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MFLX vs. FTNJ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MFLX vs. FTNJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Flexible Municipal High Income ETF (MFLX) and Franklin New Jersey Municipal Income ETF (FTNJ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MFLX achieves a 3.33% return, which is significantly higher than FTNJ's 1.80% return.


MFLX

1D
-0.06%
1M
1.21%
YTD
3.33%
6M
3.84%
1Y
9.22%
3Y*
5.48%
5Y*
-0.03%
10Y*

FTNJ

1D
-0.06%
1M
0.63%
YTD
1.80%
6M
2.23%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MFLX vs. FTNJ - Yearly Performance Comparison


Correlation

The correlation between MFLX and FTNJ is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 11, 2025

0.55

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Return for Risk

MFLX vs. FTNJ — Risk / Return Rank

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

MFLX
MFLX Risk / Return Rank: 7171
Overall Rank
MFLX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
MFLX Sortino Ratio Rank: 7878
Sortino Ratio Rank
MFLX Omega Ratio Rank: 8282
Omega Ratio Rank
MFLX Calmar Ratio Rank: 6060
Calmar Ratio Rank
MFLX Martin Ratio Rank: 6666
Martin Ratio Rank

FTNJ
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.

MFLX vs. FTNJ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Flexible Municipal High Income ETF (MFLX) and Franklin New Jersey Municipal Income ETF (FTNJ). 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.


MFLXFTNJDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.49

Calmar ratioReturn relative to maximum drawdown

2.97

Martin ratioReturn relative to average drawdown

11.95

MFLX vs. FTNJ - Sharpe Ratio Comparison


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Sharpe Ratios by Period


MFLXFTNJDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

1.17

-0.98

Drawdowns

MFLX vs. FTNJ - Drawdown Comparison

The maximum MFLX drawdown since its inception was -26.76%, which is greater than FTNJ's maximum drawdown of -2.72%. Use the drawdown chart below to compare losses from any high point for MFLX and FTNJ.


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Drawdown Indicators


MFLXFTNJDifference

Max Drawdown

Largest peak-to-trough decline

-26.76%

-2.72%

-24.04%

Max Drawdown (1Y)

Largest decline over 1 year

-3.11%

Max Drawdown (3Y)

Largest decline over 3 years

-8.18%

Max Drawdown (5Y)

Largest decline over 5 years

-25.88%

Current Drawdown

Current decline from peak

-3.78%

-0.20%

-3.58%

Average Drawdown

Average peak-to-trough decline

-8.17%

-0.61%

-7.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.77%

Volatility

MFLX vs. FTNJ - Volatility Comparison


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Volatility by Period


MFLXFTNJDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.41%

Volatility (6M)

Calculated over the trailing 6-month period

2.98%

Volatility (1Y)

Calculated over the trailing 1-year period

4.08%

3.35%

+0.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.36%

3.35%

+7.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.29%

3.35%

+7.94%

MFLX vs. FTNJ - Expense Ratio Comparison

MFLX has a 0.88% expense ratio, which is higher than FTNJ's 0.35% expense ratio.


Dividends

MFLX vs. FTNJ - Dividend Comparison

MFLX's dividend yield for the trailing twelve months is around 4.08%, more than FTNJ's 1.98% yield.


PositionTTM2025202420232022202120202019201820172016
FTNJ
Franklin New Jersey Municipal Income ETF
1.98%0.54%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MFLX
First Trust Flexible Municipal High Income ETF
4.08%4.06%3.81%3.65%4.27%3.69%3.21%2.94%3.74%3.80%0.98%

Frequently Asked Questions


MFLX and FTNJ have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FTNJ is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FTNJ is cheaper with a 0.35% expense ratio, compared with 0.88% for MFLX.

MFLX has the higher dividend yield at 4.08%, compared with 1.98% for FTNJ.

They also come from different issuers: First Trust and Franklin Templeton. Their fees differ too: 0.88% for MFLX and 0.35% for FTNJ.

Portfolio Optimizer

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