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KSMUX vs. FSMUX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KSMUX vs. FSMUX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kansas Municipal Fund (KSMUX) and Strategic Advisers Municipal Bond Fund (FSMUX). The values are adjusted to include any dividend payments, if applicable.

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KSMUX vs. FSMUX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
KSMUX
Kansas Municipal Fund
-0.42%3.35%-1.06%4.53%-9.55%0.31%
FSMUX
Strategic Advisers Municipal Bond Fund
-1.13%3.14%2.99%6.78%-11.25%0.39%

Returns By Period

In the year-to-date period, KSMUX achieves a -0.42% return, which is significantly higher than FSMUX's -1.13% return.


KSMUX

1D
0.21%
1M
-2.47%
YTD
-0.42%
6M
1.57%
1Y
3.99%
3Y*
1.36%
5Y*
-0.46%
10Y*
0.95%

FSMUX

1D
0.11%
1M
-2.56%
YTD
-1.13%
6M
0.12%
1Y
2.39%
3Y*
2.93%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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KSMUX vs. FSMUX - Expense Ratio Comparison

KSMUX has a 0.98% expense ratio, which is higher than FSMUX's 0.06% expense ratio.


Return for Risk

KSMUX vs. FSMUX — Risk / Return Rank

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

KSMUX
KSMUX Risk / Return Rank: 3838
Overall Rank
KSMUX Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
KSMUX Sortino Ratio Rank: 3030
Sortino Ratio Rank
KSMUX Omega Ratio Rank: 7474
Omega Ratio Rank
KSMUX Calmar Ratio Rank: 2727
Calmar Ratio Rank
KSMUX Martin Ratio Rank: 2626
Martin Ratio Rank

FSMUX
FSMUX Risk / Return Rank: 2222
Overall Rank
FSMUX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
FSMUX Sortino Ratio Rank: 2020
Sortino Ratio Rank
FSMUX Omega Ratio Rank: 4444
Omega Ratio Rank
FSMUX Calmar Ratio Rank: 1111
Calmar Ratio Rank
FSMUX Martin Ratio Rank: 1111
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.

KSMUX vs. FSMUX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kansas Municipal Fund (KSMUX) and Strategic Advisers Municipal Bond Fund (FSMUX). 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.


KSMUXFSMUXDifference

Sharpe ratio

Return per unit of total volatility

0.76

0.63

+0.13

Sortino ratio

Return per unit of downside risk

1.10

0.87

+0.22

Omega ratio

Gain probability vs. loss probability

1.28

1.19

+0.09

Calmar ratio

Return relative to maximum drawdown

0.80

0.28

+0.53

Martin ratio

Return relative to average drawdown

2.77

0.78

+1.99

KSMUX vs. FSMUX - Sharpe Ratio Comparison

The current KSMUX Sharpe Ratio is 0.76, which is comparable to the FSMUX Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of KSMUX and FSMUX, 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


KSMUXFSMUXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.76

0.63

+0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

-0.00

+0.60

Correlation

The correlation between KSMUX and FSMUX is 0.75, 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

KSMUX vs. FSMUX - Dividend Comparison

KSMUX's dividend yield for the trailing twelve months is around 2.94%, more than FSMUX's 2.35% yield.


TTM20252024202320222021202020192018201720162015
KSMUX
Kansas Municipal Fund
2.94%3.13%2.76%2.33%2.00%1.64%1.83%2.70%2.75%2.93%2.88%2.57%
FSMUX
Strategic Advisers Municipal Bond Fund
2.35%3.26%3.74%3.18%2.14%0.99%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

KSMUX vs. FSMUX - Drawdown Comparison

The maximum KSMUX drawdown since its inception was -14.61%, smaller than the maximum FSMUX drawdown of -16.27%. Use the drawdown chart below to compare losses from any high point for KSMUX and FSMUX.


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Drawdown Indicators


KSMUXFSMUXDifference

Max Drawdown

Largest peak-to-trough decline

-14.61%

-16.27%

+1.66%

Max Drawdown (1Y)

Largest decline over 1 year

-5.86%

-5.30%

-0.56%

Max Drawdown (5Y)

Largest decline over 5 years

-13.96%

Max Drawdown (10Y)

Largest decline over 10 years

-13.96%

Current Drawdown

Current decline from peak

-4.08%

-2.56%

-1.52%

Average Drawdown

Average peak-to-trough decline

-2.98%

-5.61%

+2.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.70%

1.96%

-0.26%

Volatility

KSMUX vs. FSMUX - Volatility Comparison

Kansas Municipal Fund (KSMUX) and Strategic Advisers Municipal Bond Fund (FSMUX) have volatilities of 1.00% and 0.99%, 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


KSMUXFSMUXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.00%

0.99%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

1.71%

2.12%

-0.41%

Volatility (1Y)

Calculated over the trailing 1-year period

6.07%

6.65%

-0.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.20%

4.67%

-0.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.95%

4.67%

-0.72%