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SHMMX vs. FLTMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SHMMX vs. FLTMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Western Asset Managed Municipals Fund (SHMMX) and Fidelity Intermediate Municipal Income Fund (FLTMX). The values are adjusted to include any dividend payments, if applicable.

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SHMMX vs. FLTMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SHMMX
Western Asset Managed Municipals Fund
-0.51%4.42%2.90%7.17%-10.11%2.74%4.23%7.49%0.44%5.54%
FLTMX
Fidelity Intermediate Municipal Income Fund
-0.92%6.02%1.19%5.52%-6.92%0.83%4.36%6.34%1.89%4.50%

Returns By Period

In the year-to-date period, SHMMX achieves a -0.51% return, which is significantly higher than FLTMX's -0.92% return. Both investments have delivered pretty close results over the past 10 years, with SHMMX having a 2.16% annualized return and FLTMX not far behind at 2.08%.


SHMMX

1D
0.20%
1M
-2.51%
YTD
-0.51%
6M
0.98%
1Y
3.57%
3Y*
3.68%
5Y*
1.14%
10Y*
2.16%

FLTMX

1D
0.10%
1M
-2.88%
YTD
-0.92%
6M
0.50%
1Y
4.24%
3Y*
3.07%
5Y*
1.15%
10Y*
2.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SHMMX vs. FLTMX - Expense Ratio Comparison

SHMMX has a 0.67% expense ratio, which is higher than FLTMX's 0.32% expense ratio.


Return for Risk

SHMMX vs. FLTMX — Risk / Return Rank

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

SHMMX
SHMMX Risk / Return Rank: 3737
Overall Rank
SHMMX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
SHMMX Sortino Ratio Rank: 3232
Sortino Ratio Rank
SHMMX Omega Ratio Rank: 6060
Omega Ratio Rank
SHMMX Calmar Ratio Rank: 3131
Calmar Ratio Rank
SHMMX Martin Ratio Rank: 2525
Martin Ratio Rank

FLTMX
FLTMX Risk / Return Rank: 7272
Overall Rank
FLTMX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
FLTMX Sortino Ratio Rank: 7474
Sortino Ratio Rank
FLTMX Omega Ratio Rank: 8989
Omega Ratio Rank
FLTMX Calmar Ratio Rank: 6464
Calmar Ratio Rank
FLTMX Martin Ratio Rank: 5959
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.

SHMMX vs. FLTMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Western Asset Managed Municipals Fund (SHMMX) and Fidelity Intermediate Municipal Income Fund (FLTMX). 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.


SHMMXFLTMXDifference

Sharpe ratio

Return per unit of total volatility

0.83

1.34

-0.52

Sortino ratio

Return per unit of downside risk

1.12

1.81

-0.70

Omega ratio

Gain probability vs. loss probability

1.23

1.38

-0.15

Calmar ratio

Return relative to maximum drawdown

0.88

1.45

-0.57

Martin ratio

Return relative to average drawdown

2.66

5.66

-3.00

SHMMX vs. FLTMX - Sharpe Ratio Comparison

The current SHMMX Sharpe Ratio is 0.83, which is lower than the FLTMX Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of SHMMX and FLTMX, 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


SHMMXFLTMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.83

1.34

-0.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

0.38

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.65

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

1.09

1.35

-0.26

Correlation

The correlation between SHMMX and FLTMX is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

SHMMX vs. FLTMX - Dividend Comparison

SHMMX's dividend yield for the trailing twelve months is around 3.48%, more than FLTMX's 2.86% yield.


TTM20252024202320222021202020192018201720162015
SHMMX
Western Asset Managed Municipals Fund
3.48%4.53%3.87%3.73%2.82%2.05%2.73%3.59%3.82%3.89%3.79%3.84%
FLTMX
Fidelity Intermediate Municipal Income Fund
2.86%3.70%2.47%2.42%1.36%1.67%2.00%2.39%3.31%2.64%3.20%2.36%

Drawdowns

SHMMX vs. FLTMX - Drawdown Comparison

The maximum SHMMX drawdown since its inception was -16.40%, roughly equal to the maximum FLTMX drawdown of -16.13%. Use the drawdown chart below to compare losses from any high point for SHMMX and FLTMX.


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Drawdown Indicators


SHMMXFLTMXDifference

Max Drawdown

Largest peak-to-trough decline

-16.40%

-16.13%

-0.27%

Max Drawdown (1Y)

Largest decline over 1 year

-5.43%

-3.56%

-1.87%

Max Drawdown (5Y)

Largest decline over 5 years

-14.96%

-10.91%

-4.05%

Max Drawdown (10Y)

Largest decline over 10 years

-14.96%

-10.91%

-4.05%

Current Drawdown

Current decline from peak

-2.51%

-2.88%

+0.37%

Average Drawdown

Average peak-to-trough decline

-1.86%

-1.64%

-0.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.80%

0.91%

+0.89%

Volatility

SHMMX vs. FLTMX - Volatility Comparison

Western Asset Managed Municipals Fund (SHMMX) has a higher volatility of 1.07% compared to Fidelity Intermediate Municipal Income Fund (FLTMX) at 0.99%. This indicates that SHMMX's price experiences larger fluctuations and is considered to be riskier than FLTMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SHMMXFLTMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.07%

0.99%

+0.08%

Volatility (6M)

Calculated over the trailing 6-month period

1.68%

1.55%

+0.13%

Volatility (1Y)

Calculated over the trailing 1-year period

5.38%

3.71%

+1.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.16%

3.02%

+1.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.24%

3.22%

+1.02%