FRCOX vs. NMTRX
Compare and contrast key facts about Franklin Colorado Tax Free Income Fund (FRCOX) and Nuveen Municipal Total Return Managed Accounts (NMTRX).
FRCOX is managed by Franklin Templeton. It was launched on Aug 31, 1987. NMTRX is managed by BlackRock. It was launched on May 30, 2007.
Performance
FRCOX vs. NMTRX - Performance Comparison
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FRCOX vs. NMTRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FRCOX Franklin Colorado Tax Free Income Fund | -0.52% | 4.72% | 3.21% | 5.98% | -10.92% | 1.60% | 4.97% | 7.07% | 1.02% | 2.48% |
NMTRX Nuveen Municipal Total Return Managed Accounts | -0.12% | 3.90% | 1.99% | 6.21% | -11.98% | 2.69% | 5.25% | 9.26% | 1.06% | 7.41% |
Returns By Period
In the year-to-date period, FRCOX achieves a -0.52% return, which is significantly lower than NMTRX's -0.12% return. Over the past 10 years, FRCOX has underperformed NMTRX with an annualized return of 1.83%, while NMTRX has yielded a comparatively higher 2.27% annualized return.
FRCOX
- 1D
- 0.29%
- 1M
- -1.97%
- YTD
- -0.52%
- 6M
- 1.38%
- 1Y
- 3.52%
- 3Y*
- 3.59%
- 5Y*
- 0.73%
- 10Y*
- 1.83%
NMTRX
- 1D
- 0.20%
- 1M
- -1.97%
- YTD
- -0.12%
- 6M
- 1.65%
- 1Y
- 3.78%
- 3Y*
- 3.22%
- 5Y*
- 0.38%
- 10Y*
- 2.27%
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FRCOX vs. NMTRX - Expense Ratio Comparison
FRCOX has a 0.70% expense ratio, which is higher than NMTRX's 0.05% expense ratio.
Return for Risk
FRCOX vs. NMTRX — Risk / Return Rank
FRCOX
NMTRX
FRCOX vs. NMTRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin Colorado Tax Free Income Fund (FRCOX) and Nuveen Municipal Total Return Managed Accounts (NMTRX). 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.
| FRCOX | NMTRX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.77 | 0.84 | -0.07 |
Sortino ratioReturn per unit of downside risk | 1.04 | 1.16 | -0.11 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.23 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.90 | 0.99 | -0.09 |
Martin ratioReturn relative to average drawdown | 2.65 | 2.89 | -0.24 |
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
| FRCOX | NMTRX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.77 | 0.84 | -0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.18 | 0.10 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.52 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.12 | 0.97 | +0.15 |
Correlation
The correlation between FRCOX and NMTRX is 0.81, 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
FRCOX vs. NMTRX - Dividend Comparison
FRCOX's dividend yield for the trailing twelve months is around 3.33%, less than NMTRX's 4.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FRCOX Franklin Colorado Tax Free Income Fund | 3.33% | 4.33% | 3.73% | 2.66% | 2.74% | 2.17% | 2.52% | 3.57% | 3.30% | 3.16% | 3.80% | 3.85% |
NMTRX Nuveen Municipal Total Return Managed Accounts | 4.19% | 4.46% | 3.55% | 3.67% | 3.28% | 2.73% | 2.92% | 3.20% | 3.47% | 3.28% | 3.71% | 3.91% |
Drawdowns
FRCOX vs. NMTRX - Drawdown Comparison
The maximum FRCOX drawdown since its inception was -15.80%, roughly equal to the maximum NMTRX drawdown of -16.36%. Use the drawdown chart below to compare losses from any high point for FRCOX and NMTRX.
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Drawdown Indicators
| FRCOX | NMTRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.80% | -16.36% | +0.56% |
Max Drawdown (1Y)Largest decline over 1 year | -5.33% | -4.75% | -0.58% |
Max Drawdown (5Y)Largest decline over 5 years | -15.64% | -16.36% | +0.72% |
Max Drawdown (10Y)Largest decline over 10 years | -15.64% | -16.36% | +0.72% |
Current DrawdownCurrent decline from peak | -2.25% | -2.25% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -1.98% | -2.93% | +0.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.80% | 1.62% | +0.18% |
Volatility
FRCOX vs. NMTRX - Volatility Comparison
Franklin Colorado Tax Free Income Fund (FRCOX) has a higher volatility of 1.14% compared to Nuveen Municipal Total Return Managed Accounts (NMTRX) at 1.07%. This indicates that FRCOX's price experiences larger fluctuations and is considered to be riskier than NMTRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FRCOX | NMTRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.14% | 1.07% | +0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 1.70% | 1.82% | -0.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.28% | 4.93% | +0.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.17% | 3.97% | +0.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.00% | 4.38% | -0.38% |