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FMOTX vs. FSMUX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FMOTX vs. FSMUX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen Missouri Municipal Bond Fund (FMOTX) and Strategic Advisers Municipal Bond Fund (FSMUX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FMOTX achieves a 1.68% return, which is significantly higher than FSMUX's 1.59% return.


FMOTX

1D
-0.10%
1M
1.56%
YTD
1.68%
6M
2.08%
1Y
6.58%
3Y*
3.48%
5Y*
0.84%
10Y*
2.00%

FSMUX

1D
0.00%
1M
1.82%
YTD
1.59%
6M
2.06%
1Y
6.56%
3Y*
3.70%
5Y*
0.57%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FMOTX vs. FSMUX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FMOTX
Nuveen Missouri Municipal Bond Fund
1.68%3.09%2.02%6.20%-8.88%0.43%
FSMUX
Strategic Advisers Municipal Bond Fund
1.59%3.14%2.99%6.78%-11.25%0.39%

Correlation

The correlation between FMOTX and FSMUX is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.75

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

0.81

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

0.85

Correlation (All Time)
Calculated using the full available price history since Jun 17, 2021

0.85

The correlation between FMOTX and FSMUX shifts across timeframes, from 0.75 (1 year) to 0.85 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

FMOTX vs. FSMUX — Risk / Return Rank

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

FMOTX
FMOTX Risk / Return Rank: 7979
Overall Rank
FMOTX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
FMOTX Sortino Ratio Rank: 9393
Sortino Ratio Rank
FMOTX Omega Ratio Rank: 9494
Omega Ratio Rank
FMOTX Calmar Ratio Rank: 6767
Calmar Ratio Rank
FMOTX Martin Ratio Rank: 5050
Martin Ratio Rank

FSMUX
FSMUX Risk / Return Rank: 7878
Overall Rank
FSMUX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
FSMUX Sortino Ratio Rank: 9393
Sortino Ratio Rank
FSMUX Omega Ratio Rank: 9393
Omega Ratio Rank
FSMUX Calmar Ratio Rank: 6464
Calmar Ratio Rank
FSMUX 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.

FMOTX vs. FSMUX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Missouri Municipal Bond Fund (FMOTX) and Strategic Advisers Municipal Bond Fund (FSMUX). 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.


FMOTXFSMUXDifference
Sharpe ratioReturn per unit of total volatility

+0.16

Sortino ratioReturn per unit of downside risk

-0.06

Omega ratioGain probability vs. loss probability

1.70

1.68

+0.02

Calmar ratioReturn relative to maximum drawdown

3.01

2.95

+0.06

Martin ratioReturn relative to average drawdown

9.64

10.82

-1.18

FMOTX vs. FSMUX - Sharpe Ratio Comparison

The current FMOTX Sharpe Ratio is 2.72, which is comparable to the FSMUX Sharpe Ratio of 2.56. The chart below compares the historical Sharpe Ratios of FMOTX and FSMUX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FMOTX vs. FSMUX - Drawdown Comparison

The maximum FMOTX drawdown since its inception was -14.87%, smaller than the maximum FSMUX drawdown of -16.27%. Use the drawdown chart below to compare losses from any high point for FMOTX and FSMUX.


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Drawdown Indicators


FMOTXFSMUXDifference

Max Drawdown

Largest peak-to-trough decline

-14.87%

-16.27%

+1.40%

Max Drawdown (1Y)

Largest decline over 1 year

-2.27%

-2.68%

+0.41%

Max Drawdown (3Y)

Largest decline over 3 years

-6.29%

-5.95%

-0.34%

Max Drawdown (5Y)

Largest decline over 5 years

-14.40%

-16.27%

+1.87%

Max Drawdown (10Y)

Largest decline over 10 years

-14.40%

Current Drawdown

Current decline from peak

-0.10%

0.00%

-0.10%

Average Drawdown

Average peak-to-trough decline

-1.81%

-5.40%

+3.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.71%

0.71%

0.00%

Volatility

FMOTX vs. FSMUX - Volatility Comparison

The current volatility for Nuveen Missouri Municipal Bond Fund (FMOTX) is 0.73%, while Strategic Advisers Municipal Bond Fund (FSMUX) has a volatility of 0.78%. This indicates that FMOTX experiences smaller price fluctuations and is considered to be less risky than FSMUX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FMOTXFSMUXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.73%

0.78%

-0.05%

Volatility (6M)

Calculated over the trailing 6-month period

1.83%

2.06%

-0.23%

Volatility (1Y)

Calculated over the trailing 1-year period

2.52%

3.09%

-0.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.07%

4.62%

-0.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.99%

4.62%

-0.63%

FMOTX vs. FSMUX - Expense Ratio Comparison

FMOTX has a 0.75% expense ratio, which is higher than FSMUX's 0.06% expense ratio.


Dividends

FMOTX vs. FSMUX - Dividend Comparison

FMOTX's dividend yield for the trailing twelve months is around 3.23%, more than FSMUX's 2.98% yield.


PositionTTM20252024202320222021202020192018201720162015
FMOTX
Nuveen Missouri Municipal Bond Fund
3.23%3.47%3.44%3.16%2.84%2.39%2.74%3.43%3.35%3.29%3.56%3.64%
FSMUX
Strategic Advisers Municipal Bond Fund
2.98%3.26%3.74%3.18%2.14%0.99%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FMOTX and FSMUX have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FSMUX has higher volatility (0.78%) compared to FMOTX (0.73%). In terms of maximum drawdown, FMOTX dropped -14.87% vs FSMUX's -16.27%.

FMOTX currently has the higher Sharpe Ratio (2.72 vs 2.56), 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

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