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FMNDX vs. DFABX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FMNDX vs. DFABX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Conservative Income Municipal Bond Fund Institutional Class (FMNDX) and DFA Short-Term Selective State Municipal Bond Portfolio (DFABX). The values are adjusted to include any dividend payments, if applicable.

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FMNDX vs. DFABX - Yearly Performance Comparison


2026 (YTD)2025202420232022
FMNDX
Fidelity Conservative Income Municipal Bond Fund Institutional Class
0.30%3.31%3.04%3.37%0.66%
DFABX
DFA Short-Term Selective State Municipal Bond Portfolio
0.58%2.46%2.90%2.87%0.55%

Returns By Period

In the year-to-date period, FMNDX achieves a 0.30% return, which is significantly lower than DFABX's 0.58% return.


FMNDX

1D
0.00%
1M
-0.30%
YTD
0.30%
6M
1.06%
1Y
2.78%
3Y*
3.04%
5Y*
1.98%
10Y*
1.55%

DFABX

1D
0.05%
1M
-0.05%
YTD
0.58%
6M
1.12%
1Y
2.73%
3Y*
2.60%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FMNDX vs. DFABX - Expense Ratio Comparison

Both FMNDX and DFABX have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

FMNDX vs. DFABX — Risk / Return Rank

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

FMNDX
FMNDX Risk / Return Rank: 9999
Overall Rank
FMNDX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
FMNDX Sortino Ratio Rank: 9999
Sortino Ratio Rank
FMNDX Omega Ratio Rank: 9999
Omega Ratio Rank
FMNDX Calmar Ratio Rank: 9999
Calmar Ratio Rank
FMNDX Martin Ratio Rank: 9999
Martin Ratio Rank

DFABX
DFABX Risk / Return Rank: 9999
Overall Rank
DFABX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
DFABX Sortino Ratio Rank: 9999
Sortino Ratio Rank
DFABX Omega Ratio Rank: 9999
Omega Ratio Rank
DFABX Calmar Ratio Rank: 9898
Calmar Ratio Rank
DFABX Martin Ratio Rank: 9999
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.

FMNDX vs. DFABX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Conservative Income Municipal Bond Fund Institutional Class (FMNDX) and DFA Short-Term Selective State Municipal Bond Portfolio (DFABX). 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.


FMNDXDFABXDifference

Sharpe ratio

Return per unit of total volatility

3.03

3.90

-0.87

Sortino ratio

Return per unit of downside risk

7.14

7.13

+0.01

Omega ratio

Gain probability vs. loss probability

2.89

3.50

-0.61

Calmar ratio

Return relative to maximum drawdown

7.66

4.84

+2.82

Martin ratio

Return relative to average drawdown

29.53

26.76

+2.76

FMNDX vs. DFABX - Sharpe Ratio Comparison

The current FMNDX Sharpe Ratio is 3.03, which is comparable to the DFABX Sharpe Ratio of 3.90. The chart below compares the historical Sharpe Ratios of FMNDX and DFABX, 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


FMNDXDFABXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.03

3.90

-0.87

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.90

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.74

Sharpe Ratio (All Time)

Calculated using the full available price history

1.66

2.44

-0.78

Correlation

The correlation between FMNDX and DFABX is 0.25, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

FMNDX vs. DFABX - Dividend Comparison

FMNDX's dividend yield for the trailing twelve months is around 2.64%, less than DFABX's 2.70% yield.


TTM20252024202320222021202020192018201720162015
FMNDX
Fidelity Conservative Income Municipal Bond Fund Institutional Class
2.64%2.95%2.99%2.60%0.61%0.23%0.85%1.58%1.46%1.00%0.75%0.38%
DFABX
DFA Short-Term Selective State Municipal Bond Portfolio
2.70%2.33%2.86%2.52%1.25%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FMNDX vs. DFABX - Drawdown Comparison

The maximum FMNDX drawdown since its inception was -1.69%, smaller than the maximum DFABX drawdown of -2.46%. Use the drawdown chart below to compare losses from any high point for FMNDX and DFABX.


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Drawdown Indicators


FMNDXDFABXDifference

Max Drawdown

Largest peak-to-trough decline

-1.69%

-2.46%

+0.77%

Max Drawdown (1Y)

Largest decline over 1 year

-0.40%

-0.50%

+0.10%

Max Drawdown (5Y)

Largest decline over 5 years

-1.09%

Max Drawdown (10Y)

Largest decline over 10 years

-1.69%

Current Drawdown

Current decline from peak

-0.30%

-0.06%

-0.24%

Average Drawdown

Average peak-to-trough decline

-0.10%

-0.25%

+0.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.10%

0.09%

+0.01%

Volatility

FMNDX vs. DFABX - Volatility Comparison

The current volatility for Fidelity Conservative Income Municipal Bond Fund Institutional Class (FMNDX) is 0.16%, while DFA Short-Term Selective State Municipal Bond Portfolio (DFABX) has a volatility of 0.18%. This indicates that FMNDX experiences smaller price fluctuations and is considered to be less risky than DFABX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FMNDXDFABXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.16%

0.18%

-0.02%

Volatility (6M)

Calculated over the trailing 6-month period

0.62%

0.40%

+0.22%

Volatility (1Y)

Calculated over the trailing 1-year period

1.01%

0.71%

+0.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.05%

0.97%

+0.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.90%

0.97%

-0.07%