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MFLX vs. IBMM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MFLX vs. IBMM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Flexible Municipal High Income ETF (MFLX) and iShares iBonds Dec 2024 Term Muni Bond ETF (IBMM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


MFLX

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

IBMM

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MFLX vs. IBMM - Yearly Performance Comparison


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Return for Risk

MFLX vs. IBMM — 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

IBMM
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. IBMM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Flexible Municipal High Income ETF (MFLX) and iShares iBonds Dec 2024 Term Muni Bond ETF (IBMM). 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.


MFLXIBMMDifference
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. IBMM - Sharpe Ratio Comparison


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Sharpe Ratios by Period


MFLXIBMMDifference

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

Drawdowns

MFLX vs. IBMM - Drawdown Comparison

The maximum MFLX drawdown since its inception was -26.76%, which is greater than IBMM's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for MFLX and IBMM.


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Drawdown Indicators


MFLXIBMMDifference

Max Drawdown

Largest peak-to-trough decline

-26.76%

0.00%

-26.76%

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%

0.00%

-3.78%

Average Drawdown

Average peak-to-trough decline

-8.17%

0.00%

-8.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.77%

Volatility

MFLX vs. IBMM - Volatility Comparison


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Volatility by Period


MFLXIBMMDifference

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%

0.00%

+4.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.36%

0.00%

+10.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.29%

0.00%

+11.29%

MFLX vs. IBMM - Expense Ratio Comparison

MFLX has a 0.88% expense ratio, which is higher than IBMM's 0.18% expense ratio.


Dividends

MFLX vs. IBMM - Dividend Comparison

MFLX's dividend yield for the trailing twelve months is around 4.08%, while IBMM has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
IBMM
iShares iBonds Dec 2024 Term Muni Bond ETF
0.00%0.00%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


On fees, IBMM is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IBMM is cheaper with a 0.18% expense ratio, compared with 0.88% for MFLX.

MFLX has the higher dividend yield at 4.08%, compared with 0.00% for IBMM.

They also come from different issuers: First Trust and iShares. Their fees differ too: 0.88% for MFLX and 0.18% for IBMM.

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