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ITM vs. FUMB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ITM vs. FUMB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Intermediate Muni ETF (ITM) and First Trust Ultra Short Duration Municipal ETF (FUMB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ITM achieves a 0.61% return, which is significantly lower than FUMB's 1.07% return.


ITM

1D
-0.09%
1M
0.79%
YTD
0.61%
6M
1.22%
1Y
7.29%
3Y*
3.70%
5Y*
0.44%
10Y*
1.95%

FUMB

1D
-0.03%
1M
0.15%
YTD
1.07%
6M
1.30%
1Y
2.55%
3Y*
2.98%
5Y*
1.96%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ITM vs. FUMB - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
ITM
VanEck Intermediate Muni ETF
0.61%5.34%0.73%5.69%-9.33%0.21%5.87%8.46%3.81%
FUMB
First Trust Ultra Short Duration Municipal ETF
1.07%2.78%3.05%2.84%-0.03%0.38%1.25%1.76%0.30%

Correlation

The correlation between ITM and FUMB is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.28

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

0.26

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

0.29

Correlation (All Time)
Calculated using the full available price history since Nov 6, 2018

0.22

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Return for Risk

ITM vs. FUMB — Risk / Return Rank

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

ITM
ITM Risk / Return Rank: 6767
Overall Rank
ITM Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
ITM Sortino Ratio Rank: 8383
Sortino Ratio Rank
ITM Omega Ratio Rank: 8787
Omega Ratio Rank
ITM Calmar Ratio Rank: 4444
Calmar Ratio Rank
ITM Martin Ratio Rank: 4343
Martin Ratio Rank

FUMB
FUMB Risk / Return Rank: 9595
Overall Rank
FUMB Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
FUMB Sortino Ratio Rank: 9595
Sortino Ratio Rank
FUMB Omega Ratio Rank: 9595
Omega Ratio Rank
FUMB Calmar Ratio Rank: 9797
Calmar Ratio Rank
FUMB Martin Ratio Rank: 9797
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.

ITM vs. FUMB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Intermediate Muni ETF (ITM) and First Trust Ultra Short Duration Municipal ETF (FUMB). 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.


ITMFUMBDifference
Sharpe ratioReturn per unit of total volatility

-0.80

Sortino ratioReturn per unit of downside risk

-1.60

Omega ratioGain probability vs. loss probability

1.55

1.76

-0.21

Calmar ratioReturn relative to maximum drawdown

2.13

11.70

-9.57

Martin ratioReturn relative to average drawdown

6.84

44.37

-37.53

ITM vs. FUMB - Sharpe Ratio Comparison

The current ITM Sharpe Ratio is 2.58, which is comparable to the FUMB Sharpe Ratio of 3.38. The chart below compares the historical Sharpe Ratios of ITM and FUMB, 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


ITMFUMBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.58

3.38

-0.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

1.70

-1.59

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

1.00

-0.57

Drawdowns

ITM vs. FUMB - Drawdown Comparison

The maximum ITM drawdown since its inception was -24.75%, which is greater than FUMB's maximum drawdown of -2.68%. Use the drawdown chart below to compare losses from any high point for ITM and FUMB.


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Drawdown Indicators


ITMFUMBDifference

Max Drawdown

Largest peak-to-trough decline

-24.75%

-2.68%

-22.07%

Max Drawdown (1Y)

Largest decline over 1 year

-3.43%

-0.22%

-3.21%

Max Drawdown (3Y)

Largest decline over 3 years

-5.68%

-0.60%

-5.08%

Max Drawdown (5Y)

Largest decline over 5 years

-15.11%

-1.25%

-13.86%

Max Drawdown (10Y)

Largest decline over 10 years

-24.75%

Current Drawdown

Current decline from peak

-1.33%

-0.03%

-1.30%

Average Drawdown

Average peak-to-trough decline

-2.98%

-0.19%

-2.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.07%

0.06%

+1.01%

Volatility

ITM vs. FUMB - Volatility Comparison

VanEck Intermediate Muni ETF (ITM) has a higher volatility of 1.01% compared to First Trust Ultra Short Duration Municipal ETF (FUMB) at 0.20%. This indicates that ITM's price experiences larger fluctuations and is considered to be riskier than FUMB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ITMFUMBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.01%

0.20%

+0.81%

Volatility (6M)

Calculated over the trailing 6-month period

2.18%

0.53%

+1.65%

Volatility (1Y)

Calculated over the trailing 1-year period

2.84%

0.76%

+2.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.31%

1.16%

+3.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.10%

1.77%

+5.33%

ITM vs. FUMB - Expense Ratio Comparison

ITM has a 0.24% expense ratio, which is lower than FUMB's 0.45% expense ratio.


Dividends

ITM vs. FUMB - Dividend Comparison

ITM's dividend yield for the trailing twelve months is around 2.93%, more than FUMB's 2.80% yield.


PositionTTM20252024202320222021202020192018201720162015
FUMB
First Trust Ultra Short Duration Municipal ETF
2.80%2.90%2.86%2.24%1.02%0.43%0.94%1.74%0.15%0.00%0.00%0.00%
ITM
VanEck Intermediate Muni ETF
2.93%2.86%2.73%2.40%1.92%1.70%2.13%2.44%2.33%2.21%2.29%2.28%

Frequently Asked Questions


ITM and FUMB have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ITM has higher volatility (1.01%) compared to FUMB (0.20%). In terms of maximum drawdown, ITM dropped -24.75% vs FUMB's -2.68%.

On 5-year performance, FUMB leads with 1.96% vs 0.44% for ITM. On fees, ITM is cheaper at 0.24% per year. On volatility, FUMB has been the lower-risk option at 0.20%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, FUMB has performed better with a 1.96% return vs 0.44%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ITM is cheaper with a 0.24% expense ratio, compared with 0.45% for FUMB.

ITM has the higher dividend yield at 2.93%, compared with 2.80% for FUMB.

They also come from different issuers: VanEck and First Trust. Their fees differ too: 0.24% for ITM and 0.45% for FUMB.

FUMB currently has the higher Sharpe Ratio (3.38 vs 2.58), 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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