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SHYM vs. FTMH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SHYM vs. FTMH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Short Duration High Yield Muni Active ETF (SHYM) and Franklin Municipal High Yield ETF (FTMH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SHYM achieves a 1.93% return, which is significantly lower than FTMH's 3.48% return.


SHYM

1D
0.00%
1M
0.89%
YTD
1.93%
6M
2.33%
1Y
5.18%
3Y*
6.00%
5Y*
0.99%
10Y*

FTMH

1D
0.00%
1M
1.24%
YTD
3.48%
6M
3.92%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SHYM vs. FTMH - Yearly Performance Comparison


Correlation

The correlation between SHYM and FTMH is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 28, 2025

0.51

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Return for Risk

SHYM vs. FTMH — Risk / Return Rank

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

SHYM
SHYM Risk / Return Rank: 5151
Overall Rank
SHYM Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
SHYM Sortino Ratio Rank: 5252
Sortino Ratio Rank
SHYM Omega Ratio Rank: 5757
Omega Ratio Rank
SHYM Calmar Ratio Rank: 4747
Calmar Ratio Rank
SHYM Martin Ratio Rank: 4848
Martin Ratio Rank

FTMH
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.

SHYM vs. FTMH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Short Duration High Yield Muni Active ETF (SHYM) and Franklin Municipal High Yield ETF (FTMH). 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.


SHYMFTMHDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.35

Calmar ratioReturn relative to maximum drawdown

2.33

Martin ratioReturn relative to average drawdown

7.86

SHYM vs. FTMH - Sharpe Ratio Comparison


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Sharpe Ratios by Period


SHYMFTMHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

1.53

-1.26

Drawdowns

SHYM vs. FTMH - Drawdown Comparison

The maximum SHYM drawdown since its inception was -22.55%, which is greater than FTMH's maximum drawdown of -3.12%. Use the drawdown chart below to compare losses from any high point for SHYM and FTMH.


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Drawdown Indicators


SHYMFTMHDifference

Max Drawdown

Largest peak-to-trough decline

-22.55%

-3.12%

-19.43%

Max Drawdown (1Y)

Largest decline over 1 year

-2.23%

Max Drawdown (3Y)

Largest decline over 3 years

-8.06%

Max Drawdown (5Y)

Largest decline over 5 years

-22.55%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-6.76%

-0.60%

-6.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.66%

Volatility

SHYM vs. FTMH - Volatility Comparison


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Volatility by Period


SHYMFTMHDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.77%

Volatility (6M)

Calculated over the trailing 6-month period

1.81%

Volatility (1Y)

Calculated over the trailing 1-year period

2.99%

4.00%

-1.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.07%

4.00%

+3.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.95%

4.00%

+2.95%

SHYM vs. FTMH - Expense Ratio Comparison

Both SHYM and FTMH have an expense ratio of 0.35%.


Dividends

SHYM vs. FTMH - Dividend Comparison

SHYM's dividend yield for the trailing twelve months is around 4.30%, more than FTMH's 2.71% yield.


PositionTTM20252024202320222021
FTMH
Franklin Municipal High Yield ETF
2.71%0.86%0.00%0.00%0.00%0.00%
SHYM
iShares Short Duration High Yield Muni Active ETF
4.30%4.55%4.35%4.35%4.01%2.97%

Frequently Asked Questions


SHYM and FTMH have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.35% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

SHYM and FTMH have the same expense ratio: 0.35% per year.

SHYM has the higher dividend yield at 4.30%, compared with 2.71% for FTMH.

They also come from different issuers: iShares and Franklin Templeton.

Portfolio Optimizer

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