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FMUB vs. RCL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FMUB vs. RCL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Municipal Bond Opportunities ETF (FMUB) and Royal Caribbean Cruises Ltd. (RCL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FMUB achieves a 1.73% return, which is significantly lower than RCL's 6.66% return.


FMUB

1D
-0.16%
1M
0.67%
YTD
1.73%
6M
2.11%
1Y
6.87%
3Y*
5Y*
10Y*

RCL

1D
2.23%
1M
11.50%
YTD
6.66%
6M
7.04%
1Y
16.02%
3Y*
46.74%
5Y*
27.43%
10Y*
16.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FMUB vs. RCL - Yearly Performance Comparison


Correlation

The correlation between FMUB and RCL is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.26

Correlation (All Time)
Calculated using the full available price history since Apr 7, 2025

0.21

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Return for Risk

FMUB vs. RCL — Risk / Return Rank

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

FMUB
FMUB Risk / Return Rank: 8080
Overall Rank
FMUB Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
FMUB Sortino Ratio Rank: 9090
Sortino Ratio Rank
FMUB Omega Ratio Rank: 9292
Omega Ratio Rank
FMUB Calmar Ratio Rank: 6262
Calmar Ratio Rank
FMUB Martin Ratio Rank: 6767
Martin Ratio Rank

RCL
RCL Risk / Return Rank: 5151
Overall Rank
RCL Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
RCL Sortino Ratio Rank: 5151
Sortino Ratio Rank
RCL Omega Ratio Rank: 4848
Omega Ratio Rank
RCL Calmar Ratio Rank: 5252
Calmar Ratio Rank
RCL Martin Ratio Rank: 5050
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.

FMUB vs. RCL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Municipal Bond Opportunities ETF (FMUB) and Royal Caribbean Cruises Ltd. (RCL). 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.


FMUBRCLDifference
Sharpe ratioReturn per unit of total volatility

+2.29

Sortino ratioReturn per unit of downside risk

+2.96

Omega ratioGain probability vs. loss probability

1.54

1.09

+0.45

Calmar ratioReturn relative to maximum drawdown

2.73

0.39

+2.33

Martin ratioReturn relative to average drawdown

10.84

0.66

+10.17

FMUB vs. RCL - Sharpe Ratio Comparison

The current FMUB Sharpe Ratio is 2.56, which is higher than the RCL Sharpe Ratio of 0.27. The chart below compares the historical Sharpe Ratios of FMUB and RCL, 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

FMUB vs. RCL - Drawdown Comparison

The maximum FMUB drawdown since its inception was -2.74%, smaller than the maximum RCL drawdown of -89.49%. Use the drawdown chart below to compare losses from any high point for FMUB and RCL.


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Drawdown Indicators


FMUBRCLDifference

Max Drawdown

Largest peak-to-trough decline

-2.74%

-89.49%

+86.75%

Max Drawdown (1Y)

Largest decline over 1 year

-2.49%

-32.36%

+29.87%

Max Drawdown (3Y)

Largest decline over 3 years

-35.02%

Max Drawdown (5Y)

Largest decline over 5 years

-67.64%

Max Drawdown (10Y)

Largest decline over 10 years

-83.30%

Current Drawdown

Current decline from peak

-0.26%

-18.16%

+17.90%

Average Drawdown

Average peak-to-trough decline

-0.48%

-27.76%

+27.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.63%

19.15%

-18.52%

Volatility

FMUB vs. RCL - Volatility Comparison

The current volatility for Fidelity Municipal Bond Opportunities ETF (FMUB) is 0.90%, while Royal Caribbean Cruises Ltd. (RCL) has a volatility of 14.15%. This indicates that FMUB experiences smaller price fluctuations and is considered to be less risky than RCL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FMUBRCLDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.90%

14.15%

-13.25%

Volatility (6M)

Calculated over the trailing 6-month period

2.02%

38.00%

-35.98%

Volatility (1Y)

Calculated over the trailing 1-year period

2.67%

46.50%

-43.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.65%

48.52%

-44.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.65%

53.35%

-49.70%

Dividends

FMUB vs. RCL - Dividend Comparison

FMUB's dividend yield for the trailing twelve months is around 3.43%, more than RCL's 1.70% yield.


PositionTTM20252024202320222021202020192018201720162015
FMUB
Fidelity Municipal Bond Opportunities ETF
3.43%2.63%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
RCL
Royal Caribbean Cruises Ltd.
1.70%1.25%0.41%0.00%0.00%0.00%1.04%2.22%2.66%1.81%2.08%1.33%

Frequently Asked Questions


FMUB and RCL have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RCL has higher volatility (14.15%) compared to FMUB (0.90%). In terms of maximum drawdown, FMUB dropped -2.74% vs RCL's -89.49%.

FMUB currently has the higher Sharpe Ratio (2.56 vs 0.27), 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 FMUB and RCL

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