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SHMMX vs. FSMUX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SHMMX vs. FSMUX - Performance Comparison

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

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SHMMX vs. FSMUX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SHMMX
Western Asset Managed Municipals Fund
-0.51%4.42%2.90%7.17%-10.11%0.33%
FSMUX
Strategic Advisers Municipal Bond Fund
-1.13%3.14%2.99%6.78%-11.25%0.39%

Returns By Period

In the year-to-date period, SHMMX achieves a -0.51% return, which is significantly higher than FSMUX's -1.13% return.


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%

FSMUX

1D
0.11%
1M
-2.56%
YTD
-1.13%
6M
0.12%
1Y
2.39%
3Y*
2.93%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SHMMX vs. FSMUX - Expense Ratio Comparison

SHMMX has a 0.67% expense ratio, which is higher than FSMUX's 0.06% expense ratio.


Return for Risk

SHMMX vs. FSMUX — 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

FSMUX
FSMUX Risk / Return Rank: 2222
Overall Rank
FSMUX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
FSMUX Sortino Ratio Rank: 2020
Sortino Ratio Rank
FSMUX Omega Ratio Rank: 4444
Omega Ratio Rank
FSMUX Calmar Ratio Rank: 1111
Calmar Ratio Rank
FSMUX Martin Ratio Rank: 1111
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. FSMUX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Western Asset Managed Municipals Fund (SHMMX) and Strategic Advisers Municipal Bond Fund (FSMUX). 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.


SHMMXFSMUXDifference

Sharpe ratio

Return per unit of total volatility

0.83

0.63

+0.20

Sortino ratio

Return per unit of downside risk

1.12

0.87

+0.24

Omega ratio

Gain probability vs. loss probability

1.23

1.19

+0.04

Calmar ratio

Return relative to maximum drawdown

0.88

0.28

+0.60

Martin ratio

Return relative to average drawdown

2.66

0.78

+1.87

SHMMX vs. FSMUX - Sharpe Ratio Comparison

The current SHMMX Sharpe Ratio is 0.83, which is higher than the FSMUX Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of SHMMX and FSMUX, 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


SHMMXFSMUXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.83

0.63

+0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

1.09

-0.00

+1.09

Correlation

The correlation between SHMMX and FSMUX is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

SHMMX vs. FSMUX - Dividend Comparison

SHMMX's dividend yield for the trailing twelve months is around 3.48%, more than FSMUX's 2.35% 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%
FSMUX
Strategic Advisers Municipal Bond Fund
2.35%3.26%3.74%3.18%2.14%0.99%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SHMMX vs. FSMUX - Drawdown Comparison

The maximum SHMMX drawdown since its inception was -16.40%, roughly equal to the maximum FSMUX drawdown of -16.27%. Use the drawdown chart below to compare losses from any high point for SHMMX and FSMUX.


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Drawdown Indicators


SHMMXFSMUXDifference

Max Drawdown

Largest peak-to-trough decline

-16.40%

-16.27%

-0.13%

Max Drawdown (1Y)

Largest decline over 1 year

-5.43%

-5.30%

-0.13%

Max Drawdown (5Y)

Largest decline over 5 years

-14.96%

Max Drawdown (10Y)

Largest decline over 10 years

-14.96%

Current Drawdown

Current decline from peak

-2.51%

-2.56%

+0.05%

Average Drawdown

Average peak-to-trough decline

-1.86%

-5.61%

+3.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.80%

1.96%

-0.16%

Volatility

SHMMX vs. FSMUX - Volatility Comparison

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


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Volatility by Period


SHMMXFSMUXDifference

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%

2.12%

-0.44%

Volatility (1Y)

Calculated over the trailing 1-year period

5.38%

6.65%

-1.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.16%

4.67%

-0.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.24%

4.67%

-0.43%