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FNJHX vs. MANJX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FNJHX vs. MANJX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity New Jersey Municipal Income Fund (FNJHX) and BlackRock New Jersey Municipal Bond Fund (MANJX). The values are adjusted to include any dividend payments, if applicable.

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FNJHX vs. MANJX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
MANJX
BlackRock New Jersey Municipal Bond Fund
-0.38%5.21%2.07%7.33%-10.91%3.03%4.62%7.71%1.18%7.11%

Returns By Period

In the year-to-date period, FNJHX achieves a -0.65% return, which is significantly lower than MANJX's -0.38% return. Over the past 10 years, FNJHX has outperformed MANJX with an annualized return of 2.63%, while MANJX has yielded a comparatively lower 2.43% 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%

MANJX

1D
0.30%
1M
-2.22%
YTD
-0.38%
6M
1.35%
1Y
4.05%
3Y*
3.55%
5Y*
0.97%
10Y*
2.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FNJHX vs. MANJX - Expense Ratio Comparison

FNJHX has a 0.47% expense ratio, which is lower than MANJX's 0.52% expense ratio.


Return for Risk

FNJHX vs. MANJX — Risk / Return Rank

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

FNJHX
FNJHX Risk / Return Rank: 5555
Overall Rank
FNJHX Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
FNJHX Sortino Ratio Rank: 4949
Sortino Ratio Rank
FNJHX Omega Ratio Rank: 7777
Omega Ratio Rank
FNJHX Calmar Ratio Rank: 4848
Calmar Ratio Rank
FNJHX Martin Ratio Rank: 4545
Martin Ratio Rank

MANJX
MANJX Risk / Return Rank: 2929
Overall Rank
MANJX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
MANJX Sortino Ratio Rank: 1919
Sortino Ratio Rank
MANJX Omega Ratio Rank: 5353
Omega Ratio Rank
MANJX Calmar Ratio Rank: 2727
Calmar Ratio Rank
MANJX Martin Ratio Rank: 2525
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.

FNJHX vs. MANJX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity New Jersey Municipal Income Fund (FNJHX) and BlackRock New Jersey Municipal Bond Fund (MANJX). 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.


FNJHXMANJXDifference

Sharpe ratio

Return per unit of total volatility

1.10

0.70

+0.40

Sortino ratio

Return per unit of downside risk

1.47

0.95

+0.51

Omega ratio

Gain probability vs. loss probability

1.31

1.23

+0.07

Calmar ratio

Return relative to maximum drawdown

1.27

0.94

+0.33

Martin ratio

Return relative to average drawdown

4.77

3.17

+1.60

FNJHX vs. MANJX - Sharpe Ratio Comparison

The current FNJHX Sharpe Ratio is 1.10, which is higher than the MANJX Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of FNJHX and MANJX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FNJHXMANJXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.10

0.70

+0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

0.21

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.51

+0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

1.29

1.16

+0.13

Correlation

The correlation between FNJHX and MANJX is 0.77, 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

FNJHX vs. MANJX - Dividend Comparison

FNJHX's dividend yield for the trailing twelve months is around 2.99%, less than MANJX's 3.75% yield.


TTM20252024202320222021202020192018201720162015
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%
MANJX
BlackRock New Jersey Municipal Bond Fund
3.75%4.90%4.20%3.18%2.44%2.73%3.12%3.53%3.71%3.54%3.59%3.29%

Drawdowns

FNJHX vs. MANJX - Drawdown Comparison

The maximum FNJHX drawdown since its inception was -14.74%, smaller than the maximum MANJX drawdown of -15.76%. Use the drawdown chart below to compare losses from any high point for FNJHX and MANJX.


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Drawdown Indicators


FNJHXMANJXDifference

Max Drawdown

Largest peak-to-trough decline

-14.74%

-15.76%

+1.02%

Max Drawdown (1Y)

Largest decline over 1 year

-4.42%

-5.68%

+1.26%

Max Drawdown (5Y)

Largest decline over 5 years

-14.74%

-15.76%

+1.02%

Max Drawdown (10Y)

Largest decline over 10 years

-14.74%

-15.76%

+1.02%

Current Drawdown

Current decline from peak

-2.77%

-2.50%

-0.27%

Average Drawdown

Average peak-to-trough decline

-1.77%

-2.22%

+0.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.17%

1.68%

-0.51%

Volatility

FNJHX vs. MANJX - Volatility Comparison

The current volatility for Fidelity New Jersey Municipal Income Fund (FNJHX) is 1.15%, while BlackRock New Jersey Municipal Bond Fund (MANJX) has a volatility of 1.28%. This indicates that FNJHX experiences smaller price fluctuations and is considered to be less risky than MANJX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FNJHXMANJXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.15%

1.28%

-0.13%

Volatility (6M)

Calculated over the trailing 6-month period

1.70%

1.89%

-0.19%

Volatility (1Y)

Calculated over the trailing 1-year period

4.49%

6.34%

-1.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.90%

4.58%

-0.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.08%

4.74%

-0.66%