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FSMUX vs. SUMAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSMUX vs. SUMAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Strategic Advisers Municipal Bond Fund (FSMUX) and SEI Tax Exempt Trust Short Duration Municipal Fund (SUMAX). The values are adjusted to include any dividend payments, if applicable.

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FSMUX vs. SUMAX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FSMUX
Strategic Advisers Municipal Bond Fund
-1.13%3.14%2.99%6.78%-11.25%0.39%
SUMAX
SEI Tax Exempt Trust Short Duration Municipal Fund
0.14%4.38%2.49%3.22%-2.08%-0.18%

Returns By Period

In the year-to-date period, FSMUX achieves a -1.13% return, which is significantly lower than SUMAX's 0.14% return.


FSMUX

1D
0.11%
1M
-2.56%
YTD
-1.13%
6M
0.12%
1Y
2.39%
3Y*
2.93%
5Y*
10Y*

SUMAX

1D
0.00%
1M
-0.79%
YTD
0.14%
6M
0.74%
1Y
2.90%
3Y*
3.01%
5Y*
1.59%
10Y*
1.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSMUX vs. SUMAX - Expense Ratio Comparison

FSMUX has a 0.06% expense ratio, which is lower than SUMAX's 0.63% expense ratio.


Return for Risk

FSMUX vs. SUMAX — Risk / Return Rank

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

FSMUX
FSMUX Risk / Return Rank: 2222
Overall Rank
FSMUX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
FSMUX Sortino Ratio Rank: 2020
Sortino Ratio Rank
FSMUX Omega Ratio Rank: 4444
Omega Ratio Rank
FSMUX Calmar Ratio Rank: 1111
Calmar Ratio Rank
FSMUX Martin Ratio Rank: 1111
Martin Ratio Rank

SUMAX
SUMAX Risk / Return Rank: 9595
Overall Rank
SUMAX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
SUMAX Sortino Ratio Rank: 9797
Sortino Ratio Rank
SUMAX Omega Ratio Rank: 9898
Omega Ratio Rank
SUMAX Calmar Ratio Rank: 9292
Calmar Ratio Rank
SUMAX Martin Ratio Rank: 9494
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.

FSMUX vs. SUMAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Strategic Advisers Municipal Bond Fund (FSMUX) and SEI Tax Exempt Trust Short Duration Municipal Fund (SUMAX). 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.


FSMUXSUMAXDifference

Sharpe ratio

Return per unit of total volatility

0.63

2.20

-1.57

Sortino ratio

Return per unit of downside risk

0.87

3.63

-2.76

Omega ratio

Gain probability vs. loss probability

1.19

1.92

-0.73

Calmar ratio

Return relative to maximum drawdown

0.28

2.72

-2.45

Martin ratio

Return relative to average drawdown

0.78

12.23

-11.44

FSMUX vs. SUMAX - Sharpe Ratio Comparison

The current FSMUX Sharpe Ratio is 0.63, which is lower than the SUMAX Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of FSMUX and SUMAX, 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


FSMUXSUMAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.63

2.20

-1.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.12

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.00

1.54

-1.54

Correlation

The correlation between FSMUX and SUMAX is 0.61, 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

FSMUX vs. SUMAX - Dividend Comparison

FSMUX's dividend yield for the trailing twelve months is around 2.35%, less than SUMAX's 2.56% yield.


TTM20252024202320222021202020192018201720162015
FSMUX
Strategic Advisers Municipal Bond Fund
2.35%3.26%3.74%3.18%2.14%0.99%0.00%0.00%0.00%0.00%0.00%0.00%
SUMAX
SEI Tax Exempt Trust Short Duration Municipal Fund
2.56%3.37%2.36%1.73%0.71%0.58%1.06%1.45%1.08%0.67%0.39%0.79%

Drawdowns

FSMUX vs. SUMAX - Drawdown Comparison

The maximum FSMUX drawdown since its inception was -16.27%, which is greater than SUMAX's maximum drawdown of -3.70%. Use the drawdown chart below to compare losses from any high point for FSMUX and SUMAX.


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Drawdown Indicators


FSMUXSUMAXDifference

Max Drawdown

Largest peak-to-trough decline

-16.27%

-3.70%

-12.57%

Max Drawdown (1Y)

Largest decline over 1 year

-5.30%

-1.20%

-4.10%

Max Drawdown (5Y)

Largest decline over 5 years

-3.70%

Max Drawdown (10Y)

Largest decline over 10 years

-3.70%

Current Drawdown

Current decline from peak

-2.56%

-0.79%

-1.77%

Average Drawdown

Average peak-to-trough decline

-5.61%

-0.26%

-5.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.96%

0.27%

+1.69%

Volatility

FSMUX vs. SUMAX - Volatility Comparison

Strategic Advisers Municipal Bond Fund (FSMUX) has a higher volatility of 0.99% compared to SEI Tax Exempt Trust Short Duration Municipal Fund (SUMAX) at 0.27%. This indicates that FSMUX's price experiences larger fluctuations and is considered to be riskier than SUMAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSMUXSUMAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.99%

0.27%

+0.72%

Volatility (6M)

Calculated over the trailing 6-month period

2.12%

0.76%

+1.36%

Volatility (1Y)

Calculated over the trailing 1-year period

6.65%

1.49%

+5.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.67%

1.37%

+3.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.67%

1.22%

+3.45%