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MMCA vs. CMF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MMCA vs. CMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in IQ MacKay California Municipal Intermediate ETF (MMCA) and iShares California Muni Bond ETF (CMF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with MMCA having a 1.16% return and CMF slightly higher at 1.21%.


MMCA

1D
-0.07%
1M
1.24%
YTD
1.16%
6M
1.33%
1Y
6.00%
3Y*
4.09%
5Y*
10Y*

CMF

1D
-0.07%
1M
1.32%
YTD
1.21%
6M
1.33%
1Y
6.50%
3Y*
3.12%
5Y*
0.72%
10Y*
1.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MMCA vs. CMF - Yearly Performance Comparison


2026 (YTD)20252024202320222021
MMCA
IQ MacKay California Municipal Intermediate ETF
1.16%5.74%1.70%5.77%-12.15%-0.13%
CMF
iShares California Muni Bond ETF
1.21%3.36%1.65%5.71%-8.27%0.03%

Correlation

The correlation between MMCA and CMF is 0.73, 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

0.73

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

0.74

Correlation (All Time)
Calculated using the full available price history since Dec 21, 2021

0.75

The correlation between MMCA and CMF has been stable across timeframes, ranging from 0.73 to 0.75 - a consistent structural relationship.

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Return for Risk

MMCA vs. CMF — Risk / Return Rank

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

MMCA
MMCA Risk / Return Rank: 6767
Overall Rank
MMCA Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
MMCA Sortino Ratio Rank: 8585
Sortino Ratio Rank
MMCA Omega Ratio Rank: 8787
Omega Ratio Rank
MMCA Calmar Ratio Rank: 4343
Calmar Ratio Rank
MMCA Martin Ratio Rank: 4141
Martin Ratio Rank

CMF
CMF Risk / Return Rank: 6868
Overall Rank
CMF Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
CMF Sortino Ratio Rank: 8181
Sortino Ratio Rank
CMF Omega Ratio Rank: 8989
Omega Ratio Rank
CMF Calmar Ratio Rank: 4747
Calmar Ratio Rank
CMF Martin Ratio Rank: 4646
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.

MMCA vs. CMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IQ MacKay California Municipal Intermediate ETF (MMCA) and iShares California Muni Bond ETF (CMF). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


MMCACMFDifference
Sharpe ratioReturn per unit of total volatility

+0.01

Sortino ratioReturn per unit of downside risk

+0.11

Omega ratioGain probability vs. loss probability

1.50

1.53

-0.03

Calmar ratioReturn relative to maximum drawdown

2.00

2.24

-0.24

Martin ratioReturn relative to average drawdown

6.10

7.36

-1.26

MMCA vs. CMF - Sharpe Ratio Comparison

The current MMCA Sharpe Ratio is 2.37, which is comparable to the CMF Sharpe Ratio of 2.36. The chart below compares the historical Sharpe Ratios of MMCA and CMF, 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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Drawdowns

MMCA vs. CMF - Drawdown Comparison

The maximum MMCA drawdown since its inception was -16.04%, roughly equal to the maximum CMF drawdown of -16.45%. Use the drawdown chart below to compare losses from any high point for MMCA and CMF.


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Drawdown Indicators


MMCACMFDifference

Max Drawdown

Largest peak-to-trough decline

-16.04%

-16.45%

+0.41%

Max Drawdown (1Y)

Largest decline over 1 year

-3.01%

-2.91%

-0.10%

Max Drawdown (3Y)

Largest decline over 3 years

-3.68%

-5.22%

+1.54%

Max Drawdown (5Y)

Largest decline over 5 years

-12.45%

Max Drawdown (10Y)

Largest decline over 10 years

-14.57%

Current Drawdown

Current decline from peak

-1.05%

-0.68%

-0.37%

Average Drawdown

Average peak-to-trough decline

-7.04%

-4.76%

-2.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.99%

0.88%

+0.11%

Volatility

MMCA vs. CMF - Volatility Comparison

IQ MacKay California Municipal Intermediate ETF (MMCA) and iShares California Muni Bond ETF (CMF) have volatilities of 0.71% and 0.72%, 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


MMCACMFDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.71%

0.72%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

1.92%

2.17%

-0.25%

Volatility (1Y)

Calculated over the trailing 1-year period

2.56%

2.77%

-0.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.59%

4.19%

-0.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.59%

5.08%

-1.49%

MMCA vs. CMF - Expense Ratio Comparison

MMCA has a 0.36% expense ratio, which is higher than CMF's 0.25% expense ratio.


Dividends

MMCA vs. CMF - Dividend Comparison

MMCA's dividend yield for the trailing twelve months is around 3.27%, more than CMF's 2.95% yield.


PositionTTM20252024202320222021202020192018201720162015
CMF
iShares California Muni Bond ETF
2.95%2.94%2.78%2.29%1.91%1.58%1.80%2.03%2.17%2.09%2.21%2.55%
MMCA
IQ MacKay California Municipal Intermediate ETF
3.27%3.39%3.66%3.57%2.90%0.05%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


MMCA and CMF have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CMF has higher volatility (0.72%) compared to MMCA (0.71%). In terms of maximum drawdown, MMCA dropped -16.04% vs CMF's -16.45%.

On 3-year performance, MMCA leads with 4.09% vs 3.12% for CMF. On fees, CMF is cheaper at 0.25% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, MMCA has performed better with a 4.09% return vs 3.12%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

CMF is cheaper with a 0.25% expense ratio, compared with 0.36% for MMCA.

MMCA has the higher dividend yield at 3.27%, compared with 2.95% for CMF.

They also come from different issuers: IndexIQ and iShares. Their fees differ too: 0.36% for MMCA and 0.25% for CMF.

MMCA currently has the higher Sharpe Ratio (2.37 vs 2.36), 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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