VTEX vs. FSTFX

In the year-to-date period, VTEX achieves a 8.83% return, which is significantly higher than FSTFX's 1.21% return.

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This table presents a comparison of risk-adjusted performance metrics for VTEX (VTEX) and Fidelity Limited Term Municipal Income Fund (FSTFX). 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.

The current VTEX Sharpe Ratio is -0.11, which is lower than the FSTFX Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of VTEX and FSTFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

VTEX has not paid dividends to shareholders, while FSTFX's dividend yield for the trailing twelve months is around 1.94%.

The maximum VTEX drawdown since its inception was -91.38%, which is greater than FSTFX's maximum drawdown of -7.33%. Use the drawdown chart below to compare losses from any high point for VTEX and FSTFX.

VTEX (VTEX) has a higher volatility of 12.81% compared to Fidelity Limited Term Municipal Income Fund (FSTFX) at 0.31%. This indicates that VTEX's price experiences larger fluctuations and is considered to be riskier than FSTFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.