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HYLS vs. FMB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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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HYLS vs. FMB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HYLS
First Trust Tactical High Yield ETF
-1.46%8.00%5.85%13.66%-12.83%3.69%5.32%14.66%-2.46%6.39%
FMB
First Trust Managed Municipal ETF
-0.03%3.73%1.94%6.31%-9.91%2.43%4.44%8.25%0.89%7.22%

Returns By Period

In the year-to-date period, HYLS achieves a -1.46% return, which is significantly lower than FMB's -0.03% return. Over the past 10 years, HYLS has outperformed FMB with an annualized return of 4.38%, while FMB has yielded a comparatively lower 2.30% annualized return.


HYLS

1D
1.20%
1M
-0.72%
YTD
-1.46%
6M
-0.32%
1Y
5.53%
3Y*
7.27%
5Y*
2.66%
10Y*
4.38%

FMB

1D
0.16%
1M
-2.26%
YTD
-0.03%
6M
1.70%
1Y
4.05%
3Y*
3.14%
5Y*
0.70%
10Y*
2.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HYLS vs. FMB - Expense Ratio Comparison

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


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: 6868
Overall Rank
HYLS Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
HYLS Sortino Ratio Rank: 6969
Sortino Ratio Rank
HYLS Omega Ratio Rank: 6969
Omega Ratio Rank
HYLS Calmar Ratio Rank: 6666
Calmar Ratio Rank
HYLS Martin Ratio Rank: 6969
Martin Ratio Rank

FMB
FMB Risk / Return Rank: 5252
Overall Rank
FMB Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
FMB Sortino Ratio Rank: 5151
Sortino Ratio Rank
FMB Omega Ratio Rank: 6767
Omega Ratio Rank
FMB Calmar Ratio Rank: 4747
Calmar Ratio Rank
FMB Martin Ratio Rank: 3636
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

1.17

1.05

+0.12

Sortino ratio

Return per unit of downside risk

1.74

1.33

+0.40

Omega ratio

Gain probability vs. loss probability

1.25

1.24

+0.01

Calmar ratio

Return relative to maximum drawdown

1.68

1.17

+0.50

Martin ratio

Return relative to average drawdown

6.97

3.23

+3.74

HYLS vs. FMB - Sharpe Ratio Comparison

The current HYLS Sharpe Ratio is 1.17, which is comparable to the FMB Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of HYLS and FMB, 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


HYLSFMBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.17

1.05

+0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.19

+0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.51

+0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

0.64

+0.03

Correlation

The correlation between HYLS and FMB is 0.17, 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.


Dividends

HYLS vs. FMB - Dividend Comparison

HYLS's dividend yield for the trailing twelve months is around 6.69%, more than FMB's 3.48% yield.


TTM20252024202320222021202020192018201720162015
HYLS
First Trust Tactical High Yield ETF
6.69%6.38%6.25%5.98%7.38%5.48%5.09%5.17%5.81%5.53%5.37%6.11%
FMB
First Trust Managed Municipal ETF
3.48%3.37%3.22%2.98%2.47%1.96%2.19%2.47%2.58%2.49%2.93%3.07%

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

-3.33%

-3.55%

+0.22%

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

-1.93%

-2.26%

+0.33%

Average Drawdown

Average peak-to-trough decline

-2.17%

-2.63%

+0.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.80%

1.29%

-0.49%

Volatility

HYLS vs. FMB - Volatility Comparison

First Trust Tactical High Yield ETF (HYLS) has a higher volatility of 2.11% compared to First Trust Managed Municipal ETF (FMB) at 1.31%. 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

2.11%

1.31%

+0.80%

Volatility (6M)

Calculated over the trailing 6-month period

2.67%

1.79%

+0.88%

Volatility (1Y)

Calculated over the trailing 1-year period

4.75%

3.87%

+0.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.59%

3.69%

+2.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.70%

4.55%

+2.15%