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FTMH vs. HTAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FTMH vs. HTAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Municipal High Yield ETF (FTMH) and Nomura National High-Yield Municipal Bond ETF (HTAX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FTMH achieves a 2.36% return, which is significantly lower than HTAX's 2.49% return.


FTMH

1D
-0.17%
1M
-2.28%
6M
1.66%
YTD
2.36%
1Y
3Y*
5Y*
10Y*
ALL TIME*

HTAX

1D
-0.10%
1M
-2.50%
6M
1.90%
YTD
2.49%
1Y
8.03%
3Y*
5Y*
10Y*
ALL TIME*
2.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$2.21M$2.22M$2.07M
$196.52K$113.00K$101.96K

FTMH vs. HTAX - Yearly Performance Comparison


Correlation

The correlation between FTMH and HTAX is 0.59, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 27, 2025

0.59

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Return for Risk

FTMH vs. HTAX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FTMH

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


HTAX
HTAX Risk / Return Rank: 8383
Overall Rank
HTAX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
HTAX Sortino Ratio Rank: 8585
Sortino Ratio Rank
HTAX Omega Ratio Rank: 8585
Omega Ratio Rank
HTAX Calmar Ratio Rank: 8080
Calmar Ratio Rank
HTAX Martin Ratio Rank: 8383
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FTMH vs. HTAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Municipal High Yield ETF (FTMH) and Nomura National High-Yield Municipal Bond ETF (HTAX). 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.


FTMHHTAXDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.37

Calmar ratioReturn relative to maximum drawdown

2.94

Martin ratioReturn relative to average drawdown

11.27

FTMH vs. HTAX - Sharpe Ratio Comparison


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Drawdowns

FTMH vs. HTAX - Drawdown Comparison

The maximum FTMH drawdown since its inception was -3.12%, smaller than the maximum HTAX drawdown of -6.10%. Use the drawdown chart below to compare losses from any high point for FTMH and HTAX.


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Drawdown Indicators


FTMHHTAXDifference

Max Drawdown

Largest peak-to-trough decline

-3.12%

-6.10%

+2.98%

Max Drawdown (1Y)

Largest decline over 1 year

-3.06%

Current Drawdown

Current decline from peak

-2.28%

-2.50%

+0.22%

Average Drawdown

Average peak-to-trough decline

-0.66%

-1.65%

+0.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.80%

Volatility

FTMH vs. HTAX - Volatility Comparison


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Volatility by Period


FTMHHTAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.44%

Volatility (6M)

Calculated over the trailing 6-month period

3.59%

Volatility (1Y)

Calculated over the trailing 1-year period

4.04%

4.72%

-0.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.04%

6.32%

-2.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.04%

6.32%

-2.28%

FTMH vs. HTAX - Expense Ratio Comparison

FTMH has a 0.35% expense ratio, which is lower than HTAX's 0.49% expense ratio.


Dividends

FTMH vs. HTAX - Dividend Comparison

FTMH's dividend yield for the trailing twelve months is around 3.13%, less than HTAX's 4.64% yield.


Frequently Asked Questions


FTMH and HTAX have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FTMH is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FTMH is cheaper with a 0.35% expense ratio, compared with 0.49% for HTAX.

HTAX has the higher dividend yield at 4.64%, compared with 3.13% for FTMH.

They also come from different issuers: Franklin Templeton and Nomura. Their fees differ too: 0.35% for FTMH and 0.49% for HTAX.

Portfolio Optimizer

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