHI experiences smaller price fluctuations and is considered to be less risky than CIBR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


FMHICIBRDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.96%

11.15%

-10.19%

Volatility (6M)

Calculated over the trailing 6-month period

2.10%

20.93%

-18.83%

Volatility (1Y)

Calculated over the trailing 1-year period

3.12%

24.50%

-21.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.76%

24.95%

-20.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.73%

23.59%

-17.86%

FMHI vs. CIBR - Expense Ratio Comparison

FMHI has a 0.55% expense ratio, which is lower than CIBR's 0.60% expense ratio.


Dividends

FMHI vs. CIBR - Dividend Comparison

FMHI's dividend yield for the trailing twelve months is around 4.24%, more than CIBR's 0.45% yield.


PositionTTM20252024202320222021202020192018201720162015
CIBR
First Trust NASDAQ Cybersecurity ETF
0.45%0.42%0.29%0.42%0.31%0.59%1.10%0.23%0.23%0.10%0.77%0.58%
FMHI
First Trust Municipal High Income ETF
4.24%4.16%4.01%3.89%3.57%2.87%3.13%3.33%3.46%0.30%0.00%0.00%

Frequently Asked Questions


FMHI and CIBR have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CIBR has higher volatility (11.15%) compared to FMHI (0.96%). In terms of maximum drawdown, FMHI dropped -18.83% vs CIBR's -33.89%.

On 5-year performance, CIBR leads with 16.03% vs 0.91% for FMHI. On fees, FMHI is cheaper at 0.55% per year. On volatility, FMHI has been the lower-risk option at 0.96%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, CIBR has performed better with a 16.03% return vs 0.91%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FMHI is cheaper with a 0.55% expense ratio, compared with 0.60% for CIBR.

FMHI has the higher dividend yield at 4.24%, compared with 0.45% for CIBR.

FMHI is categorized as Municipal Bonds, while CIBR is Cybersecurity. Their fees differ too: 0.55% for FMHI and 0.60% for CIBR.

FMHI currently has the higher Sharpe Ratio (2.75 vs 1.03), 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 FMHI and CIBR

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