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FMUN vs. MUB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FMUN vs. MUB - Performance Comparison

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

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FMUN vs. MUB - Yearly Performance Comparison


Returns By Period

In the year-to-date period, FMUN achieves a -0.40% return, which is significantly lower than MUB's -0.37% return.


FMUN

1D
0.22%
1M
-2.71%
YTD
-0.40%
6M
1.25%
1Y
3Y*
5Y*
10Y*

MUB

1D
0.19%
1M
-2.28%
YTD
-0.37%
6M
1.28%
1Y
3.94%
3Y*
2.53%
5Y*
0.79%
10Y*
1.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FMUN vs. MUB - Expense Ratio Comparison

FMUN has a 0.05% expense ratio, which is lower than MUB's 0.07% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

FMUN vs. MUB — Risk / Return Rank

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

FMUN

MUB
MUB Risk / Return Rank: 5454
Overall Rank
MUB Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
MUB Sortino Ratio Rank: 4949
Sortino Ratio Rank
MUB Omega Ratio Rank: 6060
Omega Ratio Rank
MUB Calmar Ratio Rank: 5555
Calmar Ratio Rank
MUB Martin Ratio Rank: 4545
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. MUB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Systematic Municipal Bond Index ETF (FMUN) and iShares National AMT-Free Muni Bond ETF (MUB). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

FMUN vs. MUB - Sharpe Ratio Comparison


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Sharpe Ratios by Period


FMUNMUBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.95

0.57

+0.37

Correlation

The correlation between FMUN and MUB is 0.79, 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

FMUN vs. MUB - Dividend Comparison

FMUN's dividend yield for the trailing twelve months is around 3.25%, more than MUB's 3.19% yield.


TTM20252024202320222021202020192018201720162015
FMUN
Fidelity Systematic Municipal Bond Index ETF
3.25%2.41%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MUB
iShares National AMT-Free Muni Bond ETF
3.19%3.14%3.01%2.65%2.11%1.81%2.11%2.42%2.46%2.26%2.21%2.51%

Drawdowns

FMUN vs. MUB - Drawdown Comparison

The maximum FMUN drawdown since its inception was -3.21%, smaller than the maximum MUB drawdown of -13.68%. Use the drawdown chart below to compare losses from any high point for FMUN and MUB.


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Drawdown Indicators


FMUNMUBDifference

Max Drawdown

Largest peak-to-trough decline

-3.21%

-13.68%

+10.47%

Max Drawdown (1Y)

Largest decline over 1 year

-3.30%

Max Drawdown (5Y)

Largest decline over 5 years

-11.88%

Max Drawdown (10Y)

Largest decline over 10 years

-13.68%

Current Drawdown

Current decline from peak

-2.71%

-2.28%

-0.43%

Average Drawdown

Average peak-to-trough decline

-0.67%

-2.24%

+1.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.03%

Volatility

FMUN vs. MUB - Volatility Comparison


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Volatility by Period


FMUNMUBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.53%

Volatility (6M)

Calculated over the trailing 6-month period

2.03%

Volatility (1Y)

Calculated over the trailing 1-year period

4.16%

4.14%

+0.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.16%

4.04%

+0.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.16%

4.91%

-0.75%