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MMIT vs. CALI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MMIT vs. CALI - Performance Comparison

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

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Returns By Period

In the year-to-date period, MMIT achieves a 1.61% return, which is significantly higher than CALI's 1.03% return.


MMIT

1D
-0.04%
1M
1.21%
YTD
1.61%
6M
1.67%
1Y
6.18%
3Y*
3.68%
5Y*
1.19%
10Y*

CALI

1D
-0.00%
1M
0.41%
YTD
1.03%
6M
1.15%
1Y
2.86%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MMIT vs. CALI - Yearly Performance Comparison


2026 (YTD)202520242023
MMIT
IQ MacKay Municipal Intermediate ETF
1.61%5.03%1.46%3.01%
CALI
iShares Short-Term California Muni Active ETF
1.03%3.28%2.84%1.97%

Correlation

The correlation between MMIT and CALI is 0.52, 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

0.52

Correlation (All Time)
Calculated using the full available price history since Jul 13, 2023

0.44

The correlation between MMIT and CALI has been stable across timeframes, ranging from 0.44 to 0.52 - a consistent structural relationship.

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Return for Risk

MMIT vs. CALI — Risk / Return Rank

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

MMIT
MMIT Risk / Return Rank: 7070
Overall Rank
MMIT Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
MMIT Sortino Ratio Rank: 8585
Sortino Ratio Rank
MMIT Omega Ratio Rank: 8686
Omega Ratio Rank
MMIT Calmar Ratio Rank: 5050
Calmar Ratio Rank
MMIT Martin Ratio Rank: 4949
Martin Ratio Rank

CALI
CALI Risk / Return Rank: 9393
Overall Rank
CALI Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
CALI Sortino Ratio Rank: 9797
Sortino Ratio Rank
CALI Omega Ratio Rank: 9797
Omega Ratio Rank
CALI Calmar Ratio Rank: 8383
Calmar Ratio Rank
CALI Martin Ratio Rank: 9292
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.

MMIT vs. CALI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IQ MacKay Municipal Intermediate ETF (MMIT) and iShares Short-Term California Muni Active ETF (CALI). 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.


MMITCALIDifference
Sharpe ratioReturn per unit of total volatility

-1.37

Sortino ratioReturn per unit of downside risk

-2.16

Omega ratioGain probability vs. loss probability

1.51

1.90

-0.39

Calmar ratioReturn relative to maximum drawdown

2.40

4.29

-1.89

Martin ratioReturn relative to average drawdown

8.00

21.89

-13.88

MMIT vs. CALI - Sharpe Ratio Comparison

The current MMIT Sharpe Ratio is 2.46, which is lower than the CALI Sharpe Ratio of 3.83. The chart below compares the historical Sharpe Ratios of MMIT and CALI, 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

MMIT vs. CALI - Drawdown Comparison

The maximum MMIT drawdown since its inception was -12.28%, which is greater than CALI's maximum drawdown of -0.78%. Use the drawdown chart below to compare losses from any high point for MMIT and CALI.


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Drawdown Indicators


MMITCALIDifference

Max Drawdown

Largest peak-to-trough decline

-12.28%

-0.78%

-11.50%

Max Drawdown (1Y)

Largest decline over 1 year

-2.59%

-0.67%

-1.92%

Max Drawdown (3Y)

Largest decline over 3 years

-3.96%

Max Drawdown (5Y)

Largest decline over 5 years

-12.28%

Current Drawdown

Current decline from peak

-0.56%

-0.01%

-0.55%

Average Drawdown

Average peak-to-trough decline

-2.26%

-0.08%

-2.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.77%

0.13%

+0.64%

Volatility

MMIT vs. CALI - Volatility Comparison

IQ MacKay Municipal Intermediate ETF (MMIT) has a higher volatility of 0.68% compared to iShares Short-Term California Muni Active ETF (CALI) at 0.19%. This indicates that MMIT's price experiences larger fluctuations and is considered to be riskier than CALI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MMITCALIDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.68%

0.19%

+0.49%

Volatility (6M)

Calculated over the trailing 6-month period

1.69%

0.52%

+1.17%

Volatility (1Y)

Calculated over the trailing 1-year period

2.53%

0.75%

+1.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.55%

1.10%

+2.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.29%

1.10%

+3.19%

MMIT vs. CALI - Expense Ratio Comparison

MMIT has a 0.31% expense ratio, which is higher than CALI's 0.08% expense ratio.


Dividends

MMIT vs. CALI - Dividend Comparison

MMIT's dividend yield for the trailing twelve months is around 3.56%, more than CALI's 2.52% yield.


PositionTTM202520242023202220212020201920182017
CALI
iShares Short-Term California Muni Active ETF
2.52%2.62%3.14%1.37%0.00%0.00%0.00%0.00%0.00%0.00%
MMIT
IQ MacKay Municipal Intermediate ETF
3.56%3.54%3.76%3.46%2.30%1.81%2.59%4.14%2.46%0.35%

Frequently Asked Questions


MMIT and CALI have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MMIT has higher volatility (0.68%) compared to CALI (0.19%). In terms of maximum drawdown, MMIT dropped -12.28% vs CALI's -0.78%.

On 1-year performance, MMIT leads with 6.18% vs 2.86% for CALI. On fees, CALI is cheaper at 0.08% per year. On volatility, CALI has been the lower-risk option at 0.19%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, MMIT has performed better with a 6.18% return vs 2.86%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

CALI is cheaper with a 0.08% expense ratio, compared with 0.31% for MMIT.

MMIT has the higher dividend yield at 3.56%, compared with 2.52% for CALI.

They also come from different issuers: New York Life and iShares. Their fees differ too: 0.31% for MMIT and 0.08% for CALI.

CALI currently has the higher Sharpe Ratio (3.83 vs 2.46), 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.

Portfolio Optimizer

Find the right allocation for MMIT and CALI

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