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FSTFX vs. FLTMX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FSTFX vs. FLTMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Limited Term Municipal Income Fund (FSTFX) and Fidelity Intermediate Municipal Income Fund (FLTMX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with FSTFX having a 0.94% return and FLTMX slightly lower at 0.90%. Over the past 10 years, FSTFX has underperformed FLTMX with an annualized return of 1.67%, while FLTMX has yielded a comparatively higher 2.11% annualized return.


FSTFX

1D
0.00%
1M
0.79%
YTD
0.94%
6M
1.25%
1Y
3.84%
3Y*
3.87%
5Y*
1.46%
10Y*
1.67%

FLTMX

1D
0.00%
1M
1.24%
YTD
0.90%
6M
1.35%
1Y
5.72%
3Y*
3.91%
5Y*
1.27%
10Y*
2.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FSTFX vs. FLTMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSTFX
Fidelity Limited Term Municipal Income Fund
0.94%5.36%2.36%3.85%-4.90%0.15%3.23%4.19%1.28%2.35%
FLTMX
Fidelity Intermediate Municipal Income Fund
0.90%6.02%1.19%5.52%-6.92%0.83%4.36%6.34%1.89%4.50%

Correlation

The correlation between FSTFX and FLTMX is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.71

Correlation (3Y)
Calculated over the trailing 3-year period

0.82

Correlation (5Y)
Calculated over the trailing 5-year period

0.83

Correlation (10Y)
Calculated over the trailing 10-year period

0.79

Correlation (All Time)
Calculated using the full available price history since Dec 24, 1986

0.77

The correlation between FSTFX and FLTMX shifts across timeframes, from 0.71 (1 year) to 0.83 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

FSTFX vs. FLTMX — Risk / Return Rank

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

FSTFX
FSTFX Risk / Return Rank: 7575
Overall Rank
FSTFX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
FSTFX Sortino Ratio Rank: 9595
Sortino Ratio Rank
FSTFX Omega Ratio Rank: 9797
Omega Ratio Rank
FSTFX Calmar Ratio Rank: 5050
Calmar Ratio Rank
FSTFX Martin Ratio Rank: 3838
Martin Ratio Rank

FLTMX
FLTMX Risk / Return Rank: 6464
Overall Rank
FLTMX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
FLTMX Sortino Ratio Rank: 8888
Sortino Ratio Rank
FLTMX Omega Ratio Rank: 9393
Omega Ratio Rank
FLTMX Calmar Ratio Rank: 3030
Calmar Ratio Rank
FLTMX Martin Ratio Rank: 2727
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.

FSTFX vs. FLTMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Limited Term Municipal Income Fund (FSTFX) and Fidelity Intermediate Municipal Income Fund (FLTMX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FSTFXFLTMXDifference
Sharpe ratioReturn per unit of total volatility

+0.31

Sortino ratioReturn per unit of downside risk

+0.88

Omega ratioGain probability vs. loss probability

1.93

1.67

+0.26

Calmar ratioReturn relative to maximum drawdown

2.58

1.93

+0.65

Martin ratioReturn relative to average drawdown

7.95

5.93

+2.02

FSTFX vs. FLTMX - Sharpe Ratio Comparison

The current FSTFX Sharpe Ratio is 2.85, which is comparable to the FLTMX Sharpe Ratio of 2.54. The chart below compares the historical Sharpe Ratios of FSTFX and FLTMX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FSTFX vs. FLTMX - Drawdown Comparison

The maximum FSTFX drawdown since its inception was -9.50%, smaller than the maximum FLTMX drawdown of -16.13%. Use the drawdown chart below to compare losses from any high point for FSTFX and FLTMX.


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Drawdown Indicators


FSTFXFLTMXDifference

Max Drawdown

Largest peak-to-trough decline

-9.50%

-16.13%

+6.63%

Max Drawdown (1Y)

Largest decline over 1 year

-1.49%

-2.97%

+1.48%

Max Drawdown (3Y)

Largest decline over 3 years

-2.00%

-3.88%

+1.88%

Max Drawdown (5Y)

Largest decline over 5 years

-7.65%

-10.91%

+3.26%

Max Drawdown (10Y)

Largest decline over 10 years

-7.65%

-10.91%

+3.26%

Current Drawdown

Current decline from peak

-0.39%

-1.09%

+0.70%

Average Drawdown

Average peak-to-trough decline

-0.97%

-1.64%

+0.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.48%

0.97%

-0.49%

Volatility

FSTFX vs. FLTMX - Volatility Comparison

The current volatility for Fidelity Limited Term Municipal Income Fund (FSTFX) is 0.34%, while Fidelity Intermediate Municipal Income Fund (FLTMX) has a volatility of 0.66%. This indicates that FSTFX experiences smaller price fluctuations and is considered to be less risky than FLTMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSTFXFLTMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.34%

0.66%

-0.32%

Volatility (6M)

Calculated over the trailing 6-month period

1.07%

1.81%

-0.74%

Volatility (1Y)

Calculated over the trailing 1-year period

1.35%

2.26%

-0.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.93%

3.05%

-1.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.05%

3.23%

-1.18%

FSTFX vs. FLTMX - Expense Ratio Comparison

FSTFX has a 0.37% expense ratio, which is higher than FLTMX's 0.32% expense ratio.


Dividends

FSTFX vs. FLTMX - Dividend Comparison

FSTFX's dividend yield for the trailing twelve months is around 2.43%, less than FLTMX's 2.88% yield.


PositionTTM20252024202320222021202020192018201720162015
FLTMX
Fidelity Intermediate Municipal Income Fund
2.88%3.70%2.47%2.42%1.36%1.67%2.00%2.39%3.31%2.64%3.20%2.36%
FSTFX
Fidelity Limited Term Municipal Income Fund
2.43%2.99%2.03%1.70%0.92%1.08%1.58%1.92%1.65%1.56%1.60%1.62%

Frequently Asked Questions


FSTFX and FLTMX have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FLTMX has higher volatility (0.66%) compared to FSTFX (0.34%). In terms of maximum drawdown, FSTFX dropped -9.50% vs FLTMX's -16.13%.

FSTFX currently has the higher Sharpe Ratio (2.85 vs 2.54), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for FSTFX and FLTMX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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