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FUENX vs. GSMIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FUENX vs. GSMIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Flex Municipal Income Fund (FUENX) and Goldman Sachs Dynamic Municipal Income Fund (GSMIX). The values are adjusted to include any dividend payments, if applicable.

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FUENX vs. GSMIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FUENX
Fidelity Flex Municipal Income Fund
-0.50%4.63%2.32%7.27%-9.29%1.99%3.07%8.27%0.72%1.02%
GSMIX
Goldman Sachs Dynamic Municipal Income Fund
-0.49%4.12%3.03%6.41%-9.77%2.80%3.57%7.49%2.83%0.84%

Returns By Period

The year-to-date returns for both investments are quite close, with FUENX having a -0.50% return and GSMIX slightly higher at -0.49%.


FUENX

1D
0.20%
1M
-2.57%
YTD
-0.50%
6M
1.16%
1Y
4.40%
3Y*
3.50%
5Y*
1.18%
10Y*

GSMIX

1D
0.07%
1M
-2.39%
YTD
-0.49%
6M
0.78%
1Y
3.18%
3Y*
3.53%
5Y*
0.95%
10Y*
2.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FUENX vs. GSMIX - Expense Ratio Comparison

FUENX has a 0.00% expense ratio, which is lower than GSMIX's 0.73% expense ratio.


Return for Risk

FUENX vs. GSMIX — Risk / Return Rank

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

FUENX
FUENX Risk / Return Rank: 5858
Overall Rank
FUENX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
FUENX Sortino Ratio Rank: 5959
Sortino Ratio Rank
FUENX Omega Ratio Rank: 8080
Omega Ratio Rank
FUENX Calmar Ratio Rank: 4646
Calmar Ratio Rank
FUENX Martin Ratio Rank: 3838
Martin Ratio Rank

GSMIX
GSMIX Risk / Return Rank: 4444
Overall Rank
GSMIX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
GSMIX Sortino Ratio Rank: 4141
Sortino Ratio Rank
GSMIX Omega Ratio Rank: 7070
Omega Ratio Rank
GSMIX Calmar Ratio Rank: 3232
Calmar Ratio Rank
GSMIX Martin Ratio Rank: 2929
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.

FUENX vs. GSMIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Flex Municipal Income Fund (FUENX) and Goldman Sachs Dynamic Municipal Income Fund (GSMIX). 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.


FUENXGSMIXDifference

Sharpe ratio

Return per unit of total volatility

1.13

0.92

+0.22

Sortino ratio

Return per unit of downside risk

1.52

1.26

+0.27

Omega ratio

Gain probability vs. loss probability

1.31

1.26

+0.05

Calmar ratio

Return relative to maximum drawdown

1.15

0.88

+0.26

Martin ratio

Return relative to average drawdown

3.97

3.14

+0.83

FUENX vs. GSMIX - Sharpe Ratio Comparison

The current FUENX Sharpe Ratio is 1.13, which is comparable to the GSMIX Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of FUENX and GSMIX, 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


FUENXGSMIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.13

0.92

+0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

0.26

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.95

-0.43

Correlation

The correlation between FUENX and GSMIX is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

FUENX vs. GSMIX - Dividend Comparison

FUENX's dividend yield for the trailing twelve months is around 2.96%, less than GSMIX's 3.52% yield.


TTM20252024202320222021202020192018201720162015
FUENX
Fidelity Flex Municipal Income Fund
2.96%3.14%2.90%2.58%1.38%1.40%1.54%2.95%2.61%0.41%0.00%0.00%
GSMIX
Goldman Sachs Dynamic Municipal Income Fund
3.52%4.32%3.31%2.82%1.86%1.92%2.11%2.57%2.79%2.99%3.35%3.43%

Drawdowns

FUENX vs. GSMIX - Drawdown Comparison

The maximum FUENX drawdown since its inception was -14.32%, smaller than the maximum GSMIX drawdown of -15.43%. Use the drawdown chart below to compare losses from any high point for FUENX and GSMIX.


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Drawdown Indicators


FUENXGSMIXDifference

Max Drawdown

Largest peak-to-trough decline

-14.32%

-15.43%

+1.11%

Max Drawdown (1Y)

Largest decline over 1 year

-4.18%

-4.44%

+0.26%

Max Drawdown (5Y)

Largest decline over 5 years

-14.32%

-14.33%

+0.01%

Max Drawdown (10Y)

Largest decline over 10 years

-14.33%

Current Drawdown

Current decline from peak

-2.57%

-2.39%

-0.18%

Average Drawdown

Average peak-to-trough decline

-2.95%

-2.41%

-0.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.21%

1.25%

-0.04%

Volatility

FUENX vs. GSMIX - Volatility Comparison

Fidelity Flex Municipal Income Fund (FUENX) has a higher volatility of 1.06% compared to Goldman Sachs Dynamic Municipal Income Fund (GSMIX) at 0.88%. This indicates that FUENX's price experiences larger fluctuations and is considered to be riskier than GSMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FUENXGSMIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.06%

0.88%

+0.18%

Volatility (6M)

Calculated over the trailing 6-month period

1.67%

1.46%

+0.21%

Volatility (1Y)

Calculated over the trailing 1-year period

4.27%

4.48%

-0.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.75%

3.64%

+0.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.22%

3.90%

+0.32%