PortfoliosLab logoPortfoliosLab logo
MMU vs. FRIAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MMU vs. FRIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Western Asset Managed Municipals Fund Inc (MMU) and Franklin Income Fund Advisor Class (FRIAX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

MMU vs. FRIAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MMU
Western Asset Managed Municipals Fund Inc
0.03%9.19%6.58%5.63%-19.58%5.83%0.71%10.08%-4.55%8.30%
FRIAX
Franklin Income Fund Advisor Class
2.21%12.02%7.29%8.84%-5.36%17.51%3.72%16.02%-5.23%8.63%

Returns By Period

In the year-to-date period, MMU achieves a 0.03% return, which is significantly lower than FRIAX's 2.21% return. Over the past 10 years, MMU has underperformed FRIAX with an annualized return of 1.38%, while FRIAX has yielded a comparatively higher 7.73% annualized return.


MMU

1D
3.11%
1M
-2.96%
YTD
0.03%
6M
2.59%
1Y
6.56%
3Y*
6.02%
5Y*
0.40%
10Y*
1.38%

FRIAX

1D
0.40%
1M
-2.67%
YTD
2.21%
6M
4.79%
1Y
11.92%
3Y*
9.16%
5Y*
6.70%
10Y*
7.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


MMU vs. FRIAX - Expense Ratio Comparison

MMU has a 0.01% expense ratio, which is lower than FRIAX's 0.46% expense ratio.


Return for Risk

MMU vs. FRIAX — Risk / Return Rank

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

MMU
MMU Risk / Return Rank: 2929
Overall Rank
MMU Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
MMU Sortino Ratio Rank: 2828
Sortino Ratio Rank
MMU Omega Ratio Rank: 2424
Omega Ratio Rank
MMU Calmar Ratio Rank: 3434
Calmar Ratio Rank
MMU Martin Ratio Rank: 2727
Martin Ratio Rank

FRIAX
FRIAX Risk / Return Rank: 8686
Overall Rank
FRIAX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
FRIAX Sortino Ratio Rank: 8888
Sortino Ratio Rank
FRIAX Omega Ratio Rank: 9090
Omega Ratio Rank
FRIAX Calmar Ratio Rank: 7979
Calmar Ratio Rank
FRIAX Martin Ratio Rank: 8787
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.

MMU vs. FRIAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Western Asset Managed Municipals Fund Inc (MMU) and Franklin Income Fund Advisor Class (FRIAX). 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.


MMUFRIAXDifference

Sharpe ratio

Return per unit of total volatility

0.72

1.65

-0.94

Sortino ratio

Return per unit of downside risk

1.09

2.39

-1.30

Omega ratio

Gain probability vs. loss probability

1.14

1.40

-0.25

Calmar ratio

Return relative to maximum drawdown

0.95

1.87

-0.91

Martin ratio

Return relative to average drawdown

3.03

9.19

-6.16

MMU vs. FRIAX - Sharpe Ratio Comparison

The current MMU Sharpe Ratio is 0.72, which is lower than the FRIAX Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of MMU and FRIAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


MMUFRIAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.72

1.65

-0.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

0.84

-0.80

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.11

0.83

-0.72

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.79

-0.42

Correlation

The correlation between MMU and FRIAX is 0.11, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

MMU vs. FRIAX - Dividend Comparison

MMU's dividend yield for the trailing twelve months is around 6.36%, more than FRIAX's 5.75% yield.


TTM20252024202320222021202020192018201720162015
MMU
Western Asset Managed Municipals Fund Inc
6.36%6.26%6.16%4.36%4.65%3.88%4.21%4.96%5.68%5.37%5.67%5.50%
FRIAX
Franklin Income Fund Advisor Class
5.75%5.75%5.74%5.67%5.24%6.70%5.37%5.25%5.80%5.20%4.92%5.93%

Drawdowns

MMU vs. FRIAX - Drawdown Comparison

The maximum MMU drawdown since its inception was -34.51%, smaller than the maximum FRIAX drawdown of -43.23%. Use the drawdown chart below to compare losses from any high point for MMU and FRIAX.


Loading graphics...

Drawdown Indicators


MMUFRIAXDifference

Max Drawdown

Largest peak-to-trough decline

-34.51%

-43.23%

+8.72%

Max Drawdown (1Y)

Largest decline over 1 year

-7.54%

-6.38%

-1.16%

Max Drawdown (5Y)

Largest decline over 5 years

-31.89%

-13.63%

-18.26%

Max Drawdown (10Y)

Largest decline over 10 years

-34.51%

-24.10%

-10.41%

Current Drawdown

Current decline from peak

-6.98%

-2.67%

-4.31%

Average Drawdown

Average peak-to-trough decline

-6.84%

-3.94%

-2.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.37%

1.30%

+1.07%

Volatility

MMU vs. FRIAX - Volatility Comparison

Western Asset Managed Municipals Fund Inc (MMU) has a higher volatility of 4.77% compared to Franklin Income Fund Advisor Class (FRIAX) at 2.10%. This indicates that MMU's price experiences larger fluctuations and is considered to be riskier than FRIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


MMUFRIAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.77%

2.10%

+2.67%

Volatility (6M)

Calculated over the trailing 6-month period

6.12%

3.83%

+2.29%

Volatility (1Y)

Calculated over the trailing 1-year period

9.22%

7.55%

+1.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.63%

8.03%

+2.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.02%

9.34%

+3.68%