FNJHX vs. ITOT
Compare and contrast key facts about Fidelity New Jersey Municipal Income Fund (FNJHX) and iShares Core S&P Total U.S. Stock Market ETF (ITOT).
FNJHX is managed by Fidelity. It was launched on Jan 1, 1988. ITOT is a passively managed fund by iShares that tracks the performance of the S&P Composite 1500 Index. It was launched on Jan 20, 2004.
Performance
FNJHX vs. ITOT - Performance Comparison
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FNJHX vs. ITOT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FNJHX Fidelity New Jersey Municipal Income Fund | -0.65% | 5.61% | 1.48% | 8.08% | -9.75% | 2.04% | 5.13% | 8.67% | 1.46% | 6.91% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | -3.31% | 17.00% | 23.80% | 26.12% | -19.47% | 25.68% | 20.71% | 30.67% | -5.33% | 21.37% |
Returns By Period
In the year-to-date period, FNJHX achieves a -0.65% return, which is significantly higher than ITOT's -3.31% return. Over the past 10 years, FNJHX has underperformed ITOT with an annualized return of 2.63%, while ITOT has yielded a comparatively higher 13.65% annualized return.
FNJHX
- 1D
- 0.26%
- 1M
- -2.52%
- YTD
- -0.65%
- 6M
- 0.96%
- 1Y
- 4.41%
- 3Y*
- 3.63%
- 5Y*
- 1.23%
- 10Y*
- 2.63%
ITOT
- 1D
- 0.72%
- 1M
- -4.34%
- YTD
- -3.31%
- 6M
- -1.32%
- 1Y
- 18.51%
- 3Y*
- 18.11%
- 5Y*
- 10.62%
- 10Y*
- 13.65%
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FNJHX vs. ITOT - Expense Ratio Comparison
FNJHX has a 0.47% expense ratio, which is higher than ITOT's 0.03% expense ratio.
Return for Risk
FNJHX vs. ITOT — Risk / Return Rank
FNJHX
ITOT
FNJHX vs. ITOT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity New Jersey Municipal Income Fund (FNJHX) and iShares Core S&P Total U.S. Stock Market ETF (ITOT). 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.
| FNJHX | ITOT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.10 | 1.00 | +0.11 |
Sortino ratioReturn per unit of downside risk | 1.47 | 1.52 | -0.05 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.23 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.27 | 1.53 | -0.27 |
Martin ratioReturn relative to average drawdown | 4.77 | 7.25 | -2.48 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FNJHX | ITOT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.10 | 1.00 | +0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 0.61 | -0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.75 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.29 | 0.54 | +0.75 |
Correlation
The correlation between FNJHX and ITOT is -0.10. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
FNJHX vs. ITOT - Dividend Comparison
FNJHX's dividend yield for the trailing twelve months is around 2.99%, more than ITOT's 1.12% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FNJHX Fidelity New Jersey Municipal Income Fund | 2.99% | 3.66% | 2.94% | 2.67% | 1.78% | 2.11% | 2.60% | 3.45% | 2.96% | 3.47% | 4.18% | 3.19% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 1.12% | 1.11% | 1.23% | 1.47% | 1.66% | 1.18% | 1.41% | 1.88% | 2.14% | 1.69% | 1.83% | 2.01% |
Drawdowns
FNJHX vs. ITOT - Drawdown Comparison
The maximum FNJHX drawdown since its inception was -14.74%, smaller than the maximum ITOT drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for FNJHX and ITOT.
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Drawdown Indicators
| FNJHX | ITOT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.74% | -55.20% | +40.46% |
Max Drawdown (1Y)Largest decline over 1 year | -4.42% | -12.34% | +7.92% |
Max Drawdown (5Y)Largest decline over 5 years | -14.74% | -25.36% | +10.62% |
Max Drawdown (10Y)Largest decline over 10 years | -14.74% | -35.00% | +20.26% |
Current DrawdownCurrent decline from peak | -2.77% | -5.51% | +2.74% |
Average DrawdownAverage peak-to-trough decline | -1.77% | -7.02% | +5.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.17% | 2.61% | -1.44% |
Volatility
FNJHX vs. ITOT - Volatility Comparison
The current volatility for Fidelity New Jersey Municipal Income Fund (FNJHX) is 1.15%, while iShares Core S&P Total U.S. Stock Market ETF (ITOT) has a volatility of 5.49%. This indicates that FNJHX experiences smaller price fluctuations and is considered to be less risky than ITOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FNJHX | ITOT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.15% | 5.49% | -4.34% |
Volatility (6M)Calculated over the trailing 6-month period | 1.70% | 9.78% | -8.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.49% | 18.68% | -14.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.90% | 17.36% | -13.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.08% | 18.25% | -14.17% |