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HYLS vs. FMB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HYLS vs. FMB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Tactical High Yield ETF (HYLS) and First Trust Managed Municipal ETF (FMB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HYLS achieves a 0.28% return, which is significantly lower than FMB's 1.78% return. Over the past 10 years, HYLS has outperformed FMB with an annualized return of 4.35%, while FMB has yielded a comparatively lower 2.31% annualized return.


HYLS

1D
-0.17%
1M
0.39%
YTD
0.28%
6M
0.70%
1Y
5.37%
3Y*
7.73%
5Y*
2.94%
10Y*
4.35%

FMB

1D
-0.04%
1M
0.70%
YTD
1.78%
6M
2.21%
1Y
7.15%
3Y*
3.96%
5Y*
0.72%
10Y*
2.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HYLS vs. FMB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HYLS
First Trust Tactical High Yield ETF
0.28%8.00%5.85%13.66%-12.83%3.69%5.32%14.66%-2.46%6.39%
FMB
First Trust Managed Municipal ETF
1.78%3.73%1.94%6.31%-9.91%2.43%4.44%8.25%0.89%7.22%

Correlation

The correlation between HYLS and FMB is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.39

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

0.48

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

0.38

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

0.24

Correlation (All Time)
Calculated using the full available price history since May 16, 2014

0.17

Over the past year, HYLS and FMB have become more correlated (0.39) than their long-term average of 0.17, meaning their price movements have been converging.

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Return for Risk

HYLS vs. FMB — Risk / Return Rank

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

HYLS
HYLS Risk / Return Rank: 4444
Overall Rank
HYLS Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
HYLS Sortino Ratio Rank: 4848
Sortino Ratio Rank
HYLS Omega Ratio Rank: 4646
Omega Ratio Rank
HYLS Calmar Ratio Rank: 3535
Calmar Ratio Rank
HYLS Martin Ratio Rank: 4545
Martin Ratio Rank

FMB
FMB Risk / Return Rank: 7373
Overall Rank
FMB Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
FMB Sortino Ratio Rank: 8686
Sortino Ratio Rank
FMB Omega Ratio Rank: 9090
Omega Ratio Rank
FMB Calmar Ratio Rank: 5353
Calmar Ratio Rank
FMB Martin Ratio Rank: 5555
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.

HYLS vs. FMB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Tactical High Yield ETF (HYLS) and First Trust Managed Municipal ETF (FMB). 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.


HYLSFMBDifference

Sharpe ratio

Return per unit of total volatility

1.54

2.70

-1.16

Sortino ratio

Return per unit of downside risk

2.38

3.92

-1.54

Omega ratio

Gain probability vs. loss probability

1.29

1.60

-0.30

Calmar ratio

Return relative to maximum drawdown

1.74

2.63

-0.89

Martin ratio

Return relative to average drawdown

7.42

9.44

-2.02

HYLS vs. FMB - Sharpe Ratio Comparison

The current HYLS Sharpe Ratio is 1.54, which is lower than the FMB Sharpe Ratio of 2.70. The chart below compares the historical Sharpe Ratios of HYLS and FMB, 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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Sharpe Ratios by Period


HYLSFMBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.54

2.70

-1.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.20

+0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.51

+0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

0.67

+0.01

Drawdowns

HYLS vs. FMB - Drawdown Comparison

The maximum HYLS drawdown since its inception was -22.99%, which is greater than FMB's maximum drawdown of -14.16%. Use the drawdown chart below to compare losses from any high point for HYLS and FMB.


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Drawdown Indicators


HYLSFMBDifference

Max Drawdown

Largest peak-to-trough decline

-22.99%

-14.16%

-8.83%

Max Drawdown (1Y)

Largest decline over 1 year

-3.09%

-2.73%

-0.36%

Max Drawdown (3Y)

Largest decline over 3 years

-3.96%

-4.76%

+0.80%

Max Drawdown (5Y)

Largest decline over 5 years

-15.75%

-14.16%

-1.59%

Max Drawdown (10Y)

Largest decline over 10 years

-22.99%

-14.16%

-8.83%

Current Drawdown

Current decline from peak

-0.20%

-0.50%

+0.30%

Average Drawdown

Average peak-to-trough decline

-2.15%

-2.61%

+0.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.73%

0.76%

-0.03%

Volatility

HYLS vs. FMB - Volatility Comparison

First Trust Tactical High Yield ETF (HYLS) has a higher volatility of 1.16% compared to First Trust Managed Municipal ETF (FMB) at 0.88%. This indicates that HYLS's price experiences larger fluctuations and is considered to be riskier than FMB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HYLSFMBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.16%

0.88%

+0.28%

Volatility (6M)

Calculated over the trailing 6-month period

2.90%

1.91%

+0.99%

Volatility (1Y)

Calculated over the trailing 1-year period

3.51%

2.67%

+0.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.62%

3.71%

+2.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.70%

4.55%

+2.15%

HYLS vs. FMB - Expense Ratio Comparison

HYLS has a 1.01% expense ratio, which is higher than FMB's 0.50% expense ratio.


Dividends

HYLS vs. FMB - Dividend Comparison

HYLS's dividend yield for the trailing twelve months is around 6.70%, more than FMB's 3.50% yield.


PositionTTM20252024202320222021202020192018201720162015
FMB
First Trust Managed Municipal ETF
3.50%3.37%3.22%2.98%2.47%1.96%2.19%2.47%2.58%2.49%2.93%3.07%
HYLS
First Trust Tactical High Yield ETF
6.70%6.38%6.25%5.98%7.38%5.48%5.09%5.17%5.81%5.53%5.37%6.11%

Frequently Asked Questions


HYLS and FMB have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HYLS has higher volatility (1.16%) compared to FMB (0.88%). In terms of maximum drawdown, HYLS dropped -22.99% vs FMB's -14.16%.

On 10-year performance, HYLS leads with 4.35% vs 2.31% for FMB. On fees, FMB is cheaper at 0.50% per year. On volatility, FMB has been the lower-risk option at 0.88%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, HYLS has performed better with a 4.35% return vs 2.31%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FMB is cheaper with a 0.50% expense ratio, compared with 1.01% for HYLS.

HYLS has the higher dividend yield at 6.70%, compared with 3.50% for FMB.

HYLS is categorized as High Yield Bonds, while FMB is Municipal Bonds. Their fees differ too: 1.01% for HYLS and 0.50% for FMB.

FMB currently has the higher Sharpe Ratio (2.70 vs 1.54), 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

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