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FSAZX vs. NQP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSAZX vs. NQP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Arizona Municipal Income Fund (FSAZX) and Nuveen Pennsylvania Quality Municipal Income (NQP). The values are adjusted to include any dividend payments, if applicable.

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FSAZX vs. NQP - 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%
NQP
Nuveen Pennsylvania Quality Municipal Income
2.31%15.46%2.70%7.44%-21.95%7.75%7.08%21.21%-2.28%5.96%

Returns By Period

In the year-to-date period, FSAZX achieves a -0.96% return, which is significantly lower than NQP's 2.31% return. Over the past 10 years, FSAZX has underperformed NQP with an annualized return of 1.87%, while NQP has yielded a comparatively higher 3.35% 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%

NQP

1D
3.20%
1M
-0.18%
YTD
2.31%
6M
3.36%
1Y
15.31%
3Y*
8.00%
5Y*
1.69%
10Y*
3.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSAZX vs. NQP - Expense Ratio Comparison

FSAZX has a 0.55% expense ratio, which is lower than NQP's 1.27% expense ratio.


Return for Risk

FSAZX vs. NQP — 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

NQP
NQP Risk / Return Rank: 8989
Overall Rank
NQP Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
NQP Sortino Ratio Rank: 8989
Sortino Ratio Rank
NQP Omega Ratio Rank: 8585
Omega Ratio Rank
NQP Calmar Ratio Rank: 9696
Calmar Ratio Rank
NQP Martin Ratio Rank: 8888
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. NQP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Arizona Municipal Income Fund (FSAZX) and Nuveen Pennsylvania Quality Municipal Income (NQP). 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.


FSAZXNQPDifference

Sharpe ratio

Return per unit of total volatility

1.01

1.67

-0.66

Sortino ratio

Return per unit of downside risk

1.36

2.52

-1.16

Omega ratio

Gain probability vs. loss probability

1.28

1.35

-0.07

Calmar ratio

Return relative to maximum drawdown

1.09

3.53

-2.44

Martin ratio

Return relative to average drawdown

3.54

9.67

-6.13

FSAZX vs. NQP - Sharpe Ratio Comparison

The current FSAZX Sharpe Ratio is 1.01, which is lower than the NQP Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of FSAZX and NQP, 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


FSAZXNQPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.01

1.67

-0.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

0.17

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.31

+0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

1.16

0.41

+0.75

Correlation

The correlation between FSAZX and NQP is 0.26, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

FSAZX vs. NQP - Dividend Comparison

FSAZX's dividend yield for the trailing twelve months is around 2.68%, less than NQP's 7.85% 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%
NQP
Nuveen Pennsylvania Quality Municipal Income
7.85%7.87%6.69%3.07%4.89%4.51%4.38%4.23%5.34%5.34%5.67%6.10%

Drawdowns

FSAZX vs. NQP - Drawdown Comparison

The maximum FSAZX drawdown since its inception was -14.01%, smaller than the maximum NQP drawdown of -41.87%. Use the drawdown chart below to compare losses from any high point for FSAZX and NQP.


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Drawdown Indicators


FSAZXNQPDifference

Max Drawdown

Largest peak-to-trough decline

-14.01%

-41.87%

+27.86%

Max Drawdown (1Y)

Largest decline over 1 year

-4.18%

-4.63%

+0.45%

Max Drawdown (5Y)

Largest decline over 5 years

-14.01%

-32.41%

+18.40%

Max Drawdown (10Y)

Largest decline over 10 years

-14.01%

-32.41%

+18.40%

Current Drawdown

Current decline from peak

-2.72%

-1.52%

-1.20%

Average Drawdown

Average peak-to-trough decline

-1.81%

-6.93%

+5.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.30%

1.69%

-0.39%

Volatility

FSAZX vs. NQP - Volatility Comparison

The current volatility for Fidelity Arizona Municipal Income Fund (FSAZX) is 1.02%, while Nuveen Pennsylvania Quality Municipal Income (NQP) has a volatility of 4.14%. This indicates that FSAZX experiences smaller price fluctuations and is considered to be less risky than NQP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSAZXNQPDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.02%

4.14%

-3.12%

Volatility (6M)

Calculated over the trailing 6-month period

1.62%

5.42%

-3.80%

Volatility (1Y)

Calculated over the trailing 1-year period

4.28%

9.26%

-4.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.57%

9.80%

-6.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.77%

10.85%

-7.08%