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FSTFX vs. VTEX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FSTFX and VTEX is 0.11, 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.


-0.50.00.51.00.1

Performance

FSTFX vs. VTEX - Performance Comparison

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

-10.00%0.00%10.00%20.00%AugustSeptemberOctoberNovemberDecember2025
1.92%
-1.75%
FSTFX
VTEX

Key characteristics

Sharpe Ratio

FSTFX:

2.12

VTEX:

-0.52

Sortino Ratio

FSTFX:

3.17

VTEX:

-0.55

Omega Ratio

FSTFX:

1.51

VTEX:

0.93

Calmar Ratio

FSTFX:

3.37

VTEX:

-0.27

Martin Ratio

FSTFX:

9.00

VTEX:

-0.87

Ulcer Index

FSTFX:

0.40%

VTEX:

25.46%

Daily Std Dev

FSTFX:

1.69%

VTEX:

42.65%

Max Drawdown

FSTFX:

-7.17%

VTEX:

-91.38%

Current Drawdown

FSTFX:

-0.20%

VTEX:

-80.71%

Returns By Period

In the year-to-date period, FSTFX achieves a 0.38% return, which is significantly lower than VTEX's 5.60% return.


FSTFX

YTD

0.38%

1M

0.67%

6M

1.92%

1Y

3.59%

5Y*

1.17%

10Y*

1.40%

VTEX

YTD

5.60%

1M

8.17%

6M

-1.74%

1Y

-23.77%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

FSTFX vs. VTEX — Risk-Adjusted Performance Rank

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

FSTFX
The Risk-Adjusted Performance Rank of FSTFX is 8989
Overall Rank
The Sharpe Ratio Rank of FSTFX is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of FSTFX is 9090
Sortino Ratio Rank
The Omega Ratio Rank of FSTFX is 9191
Omega Ratio Rank
The Calmar Ratio Rank of FSTFX is 9191
Calmar Ratio Rank
The Martin Ratio Rank of FSTFX is 8282
Martin Ratio Rank

VTEX
The Risk-Adjusted Performance Rank of VTEX is 2222
Overall Rank
The Sharpe Ratio Rank of VTEX is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of VTEX is 1818
Sortino Ratio Rank
The Omega Ratio Rank of VTEX is 1919
Omega Ratio Rank
The Calmar Ratio Rank of VTEX is 2929
Calmar Ratio Rank
The Martin Ratio Rank of VTEX is 2626
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FSTFX vs. VTEX - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for FSTFX, currently valued at 2.12, compared to the broader market-1.000.001.002.003.004.002.12-0.56
The chart of Sortino ratio for FSTFX, currently valued at 3.17, compared to the broader market0.005.0010.003.17-0.62
The chart of Omega ratio for FSTFX, currently valued at 1.51, compared to the broader market1.002.003.004.001.510.93
The chart of Calmar ratio for FSTFX, currently valued at 3.37, compared to the broader market0.005.0010.0015.0020.003.37-0.29
The chart of Martin ratio for FSTFX, currently valued at 9.00, compared to the broader market0.0020.0040.0060.0080.009.00-0.93
FSTFX
VTEX

The current FSTFX Sharpe Ratio is 2.12, which is higher than the VTEX Sharpe Ratio of -0.52. The chart below compares the historical Sharpe Ratios of FSTFX and VTEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.005.00AugustSeptemberOctoberNovemberDecember2025
2.12
-0.56
FSTFX
VTEX

Dividends

FSTFX vs. VTEX - Dividend Comparison

FSTFX's dividend yield for the trailing twelve months is around 2.35%, while VTEX has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
FSTFX
Fidelity Limited Term Municipal Income Fund
2.35%2.36%2.14%1.73%1.26%1.59%1.75%1.91%1.50%1.47%1.60%1.91%
VTEX
VTEX
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FSTFX vs. VTEX - Drawdown Comparison

The maximum FSTFX drawdown since its inception was -7.17%, smaller than the maximum VTEX drawdown of -91.38%. Use the drawdown chart below to compare losses from any high point for FSTFX and VTEX. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-0.20%
-80.71%
FSTFX
VTEX

Volatility

FSTFX vs. VTEX - Volatility Comparison

The current volatility for Fidelity Limited Term Municipal Income Fund (FSTFX) is 0.49%, while VTEX (VTEX) has a volatility of 7.99%. This indicates that FSTFX experiences smaller price fluctuations and is considered to be less risky than VTEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
0.49%
7.99%
FSTFX
VTEX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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