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FVCAX vs. AHMFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FVCAX vs. AHMFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin California High Yield Municipal Fund Advisor Class (FVCAX) and American High-Income Municipal Bond Fund Class F-2 (AHMFX). The values are adjusted to include any dividend payments, if applicable.

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FVCAX vs. AHMFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FVCAX
Franklin California High Yield Municipal Fund Advisor Class
-0.32%4.77%4.98%4.66%-11.86%3.97%4.64%10.29%1.15%6.87%
AHMFX
American High-Income Municipal Bond Fund Class F-2
-0.15%6.03%6.45%7.04%-12.44%5.49%4.61%9.12%1.80%9.09%

Returns By Period

In the year-to-date period, FVCAX achieves a -0.32% return, which is significantly lower than AHMFX's -0.15% return. Over the past 10 years, FVCAX has underperformed AHMFX with an annualized return of 2.65%, while AHMFX has yielded a comparatively higher 3.42% annualized return.


FVCAX

1D
0.31%
1M
-2.03%
YTD
-0.32%
6M
1.33%
1Y
3.40%
3Y*
4.14%
5Y*
0.94%
10Y*
2.65%

AHMFX

1D
0.33%
1M
-2.06%
YTD
-0.15%
6M
1.48%
1Y
4.18%
3Y*
5.55%
5Y*
1.86%
10Y*
3.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FVCAX vs. AHMFX - Expense Ratio Comparison

FVCAX has a 0.55% expense ratio, which is higher than AHMFX's 0.42% expense ratio.


Return for Risk

FVCAX vs. AHMFX — Risk / Return Rank

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

FVCAX
FVCAX Risk / Return Rank: 2121
Overall Rank
FVCAX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
FVCAX Sortino Ratio Rank: 1717
Sortino Ratio Rank
FVCAX Omega Ratio Rank: 3131
Omega Ratio Rank
FVCAX Calmar Ratio Rank: 2121
Calmar Ratio Rank
FVCAX Martin Ratio Rank: 1717
Martin Ratio Rank

AHMFX
AHMFX Risk / Return Rank: 2626
Overall Rank
AHMFX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
AHMFX Sortino Ratio Rank: 1818
Sortino Ratio Rank
AHMFX Omega Ratio Rank: 4343
Omega Ratio Rank
AHMFX Calmar Ratio Rank: 2626
Calmar Ratio Rank
AHMFX Martin Ratio Rank: 2323
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.

FVCAX vs. AHMFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin California High Yield Municipal Fund Advisor Class (FVCAX) and American High-Income Municipal Bond Fund Class F-2 (AHMFX). 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.


FVCAXAHMFXDifference

Sharpe ratio

Return per unit of total volatility

0.69

0.71

-0.03

Sortino ratio

Return per unit of downside risk

0.95

0.97

-0.02

Omega ratio

Gain probability vs. loss probability

1.18

1.21

-0.03

Calmar ratio

Return relative to maximum drawdown

0.88

0.99

-0.11

Martin ratio

Return relative to average drawdown

2.56

3.25

-0.69

FVCAX vs. AHMFX - Sharpe Ratio Comparison

The current FVCAX Sharpe Ratio is 0.69, which is comparable to the AHMFX Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of FVCAX and AHMFX, 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


FVCAXAHMFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.69

0.71

-0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

0.39

-0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.76

-0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.85

1.52

-0.67

Correlation

The correlation between FVCAX and AHMFX is 0.84, 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

FVCAX vs. AHMFX - Dividend Comparison

FVCAX's dividend yield for the trailing twelve months is around 4.45%, more than AHMFX's 4.25% yield.


TTM20252024202320222021202020192018201720162015
FVCAX
Franklin California High Yield Municipal Fund Advisor Class
4.45%5.82%4.87%3.46%3.65%3.10%3.30%4.06%3.85%3.45%3.86%4.06%
AHMFX
American High-Income Municipal Bond Fund Class F-2
4.25%5.58%4.04%2.97%2.71%3.44%3.60%3.68%3.88%4.19%3.74%4.19%

Drawdowns

FVCAX vs. AHMFX - Drawdown Comparison

The maximum FVCAX drawdown since its inception was -24.06%, which is greater than AHMFX's maximum drawdown of -17.65%. Use the drawdown chart below to compare losses from any high point for FVCAX and AHMFX.


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Drawdown Indicators


FVCAXAHMFXDifference

Max Drawdown

Largest peak-to-trough decline

-24.06%

-17.65%

-6.41%

Max Drawdown (1Y)

Largest decline over 1 year

-5.30%

-5.60%

+0.30%

Max Drawdown (5Y)

Largest decline over 5 years

-17.59%

-17.65%

+0.06%

Max Drawdown (10Y)

Largest decline over 10 years

-17.59%

-17.65%

+0.06%

Current Drawdown

Current decline from peak

-2.33%

-2.38%

+0.05%

Average Drawdown

Average peak-to-trough decline

-3.59%

-2.38%

-1.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.81%

1.70%

+0.11%

Volatility

FVCAX vs. AHMFX - Volatility Comparison

Franklin California High Yield Municipal Fund Advisor Class (FVCAX) and American High-Income Municipal Bond Fund Class F-2 (AHMFX) have volatilities of 1.19% and 1.15%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FVCAXAHMFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.19%

1.15%

+0.04%

Volatility (6M)

Calculated over the trailing 6-month period

1.91%

1.88%

+0.03%

Volatility (1Y)

Calculated over the trailing 1-year period

5.51%

6.45%

-0.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.66%

4.82%

-0.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.82%

4.53%

+0.29%