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FMUN vs. FBND
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FMUN vs. FBND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Systematic Municipal Bond Index ETF (FMUN) and Fidelity Total Bond ETF (FBND). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FMUN achieves a 1.63% return, which is significantly higher than FBND's 0.61% return.


FMUN

1D
-0.06%
1M
0.90%
YTD
1.63%
6M
2.20%
1Y
7.24%
3Y*
5Y*
10Y*

FBND

1D
0.11%
1M
0.25%
YTD
0.61%
6M
0.60%
1Y
5.08%
3Y*
4.80%
5Y*
0.86%
10Y*
2.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FMUN vs. FBND - Yearly Performance Comparison


Correlation

The correlation between FMUN and FBND is 0.60, 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

0.60

Correlation (All Time)
Calculated using the full available price history since Apr 8, 2025

0.64

The correlation between FMUN and FBND has been stable across timeframes, ranging from 0.60 to 0.64 - a consistent structural relationship.

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Return for Risk

FMUN vs. FBND — Risk / Return Rank

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

FMUN
FMUN Risk / Return Rank: 6565
Overall Rank
FMUN Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
FMUN Sortino Ratio Rank: 7676
Sortino Ratio Rank
FMUN Omega Ratio Rank: 8484
Omega Ratio Rank
FMUN Calmar Ratio Rank: 4747
Calmar Ratio Rank
FMUN Martin Ratio Rank: 4747
Martin Ratio Rank

FBND
FBND Risk / Return Rank: 3838
Overall Rank
FBND Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
FBND Sortino Ratio Rank: 3939
Sortino Ratio Rank
FBND Omega Ratio Rank: 3636
Omega Ratio Rank
FBND Calmar Ratio Rank: 3939
Calmar Ratio Rank
FBND Martin Ratio Rank: 3838
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.

FMUN vs. FBND - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Systematic Municipal Bond Index ETF (FMUN) and Fidelity Total Bond ETF (FBND). 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.


FMUNFBNDDifference
Sharpe ratioReturn per unit of total volatility

+1.00

Sortino ratioReturn per unit of downside risk

+1.40

Omega ratioGain probability vs. loss probability

1.50

1.23

+0.27

Calmar ratioReturn relative to maximum drawdown

2.27

1.91

+0.35

Martin ratioReturn relative to average drawdown

7.49

5.77

+1.72

FMUN vs. FBND - Sharpe Ratio Comparison

The current FMUN Sharpe Ratio is 2.34, which is higher than the FBND Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of FMUN and FBND, 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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Sharpe Ratios by Period


FMUNFBNDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.34

1.34

+1.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

1.27

0.45

+0.82

Drawdowns

FMUN vs. FBND - Drawdown Comparison

The maximum FMUN drawdown since its inception was -3.21%, smaller than the maximum FBND drawdown of -17.25%. Use the drawdown chart below to compare losses from any high point for FMUN and FBND.


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Drawdown Indicators


FMUNFBNDDifference

Max Drawdown

Largest peak-to-trough decline

-3.21%

-17.25%

+14.04%

Max Drawdown (1Y)

Largest decline over 1 year

-3.21%

-2.66%

-0.55%

Max Drawdown (3Y)

Largest decline over 3 years

-5.94%

Max Drawdown (5Y)

Largest decline over 5 years

-17.25%

Max Drawdown (10Y)

Largest decline over 10 years

-17.25%

Current Drawdown

Current decline from peak

-0.72%

-1.32%

+0.60%

Average Drawdown

Average peak-to-trough decline

-0.82%

-3.35%

+2.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.97%

0.88%

+0.09%

Volatility

FMUN vs. FBND - Volatility Comparison

Fidelity Systematic Municipal Bond Index ETF (FMUN) and Fidelity Total Bond ETF (FBND) have volatilities of 1.27% and 1.26%, 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


FMUNFBNDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.27%

1.26%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

2.27%

2.73%

-0.46%

Volatility (1Y)

Calculated over the trailing 1-year period

3.12%

3.86%

-0.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.06%

5.92%

-1.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.06%

6.09%

-2.03%

FMUN vs. FBND - Expense Ratio Comparison

FMUN has a 0.05% expense ratio, which is lower than FBND's 0.36% expense ratio.


Dividends

FMUN vs. FBND - Dividend Comparison

FMUN's dividend yield for the trailing twelve months is around 3.29%, less than FBND's 4.70% yield.


PositionTTM20252024202320222021202020192018201720162015
FBND
Fidelity Total Bond ETF
4.70%4.70%4.73%4.26%3.07%1.86%4.25%2.90%2.93%2.56%2.84%3.26%
FMUN
Fidelity Systematic Municipal Bond Index ETF
3.29%2.41%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FMUN and FBND have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FMUN has higher volatility (1.27%) compared to FBND (1.26%). In terms of maximum drawdown, FMUN dropped -3.21% vs FBND's -17.25%.

On 1-year performance, FMUN leads with 7.24% vs 5.08% for FBND. On fees, FMUN is cheaper at 0.05% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, FMUN has performed better with a 7.24% return vs 5.08%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FMUN is cheaper with a 0.05% expense ratio, compared with 0.36% for FBND.

FBND has the higher dividend yield at 4.70%, compared with 3.29% for FMUN.

FMUN is categorized as Municipal Bonds, while FBND is Intermediate Core-Plus Bond. Their fees differ too: 0.05% for FMUN and 0.36% for FBND.

FMUN currently has the higher Sharpe Ratio (2.34 vs 1.34), 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.

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