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IMSI vs. FLMI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IMSI and FLMI is 0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

IMSI vs. FLMI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Municipal Strategic Income ETF (IMSI) and Franklin Liberty Federal Intermediate Tax-Free Bond Opportunities ETF (FLMI). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

IMSI:

1.19%

FLMI:

5.31%

Max Drawdown

IMSI:

0.00%

FLMI:

-14.66%

Current Drawdown

IMSI:

0.00%

FLMI:

-2.06%

Returns By Period


IMSI

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

FLMI

YTD

0.03%

1M

2.73%

6M

-0.17%

1Y

3.26%

5Y*

2.78%

10Y*

N/A

*Annualized

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IMSI vs. FLMI - Expense Ratio Comparison

IMSI has a 0.39% expense ratio, which is higher than FLMI's 0.30% expense ratio.


Risk-Adjusted Performance

IMSI vs. FLMI — Risk-Adjusted Performance Rank

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

IMSI
The Risk-Adjusted Performance Rank of IMSI is 7272
Overall Rank
The Sharpe Ratio Rank of IMSI is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of IMSI is 6363
Sortino Ratio Rank
The Omega Ratio Rank of IMSI is 7777
Omega Ratio Rank
The Calmar Ratio Rank of IMSI is 7676
Calmar Ratio Rank
The Martin Ratio Rank of IMSI is 7474
Martin Ratio Rank

FLMI
The Risk-Adjusted Performance Rank of FLMI is 5858
Overall Rank
The Sharpe Ratio Rank of FLMI is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of FLMI is 4949
Sortino Ratio Rank
The Omega Ratio Rank of FLMI is 5151
Omega Ratio Rank
The Calmar Ratio Rank of FLMI is 6767
Calmar Ratio Rank
The Martin Ratio Rank of FLMI is 6464
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IMSI vs. FLMI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Municipal Strategic Income ETF (IMSI) and Franklin Liberty Federal Intermediate Tax-Free Bond Opportunities ETF (FLMI). 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.



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Dividends

IMSI vs. FLMI - Dividend Comparison

IMSI has not paid dividends to shareholders, while FLMI's dividend yield for the trailing twelve months is around 4.13%.


TTM20242023202220212020201920182017
IMSI
Invesco Municipal Strategic Income ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FLMI
Franklin Liberty Federal Intermediate Tax-Free Bond Opportunities ETF
4.13%4.08%3.71%3.09%2.22%2.09%2.71%2.41%0.00%

Drawdowns

IMSI vs. FLMI - Drawdown Comparison

The maximum IMSI drawdown since its inception was 0.00%, smaller than the maximum FLMI drawdown of -14.66%. Use the drawdown chart below to compare losses from any high point for IMSI and FLMI. For additional features, visit the drawdowns tool.


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Volatility

IMSI vs. FLMI - Volatility Comparison


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