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FMHTX vs. VWIUX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FMHTX vs. VWIUX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Michigan Municipal Income Fund (FMHTX) and Vanguard Intermediate-Term Tax-Exempt Fund Admiral Shares (VWIUX). The values are adjusted to include any dividend payments, if applicable.

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FMHTX vs. VWIUX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FMHTX
Fidelity Michigan Municipal Income Fund
-0.84%5.34%1.98%6.00%-9.88%1.19%4.91%7.16%0.90%5.58%
VWIUX
Vanguard Intermediate-Term Tax-Exempt Fund Admiral Shares
-0.47%5.99%2.34%5.90%-6.83%0.81%5.23%7.10%1.34%4.65%

Returns By Period

In the year-to-date period, FMHTX achieves a -0.84% return, which is significantly lower than VWIUX's -0.47% return. Over the past 10 years, FMHTX has underperformed VWIUX with an annualized return of 1.94%, while VWIUX has yielded a comparatively higher 2.38% annualized return.


FMHTX

1D
0.17%
1M
-2.54%
YTD
-0.84%
6M
0.94%
1Y
4.22%
3Y*
3.38%
5Y*
0.71%
10Y*
1.94%

VWIUX

1D
0.22%
1M
-2.36%
YTD
-0.47%
6M
1.10%
1Y
4.55%
3Y*
3.74%
5Y*
1.58%
10Y*
2.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FMHTX vs. VWIUX - Expense Ratio Comparison

FMHTX has a 0.48% expense ratio, which is higher than VWIUX's 0.09% expense ratio.


Return for Risk

FMHTX vs. VWIUX — Risk / Return Rank

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

FMHTX
FMHTX Risk / Return Rank: 6060
Overall Rank
FMHTX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
FMHTX Sortino Ratio Rank: 5959
Sortino Ratio Rank
FMHTX Omega Ratio Rank: 8080
Omega Ratio Rank
FMHTX Calmar Ratio Rank: 5353
Calmar Ratio Rank
FMHTX Martin Ratio Rank: 4545
Martin Ratio Rank

VWIUX
VWIUX Risk / Return Rank: 6868
Overall Rank
VWIUX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
VWIUX Sortino Ratio Rank: 6565
Sortino Ratio Rank
VWIUX Omega Ratio Rank: 8585
Omega Ratio Rank
VWIUX Calmar Ratio Rank: 6060
Calmar Ratio Rank
VWIUX Martin Ratio Rank: 5757
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.

FMHTX vs. VWIUX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Michigan Municipal Income Fund (FMHTX) and Vanguard Intermediate-Term Tax-Exempt Fund Admiral Shares (VWIUX). 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.


FMHTXVWIUXDifference

Sharpe ratio

Return per unit of total volatility

1.13

1.27

-0.14

Sortino ratio

Return per unit of downside risk

1.53

1.69

-0.16

Omega ratio

Gain probability vs. loss probability

1.31

1.36

-0.05

Calmar ratio

Return relative to maximum drawdown

1.27

1.46

-0.19

Martin ratio

Return relative to average drawdown

4.62

5.60

-0.97

FMHTX vs. VWIUX - Sharpe Ratio Comparison

The current FMHTX Sharpe Ratio is 1.13, which is comparable to the VWIUX Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of FMHTX and VWIUX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FMHTXVWIUXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.13

1.27

-0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

0.49

-0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.70

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

1.12

1.11

+0.01

Correlation

The correlation between FMHTX and VWIUX is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

FMHTX vs. VWIUX - Dividend Comparison

FMHTX's dividend yield for the trailing twelve months is around 2.90%, less than VWIUX's 3.32% yield.


TTM20252024202320222021202020192018201720162015
FMHTX
Fidelity Michigan Municipal Income Fund
2.90%3.74%2.74%2.41%1.66%2.22%2.39%2.80%2.95%3.09%3.86%2.86%
VWIUX
Vanguard Intermediate-Term Tax-Exempt Fund Admiral Shares
3.32%4.06%3.63%2.78%2.51%1.89%2.40%2.88%2.89%2.82%2.91%2.96%

Drawdowns

FMHTX vs. VWIUX - Drawdown Comparison

The maximum FMHTX drawdown since its inception was -22.17%, which is greater than VWIUX's maximum drawdown of -11.38%. Use the drawdown chart below to compare losses from any high point for FMHTX and VWIUX.


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Drawdown Indicators


FMHTXVWIUXDifference

Max Drawdown

Largest peak-to-trough decline

-22.17%

-11.38%

-10.79%

Max Drawdown (1Y)

Largest decline over 1 year

-4.17%

-3.89%

-0.28%

Max Drawdown (5Y)

Largest decline over 5 years

-14.36%

-11.38%

-2.98%

Max Drawdown (10Y)

Largest decline over 10 years

-14.36%

-11.38%

-2.98%

Current Drawdown

Current decline from peak

-2.54%

-2.64%

+0.10%

Average Drawdown

Average peak-to-trough decline

-2.29%

-1.44%

-0.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.14%

1.01%

+0.13%

Volatility

FMHTX vs. VWIUX - Volatility Comparison

Fidelity Michigan Municipal Income Fund (FMHTX) and Vanguard Intermediate-Term Tax-Exempt Fund Admiral Shares (VWIUX) have volatilities of 1.05% and 1.01%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FMHTXVWIUXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.05%

1.01%

+0.04%

Volatility (6M)

Calculated over the trailing 6-month period

1.59%

1.58%

+0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

4.40%

3.93%

+0.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.68%

3.23%

+0.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.79%

3.42%

+0.37%