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FSMB vs. AUSM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FSMB vs. AUSM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Short Duration Managed Municipal ETF (FSMB) and Allspring Ultra Short Municipal ETF (AUSM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FSMB achieves a 1.15% return, which is significantly higher than AUSM's 0.98% return.


FSMB

1D
0.05%
1M
0.44%
YTD
1.15%
6M
1.51%
1Y
4.18%
3Y*
3.56%
5Y*
1.51%
10Y*

AUSM

1D
-0.02%
1M
0.21%
YTD
0.98%
6M
1.34%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FSMB vs. AUSM - Yearly Performance Comparison


Correlation

The correlation between FSMB and AUSM is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 9, 2025

0.18

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Return for Risk

FSMB vs. AUSM — Risk / Return Rank

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

FSMB
FSMB Risk / Return Rank: 8080
Overall Rank
FSMB Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
FSMB Sortino Ratio Rank: 9292
Sortino Ratio Rank
FSMB Omega Ratio Rank: 9292
Omega Ratio Rank
FSMB Calmar Ratio Rank: 6666
Calmar Ratio Rank
FSMB Martin Ratio Rank: 6262
Martin Ratio Rank

AUSM
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.

FSMB vs. AUSM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Short Duration Managed Municipal ETF (FSMB) and Allspring Ultra Short Municipal ETF (AUSM). 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.


FSMBAUSMDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.63

Calmar ratioReturn relative to maximum drawdown

3.26

Martin ratioReturn relative to average drawdown

11.17

FSMB vs. AUSM - Sharpe Ratio Comparison


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Sharpe Ratios by Period


FSMBAUSMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.99

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

3.98

-3.23

Drawdowns

FSMB vs. AUSM - Drawdown Comparison

The maximum FSMB drawdown since its inception was -6.32%, which is greater than AUSM's maximum drawdown of -0.42%. Use the drawdown chart below to compare losses from any high point for FSMB and AUSM.


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Drawdown Indicators


FSMBAUSMDifference

Max Drawdown

Largest peak-to-trough decline

-6.32%

-0.42%

-5.90%

Max Drawdown (1Y)

Largest decline over 1 year

-1.29%

Max Drawdown (3Y)

Largest decline over 3 years

-1.76%

Max Drawdown (5Y)

Largest decline over 5 years

-5.97%

Current Drawdown

Current decline from peak

-0.25%

-0.02%

-0.23%

Average Drawdown

Average peak-to-trough decline

-1.16%

-0.09%

-1.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.37%

Volatility

FSMB vs. AUSM - Volatility Comparison


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Volatility by Period


FSMBAUSMDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.42%

Volatility (6M)

Calculated over the trailing 6-month period

1.02%

Volatility (1Y)

Calculated over the trailing 1-year period

1.40%

0.73%

+0.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.96%

0.73%

+1.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.92%

0.73%

+2.19%

FSMB vs. AUSM - Expense Ratio Comparison

FSMB has a 0.45% expense ratio, which is higher than AUSM's 0.18% expense ratio.


Dividends

FSMB vs. AUSM - Dividend Comparison

FSMB's dividend yield for the trailing twelve months is around 3.14%, more than AUSM's 2.39% yield.


PositionTTM20252024202320222021202020192018
AUSM
Allspring Ultra Short Municipal ETF
2.39%1.26%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FSMB
First Trust Short Duration Managed Municipal ETF
3.14%3.09%2.88%2.40%1.47%1.20%1.79%2.27%0.19%

Frequently Asked Questions


FSMB and AUSM have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, AUSM is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AUSM is cheaper with a 0.18% expense ratio, compared with 0.45% for FSMB.

FSMB has the higher dividend yield at 3.14%, compared with 2.39% for AUSM.

They also come from different issuers: First Trust and Allspring. Their fees differ too: 0.45% for FSMB and 0.18% for AUSM.

Portfolio Optimizer

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