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VMATX vs. FDMMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VMATX vs. FDMMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Massachusetts Tax-Exempt Fund (VMATX) and Fidelity Massachusetts Municipal Income Fund (FDMMX). The values are adjusted to include any dividend payments, if applicable.

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VMATX vs. FDMMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VMATX
Vanguard Massachusetts Tax-Exempt Fund
-0.89%4.96%2.53%7.19%-10.79%1.65%6.47%8.93%0.47%6.02%
FDMMX
Fidelity Massachusetts Municipal Income Fund
-0.72%5.24%1.27%5.76%-9.67%1.11%4.27%7.09%-0.13%5.48%

Returns By Period

In the year-to-date period, VMATX achieves a -0.89% return, which is significantly lower than FDMMX's -0.72% return. Over the past 10 years, VMATX has outperformed FDMMX with an annualized return of 2.32%, while FDMMX has yielded a comparatively lower 1.67% annualized return.


VMATX

1D
0.20%
1M
-3.10%
YTD
-0.89%
6M
0.91%
1Y
4.36%
3Y*
3.54%
5Y*
0.92%
10Y*
2.32%

FDMMX

1D
0.18%
1M
-2.74%
YTD
-0.72%
6M
1.12%
1Y
4.06%
3Y*
3.08%
5Y*
0.62%
10Y*
1.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VMATX vs. FDMMX - Expense Ratio Comparison

VMATX has a 0.13% expense ratio, which is lower than FDMMX's 0.45% expense ratio.


Return for Risk

VMATX vs. FDMMX — Risk / Return Rank

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

VMATX
VMATX Risk / Return Rank: 4848
Overall Rank
VMATX Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
VMATX Sortino Ratio Rank: 4444
Sortino Ratio Rank
VMATX Omega Ratio Rank: 7171
Omega Ratio Rank
VMATX Calmar Ratio Rank: 4242
Calmar Ratio Rank
VMATX Martin Ratio Rank: 3434
Martin Ratio Rank

FDMMX
FDMMX Risk / Return Rank: 6161
Overall Rank
FDMMX Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
FDMMX Sortino Ratio Rank: 6161
Sortino Ratio Rank
FDMMX Omega Ratio Rank: 8181
Omega Ratio Rank
FDMMX Calmar Ratio Rank: 5151
Calmar Ratio Rank
FDMMX Martin Ratio Rank: 4444
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.

VMATX vs. FDMMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Massachusetts Tax-Exempt Fund (VMATX) and Fidelity Massachusetts Municipal Income Fund (FDMMX). 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.


VMATXFDMMXDifference

Sharpe ratio

Return per unit of total volatility

0.95

1.15

-0.20

Sortino ratio

Return per unit of downside risk

1.30

1.54

-0.25

Omega ratio

Gain probability vs. loss probability

1.26

1.32

-0.06

Calmar ratio

Return relative to maximum drawdown

1.07

1.23

-0.16

Martin ratio

Return relative to average drawdown

3.54

4.44

-0.90

VMATX vs. FDMMX - Sharpe Ratio Comparison

The current VMATX Sharpe Ratio is 0.95, which is comparable to the FDMMX Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of VMATX and FDMMX, 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


VMATXFDMMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.95

1.15

-0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

0.17

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.44

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.98

1.11

-0.13

Correlation

The correlation between VMATX and FDMMX is 0.89, 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

VMATX vs. FDMMX - Dividend Comparison

VMATX's dividend yield for the trailing twelve months is around 3.65%, more than FDMMX's 2.72% yield.


TTM20252024202320222021202020192018201720162015
VMATX
Vanguard Massachusetts Tax-Exempt Fund
3.65%4.46%3.98%3.06%2.69%2.26%3.22%3.63%3.07%2.91%3.55%3.22%
FDMMX
Fidelity Massachusetts Municipal Income Fund
2.72%3.54%2.67%2.43%1.46%2.31%2.23%2.63%2.76%2.99%4.56%3.20%

Drawdowns

VMATX vs. FDMMX - Drawdown Comparison

The maximum VMATX drawdown since its inception was -15.91%, smaller than the maximum FDMMX drawdown of -18.98%. Use the drawdown chart below to compare losses from any high point for VMATX and FDMMX.


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Drawdown Indicators


VMATXFDMMXDifference

Max Drawdown

Largest peak-to-trough decline

-15.91%

-18.98%

+3.07%

Max Drawdown (1Y)

Largest decline over 1 year

-5.36%

-4.14%

-1.22%

Max Drawdown (5Y)

Largest decline over 5 years

-15.91%

-13.70%

-2.21%

Max Drawdown (10Y)

Largest decline over 10 years

-15.91%

-13.70%

-2.21%

Current Drawdown

Current decline from peak

-3.10%

-2.74%

-0.36%

Average Drawdown

Average peak-to-trough decline

-2.10%

-2.36%

+0.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.62%

1.15%

+0.47%

Volatility

VMATX vs. FDMMX - Volatility Comparison

Vanguard Massachusetts Tax-Exempt Fund (VMATX) has a higher volatility of 1.29% compared to Fidelity Massachusetts Municipal Income Fund (FDMMX) at 1.12%. This indicates that VMATX's price experiences larger fluctuations and is considered to be riskier than FDMMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VMATXFDMMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.29%

1.12%

+0.17%

Volatility (6M)

Calculated over the trailing 6-month period

2.00%

1.67%

+0.33%

Volatility (1Y)

Calculated over the trailing 1-year period

5.65%

4.22%

+1.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.62%

3.62%

+1.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.62%

3.83%

+0.79%