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MTUM vs. FSTFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MTUM vs. FSTFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI USA Momentum Factor ETF (MTUM) and Fidelity Limited Term Municipal Income Fund (FSTFX). The values are adjusted to include any dividend payments, if applicable.

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MTUM vs. FSTFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MTUM
iShares MSCI USA Momentum Factor ETF
-1.69%22.15%32.89%9.15%-18.27%13.36%29.86%27.25%-1.67%37.50%
FSTFX
Fidelity Limited Term Municipal Income Fund
0.01%5.36%2.36%3.85%-4.90%0.15%3.23%4.19%1.28%2.35%

Returns By Period

In the year-to-date period, MTUM achieves a -1.69% return, which is significantly lower than FSTFX's 0.01% return. Over the past 10 years, MTUM has outperformed FSTFX with an annualized return of 14.17%, while FSTFX has yielded a comparatively lower 1.64% annualized return.


MTUM

1D
0.25%
1M
-0.38%
YTD
-1.69%
6M
-3.55%
1Y
20.25%
3Y*
21.22%
5Y*
9.74%
10Y*
14.17%

FSTFX

1D
0.09%
1M
-0.94%
YTD
0.01%
6M
0.64%
1Y
3.65%
3Y*
3.38%
5Y*
1.35%
10Y*
1.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MTUM vs. FSTFX - Expense Ratio Comparison

MTUM has a 0.15% expense ratio, which is lower than FSTFX's 0.37% expense ratio.


Return for Risk

MTUM vs. FSTFX — Risk / Return Rank

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

MTUM
MTUM Risk / Return Rank: 5151
Overall Rank
MTUM Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
MTUM Sortino Ratio Rank: 4646
Sortino Ratio Rank
MTUM Omega Ratio Rank: 4747
Omega Ratio Rank
MTUM Calmar Ratio Rank: 6060
Calmar Ratio Rank
MTUM Martin Ratio Rank: 5858
Martin Ratio Rank

FSTFX
FSTFX Risk / Return Rank: 8181
Overall Rank
FSTFX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
FSTFX Sortino Ratio Rank: 8585
Sortino Ratio Rank
FSTFX Omega Ratio Rank: 9696
Omega Ratio Rank
FSTFX Calmar Ratio Rank: 6969
Calmar Ratio Rank
FSTFX Martin Ratio Rank: 6868
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.

MTUM vs. FSTFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA Momentum Factor ETF (MTUM) and Fidelity Limited Term Municipal Income Fund (FSTFX). 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.


MTUMFSTFXDifference

Sharpe ratio

Return per unit of total volatility

0.89

1.78

-0.90

Sortino ratio

Return per unit of downside risk

1.36

2.44

-1.09

Omega ratio

Gain probability vs. loss probability

1.20

1.59

-0.40

Calmar ratio

Return relative to maximum drawdown

1.78

1.92

-0.15

Martin ratio

Return relative to average drawdown

6.63

7.86

-1.23

MTUM vs. FSTFX - Sharpe Ratio Comparison

The current MTUM Sharpe Ratio is 0.89, which is lower than the FSTFX Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of MTUM and FSTFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MTUMFSTFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.89

1.78

-0.90

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.71

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

0.81

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

1.57

-0.84

Correlation

The correlation between MTUM and FSTFX is 0.00, 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

MTUM vs. FSTFX - Dividend Comparison

MTUM's dividend yield for the trailing twelve months is around 0.80%, less than FSTFX's 2.34% yield.


TTM20252024202320222021202020192018201720162015
MTUM
iShares MSCI USA Momentum Factor ETF
0.80%0.91%0.75%1.35%1.80%0.55%0.83%1.48%1.27%1.02%1.43%1.12%
FSTFX
Fidelity Limited Term Municipal Income Fund
2.34%2.99%2.03%1.70%0.92%1.08%1.58%1.92%1.65%1.56%1.60%1.62%

Drawdowns

MTUM vs. FSTFX - Drawdown Comparison

The maximum MTUM drawdown since its inception was -34.08%, which is greater than FSTFX's maximum drawdown of -9.50%. Use the drawdown chart below to compare losses from any high point for MTUM and FSTFX.


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Drawdown Indicators


MTUMFSTFXDifference

Max Drawdown

Largest peak-to-trough decline

-34.08%

-9.50%

-24.58%

Max Drawdown (1Y)

Largest decline over 1 year

-11.54%

-2.00%

-9.54%

Max Drawdown (5Y)

Largest decline over 5 years

-32.28%

-7.65%

-24.63%

Max Drawdown (10Y)

Largest decline over 10 years

-34.08%

-7.65%

-26.43%

Current Drawdown

Current decline from peak

-5.76%

-1.31%

-4.45%

Average Drawdown

Average peak-to-trough decline

-6.28%

-0.98%

-5.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.28%

0.49%

+2.79%

Volatility

MTUM vs. FSTFX - Volatility Comparison

iShares MSCI USA Momentum Factor ETF (MTUM) has a higher volatility of 8.34% compared to Fidelity Limited Term Municipal Income Fund (FSTFX) at 0.52%. This indicates that MTUM's price experiences larger fluctuations and is considered to be riskier than FSTFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MTUMFSTFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.34%

0.52%

+7.82%

Volatility (6M)

Calculated over the trailing 6-month period

14.75%

0.93%

+13.82%

Volatility (1Y)

Calculated over the trailing 1-year period

23.01%

2.07%

+20.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.38%

1.91%

+18.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.82%

2.04%

+18.78%