PortfoliosLab logoPortfoliosLab logo
FSAZX vs. FMNDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSAZX vs. FMNDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Arizona Municipal Income Fund (FSAZX) and Fidelity Conservative Income Municipal Bond Fund Institutional Class (FMNDX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FSAZX vs. FMNDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSAZX
Fidelity Arizona Municipal Income Fund
-0.96%4.96%2.06%6.04%-9.40%0.88%4.51%7.44%0.64%5.44%
FMNDX
Fidelity Conservative Income Municipal Bond Fund Institutional Class
0.30%3.31%3.04%3.37%-0.09%0.03%0.86%2.00%1.58%1.10%

Returns By Period

In the year-to-date period, FSAZX achieves a -0.96% return, which is significantly lower than FMNDX's 0.30% return. Over the past 10 years, FSAZX has outperformed FMNDX with an annualized return of 1.87%, while FMNDX has yielded a comparatively lower 1.55% annualized return.


FSAZX

1D
0.09%
1M
-2.72%
YTD
-0.96%
6M
0.75%
1Y
3.55%
3Y*
3.19%
5Y*
0.76%
10Y*
1.87%

FMNDX

1D
0.00%
1M
-0.30%
YTD
0.30%
6M
1.06%
1Y
2.78%
3Y*
3.04%
5Y*
1.98%
10Y*
1.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FSAZX vs. FMNDX - Expense Ratio Comparison

FSAZX has a 0.55% expense ratio, which is higher than FMNDX's 0.25% expense ratio.


Return for Risk

FSAZX vs. FMNDX — Risk / Return Rank

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

FSAZX
FSAZX Risk / Return Rank: 5050
Overall Rank
FSAZX Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
FSAZX Sortino Ratio Rank: 4747
Sortino Ratio Rank
FSAZX Omega Ratio Rank: 7474
Omega Ratio Rank
FSAZX Calmar Ratio Rank: 4343
Calmar Ratio Rank
FSAZX Martin Ratio Rank: 3333
Martin Ratio Rank

FMNDX
FMNDX Risk / Return Rank: 9999
Overall Rank
FMNDX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
FMNDX Sortino Ratio Rank: 9999
Sortino Ratio Rank
FMNDX Omega Ratio Rank: 9999
Omega Ratio Rank
FMNDX Calmar Ratio Rank: 9999
Calmar Ratio Rank
FMNDX Martin Ratio Rank: 9999
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.

FSAZX vs. FMNDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Arizona Municipal Income Fund (FSAZX) and Fidelity Conservative Income Municipal Bond Fund Institutional Class (FMNDX). 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.


FSAZXFMNDXDifference

Sharpe ratio

Return per unit of total volatility

1.01

3.03

-2.02

Sortino ratio

Return per unit of downside risk

1.36

7.14

-5.78

Omega ratio

Gain probability vs. loss probability

1.28

2.89

-1.61

Calmar ratio

Return relative to maximum drawdown

1.09

7.66

-6.57

Martin ratio

Return relative to average drawdown

3.54

29.53

-25.99

FSAZX vs. FMNDX - Sharpe Ratio Comparison

The current FSAZX Sharpe Ratio is 1.01, which is lower than the FMNDX Sharpe Ratio of 3.03. The chart below compares the historical Sharpe Ratios of FSAZX and FMNDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FSAZXFMNDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.01

3.03

-2.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

1.90

-1.68

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

1.74

-1.24

Sharpe Ratio (All Time)

Calculated using the full available price history

1.16

1.66

-0.50

Correlation

The correlation between FSAZX and FMNDX is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FSAZX vs. FMNDX - Dividend Comparison

FSAZX's dividend yield for the trailing twelve months is around 2.68%, more than FMNDX's 2.64% yield.


TTM20252024202320222021202020192018201720162015
FSAZX
Fidelity Arizona Municipal Income Fund
2.68%3.47%2.82%2.43%1.52%2.00%2.54%2.52%2.55%3.19%3.19%3.73%
FMNDX
Fidelity Conservative Income Municipal Bond Fund Institutional Class
2.64%2.95%2.99%2.60%0.61%0.23%0.85%1.58%1.46%1.00%0.75%0.38%

Drawdowns

FSAZX vs. FMNDX - Drawdown Comparison

The maximum FSAZX drawdown since its inception was -14.01%, which is greater than FMNDX's maximum drawdown of -1.69%. Use the drawdown chart below to compare losses from any high point for FSAZX and FMNDX.


Loading graphics...

Drawdown Indicators


FSAZXFMNDXDifference

Max Drawdown

Largest peak-to-trough decline

-14.01%

-1.69%

-12.32%

Max Drawdown (1Y)

Largest decline over 1 year

-4.18%

-0.40%

-3.78%

Max Drawdown (5Y)

Largest decline over 5 years

-14.01%

-1.09%

-12.92%

Max Drawdown (10Y)

Largest decline over 10 years

-14.01%

-1.69%

-12.32%

Current Drawdown

Current decline from peak

-2.72%

-0.30%

-2.42%

Average Drawdown

Average peak-to-trough decline

-1.81%

-0.10%

-1.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.30%

0.10%

+1.20%

Volatility

FSAZX vs. FMNDX - Volatility Comparison

Fidelity Arizona Municipal Income Fund (FSAZX) has a higher volatility of 1.02% compared to Fidelity Conservative Income Municipal Bond Fund Institutional Class (FMNDX) at 0.16%. This indicates that FSAZX's price experiences larger fluctuations and is considered to be riskier than FMNDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FSAZXFMNDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.02%

0.16%

+0.86%

Volatility (6M)

Calculated over the trailing 6-month period

1.62%

0.62%

+1.00%

Volatility (1Y)

Calculated over the trailing 1-year period

4.28%

1.01%

+3.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.57%

1.05%

+2.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.77%

0.90%

+2.87%