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SMB vs. FUMB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SMB vs. FUMB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Short Muni ETF (SMB) and First Trust Ultra Short Duration Municipal ETF (FUMB). The values are adjusted to include any dividend payments, if applicable.

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SMB vs. FUMB - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
SMB
VanEck Short Muni ETF
-0.20%4.61%2.41%3.14%-4.50%0.12%3.30%4.54%1.38%
FUMB
First Trust Ultra Short Duration Municipal ETF
0.64%2.78%3.05%2.84%-0.03%0.38%1.25%1.76%0.30%

Returns By Period

In the year-to-date period, SMB achieves a -0.20% return, which is significantly lower than FUMB's 0.64% return.


SMB

1D
0.06%
1M
-1.00%
YTD
-0.20%
6M
0.64%
1Y
3.71%
3Y*
2.99%
5Y*
1.07%
10Y*
1.50%

FUMB

1D
-0.10%
1M
-0.07%
YTD
0.64%
6M
1.13%
1Y
2.65%
3Y*
2.91%
5Y*
1.92%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SMB vs. FUMB - Expense Ratio Comparison

SMB has a 0.20% expense ratio, which is lower than FUMB's 0.45% expense ratio.


Return for Risk

SMB vs. FUMB — Risk / Return Rank

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

SMB
SMB Risk / Return Rank: 8282
Overall Rank
SMB Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
SMB Sortino Ratio Rank: 7979
Sortino Ratio Rank
SMB Omega Ratio Rank: 8888
Omega Ratio Rank
SMB Calmar Ratio Rank: 8282
Calmar Ratio Rank
SMB Martin Ratio Rank: 8181
Martin Ratio Rank

FUMB
FUMB Risk / Return Rank: 9797
Overall Rank
FUMB Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
FUMB Sortino Ratio Rank: 9797
Sortino Ratio Rank
FUMB Omega Ratio Rank: 9797
Omega Ratio Rank
FUMB Calmar Ratio Rank: 9696
Calmar Ratio Rank
FUMB Martin Ratio Rank: 9898
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.

SMB vs. FUMB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Short Muni ETF (SMB) and First Trust Ultra Short Duration Municipal ETF (FUMB). 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.


SMBFUMBDifference

Sharpe ratio

Return per unit of total volatility

1.58

2.59

-1.02

Sortino ratio

Return per unit of downside risk

2.02

3.52

-1.50

Omega ratio

Gain probability vs. loss probability

1.36

1.63

-0.27

Calmar ratio

Return relative to maximum drawdown

2.29

4.57

-2.28

Martin ratio

Return relative to average drawdown

8.77

22.03

-13.26

SMB vs. FUMB - Sharpe Ratio Comparison

The current SMB Sharpe Ratio is 1.58, which is lower than the FUMB Sharpe Ratio of 2.59. The chart below compares the historical Sharpe Ratios of SMB and FUMB, 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


SMBFUMBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.58

2.59

-1.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

1.65

-1.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.98

-0.57

Correlation

The correlation between SMB and FUMB is 0.17, 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

SMB vs. FUMB - Dividend Comparison

SMB's dividend yield for the trailing twelve months is around 2.68%, less than FUMB's 2.84% yield.


TTM20252024202320222021202020192018201720162015
SMB
VanEck Short Muni ETF
2.68%2.63%2.38%1.83%1.32%1.24%1.50%1.58%1.49%1.23%1.12%1.13%
FUMB
First Trust Ultra Short Duration Municipal ETF
2.84%2.90%2.86%2.24%1.02%0.43%0.94%1.74%0.15%0.00%0.00%0.00%

Drawdowns

SMB vs. FUMB - Drawdown Comparison

The maximum SMB drawdown since its inception was -12.64%, which is greater than FUMB's maximum drawdown of -2.68%. Use the drawdown chart below to compare losses from any high point for SMB and FUMB.


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Drawdown Indicators


SMBFUMBDifference

Max Drawdown

Largest peak-to-trough decline

-12.64%

-2.68%

-9.96%

Max Drawdown (1Y)

Largest decline over 1 year

-1.63%

-0.60%

-1.03%

Max Drawdown (5Y)

Largest decline over 5 years

-7.48%

-1.25%

-6.23%

Max Drawdown (10Y)

Largest decline over 10 years

-12.64%

Current Drawdown

Current decline from peak

-1.00%

-0.22%

-0.78%

Average Drawdown

Average peak-to-trough decline

-1.14%

-0.19%

-0.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.43%

0.12%

+0.31%

Volatility

SMB vs. FUMB - Volatility Comparison

VanEck Short Muni ETF (SMB) has a higher volatility of 0.64% compared to First Trust Ultra Short Duration Municipal ETF (FUMB) at 0.25%. This indicates that SMB's price experiences larger fluctuations and is considered to be riskier than FUMB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SMBFUMBDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.64%

0.25%

+0.39%

Volatility (6M)

Calculated over the trailing 6-month period

1.19%

0.58%

+0.61%

Volatility (1Y)

Calculated over the trailing 1-year period

2.36%

1.03%

+1.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.49%

1.18%

+1.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.27%

1.78%

+2.49%