PortfoliosLab logoPortfoliosLab logo
VMLUX vs. FSMUX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VMLUX vs. FSMUX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Limited-Term Tax-Exempt Fund Admiral Shares (VMLUX) and Strategic Advisers Municipal Bond Fund (FSMUX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

VMLUX vs. FSMUX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
VMLUX
Vanguard Limited-Term Tax-Exempt Fund Admiral Shares
-0.12%5.50%3.25%4.29%-2.90%0.07%
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, VMLUX achieves a -0.12% return, which is significantly higher than FSMUX's -1.13% return.


VMLUX

1D
0.00%
1M
-1.53%
YTD
-0.12%
6M
0.59%
1Y
3.86%
3Y*
3.78%
5Y*
2.05%
10Y*
2.06%

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)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VMLUX vs. FSMUX - Expense Ratio Comparison

VMLUX has a 0.09% expense ratio, which is higher than FSMUX's 0.06% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

VMLUX vs. FSMUX — Risk / Return Rank

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

VMLUX
VMLUX Risk / Return Rank: 9292
Overall Rank
VMLUX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
VMLUX Sortino Ratio Rank: 9494
Sortino Ratio Rank
VMLUX Omega Ratio Rank: 9797
Omega Ratio Rank
VMLUX Calmar Ratio Rank: 8888
Calmar Ratio Rank
VMLUX Martin Ratio Rank: 9090
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.

VMLUX vs. FSMUX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Limited-Term Tax-Exempt Fund Admiral Shares (VMLUX) 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.


VMLUXFSMUXDifference

Sharpe ratio

Return per unit of total volatility

1.97

0.63

+1.34

Sortino ratio

Return per unit of downside risk

2.95

0.87

+2.07

Omega ratio

Gain probability vs. loss probability

1.66

1.19

+0.46

Calmar ratio

Return relative to maximum drawdown

2.32

0.28

+2.04

Martin ratio

Return relative to average drawdown

10.14

0.78

+9.35

VMLUX vs. FSMUX - Sharpe Ratio Comparison

The current VMLUX Sharpe Ratio is 1.97, which is higher than the FSMUX Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of VMLUX 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.


Loading graphics...

Sharpe Ratios by Period


VMLUXFSMUXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.97

0.63

+1.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.07

Sharpe Ratio (All Time)

Calculated using the full available price history

1.46

-0.00

+1.47

Correlation

The correlation between VMLUX and FSMUX is 0.75, 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

VMLUX vs. FSMUX - Dividend Comparison

VMLUX's dividend yield for the trailing twelve months is around 3.14%, more than FSMUX's 2.35% yield.


TTM20252024202320222021202020192018201720162015
VMLUX
Vanguard Limited-Term Tax-Exempt Fund Admiral Shares
3.14%3.85%3.38%2.39%1.64%1.04%1.70%2.10%1.89%1.65%1.62%1.58%
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

VMLUX vs. FSMUX - Drawdown Comparison

The maximum VMLUX drawdown since its inception was -6.41%, smaller than the maximum FSMUX drawdown of -16.27%. Use the drawdown chart below to compare losses from any high point for VMLUX and FSMUX.


Loading graphics...

Drawdown Indicators


VMLUXFSMUXDifference

Max Drawdown

Largest peak-to-trough decline

-6.41%

-16.27%

+9.86%

Max Drawdown (1Y)

Largest decline over 1 year

-2.02%

-5.30%

+3.28%

Max Drawdown (5Y)

Largest decline over 5 years

-5.60%

Max Drawdown (10Y)

Largest decline over 10 years

-6.41%

Current Drawdown

Current decline from peak

-1.53%

-2.56%

+1.03%

Average Drawdown

Average peak-to-trough decline

-0.54%

-5.61%

+5.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.46%

1.96%

-1.50%

Volatility

VMLUX vs. FSMUX - Volatility Comparison

The current volatility for Vanguard Limited-Term Tax-Exempt Fund Admiral Shares (VMLUX) is 0.50%, while Strategic Advisers Municipal Bond Fund (FSMUX) has a volatility of 0.99%. This indicates that VMLUX experiences smaller price fluctuations and is considered to be less risky than FSMUX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


VMLUXFSMUXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.50%

0.99%

-0.49%

Volatility (6M)

Calculated over the trailing 6-month period

1.03%

2.12%

-1.09%

Volatility (1Y)

Calculated over the trailing 1-year period

2.34%

6.65%

-4.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.85%

4.67%

-2.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.92%

4.67%

-2.75%