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MFLX vs. MLN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MFLX vs. MLN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Flexible Municipal High Income ETF (MFLX) and VanEck Long Muni ETF (MLN). 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 3.15% return, which is significantly higher than MLN's 1.80% return.


MFLX

1D
-0.23%
1M
0.53%
YTD
3.15%
6M
3.63%
1Y
8.70%
3Y*
5.61%
5Y*
-0.06%
10Y*

MLN

1D
-0.20%
1M
-0.22%
YTD
1.80%
6M
2.32%
1Y
8.88%
3Y*
3.11%
5Y*
-1.07%
10Y*
1.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MFLX vs. MLN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MFLX
First Trust Flexible Municipal High Income ETF
3.15%3.94%3.74%8.98%-19.94%8.43%7.19%16.89%-4.66%5.57%
MLN
VanEck Long Muni ETF
1.80%1.82%1.54%8.05%-17.20%2.20%6.22%10.72%-0.77%8.19%

Correlation

The correlation between MFLX and MLN is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.61

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

0.39

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

0.36

Correlation (All Time)
Calculated using the full available price history since Sep 30, 2016

0.34

Over the past year, MFLX and MLN have become more correlated (0.61) than their long-term average of 0.34, meaning their price movements have been converging.

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Return for Risk

MFLX vs. MLN — 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: 7070
Sharpe Ratio Rank
MFLX Sortino Ratio Rank: 7878
Sortino Ratio Rank
MFLX Omega Ratio Rank: 8181
Omega Ratio Rank
MFLX Calmar Ratio Rank: 6060
Calmar Ratio Rank
MFLX Martin Ratio Rank: 6666
Martin Ratio Rank

MLN
MLN Risk / Return Rank: 7070
Overall Rank
MLN Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
MLN Sortino Ratio Rank: 7070
Sortino Ratio Rank
MLN Omega Ratio Rank: 7676
Omega Ratio Rank
MLN Calmar Ratio Rank: 7373
Calmar Ratio Rank
MLN Martin Ratio Rank: 6666
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.

MFLX vs. MLN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Flexible Municipal High Income ETF (MFLX) and VanEck Long Muni ETF (MLN). 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.


MFLXMLNDifference
Sharpe ratioReturn per unit of total volatility

+0.12

Sortino ratioReturn per unit of downside risk

+0.26

Omega ratioGain probability vs. loss probability

1.46

1.43

+0.03

Calmar ratioReturn relative to maximum drawdown

2.81

3.49

-0.68

Martin ratioReturn relative to average drawdown

11.28

11.46

-0.18

MFLX vs. MLN - Sharpe Ratio Comparison

The current MFLX Sharpe Ratio is 2.14, which is comparable to the MLN Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of MFLX and MLN, 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


MFLXMLNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.14

2.01

+0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.01

-0.15

+0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

0.32

-0.13

Drawdowns

MFLX vs. MLN - Drawdown Comparison

The maximum MFLX drawdown since its inception was -26.76%, smaller than the maximum MLN drawdown of -28.36%. Use the drawdown chart below to compare losses from any high point for MFLX and MLN.


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Drawdown Indicators


MFLXMLNDifference

Max Drawdown

Largest peak-to-trough decline

-26.76%

-28.36%

+1.60%

Max Drawdown (1Y)

Largest decline over 1 year

-3.11%

-2.56%

-0.55%

Max Drawdown (3Y)

Largest decline over 3 years

-8.18%

-9.84%

+1.66%

Max Drawdown (5Y)

Largest decline over 5 years

-25.88%

-24.46%

-1.42%

Max Drawdown (10Y)

Largest decline over 10 years

-24.46%

Current Drawdown

Current decline from peak

-3.95%

-6.69%

+2.74%

Average Drawdown

Average peak-to-trough decline

-8.17%

-5.73%

-2.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.77%

0.78%

-0.01%

Volatility

MFLX vs. MLN - Volatility Comparison

The current volatility for First Trust Flexible Municipal High Income ETF (MFLX) is 1.36%, while VanEck Long Muni ETF (MLN) has a volatility of 1.51%. This indicates that MFLX experiences smaller price fluctuations and is considered to be less risky than MLN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MFLXMLNDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.36%

1.51%

-0.15%

Volatility (6M)

Calculated over the trailing 6-month period

2.99%

3.19%

-0.20%

Volatility (1Y)

Calculated over the trailing 1-year period

4.09%

4.43%

-0.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.35%

7.31%

+3.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.29%

8.88%

+2.41%

MFLX vs. MLN - Expense Ratio Comparison

MFLX has a 0.88% expense ratio, which is higher than MLN's 0.24% expense ratio.


Dividends

MFLX vs. MLN - Dividend Comparison

MFLX's dividend yield for the trailing twelve months is around 4.08%, more than MLN's 3.71% yield.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%
MLN
VanEck Long Muni ETF
3.71%3.73%3.59%3.19%2.67%2.52%2.69%2.98%3.09%2.91%3.16%3.38%

Frequently Asked Questions


MFLX and MLN have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MLN has higher volatility (1.51%) compared to MFLX (1.36%). In terms of maximum drawdown, MFLX dropped -26.76% vs MLN's -28.36%.

On 5-year performance, MFLX leads with -0.06% vs -1.07% for MLN. On fees, MLN is cheaper at 0.24% per year. On volatility, MFLX has been the lower-risk option at 1.36%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, MFLX has performed better with a -0.06% return vs -1.07%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

MLN is cheaper with a 0.24% expense ratio, compared with 0.88% for MFLX.

MFLX has the higher dividend yield at 4.08%, compared with 3.71% for MLN.

They also come from different issuers: First Trust and VanEck. Their fees differ too: 0.88% for MFLX and 0.24% for MLN.

MFLX currently has the higher Sharpe Ratio (2.14 vs 2.01), 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.

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