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FTMA vs KMLM

Comparison between Franklin Massachusetts Municipal Income ETF (FTMA, ETF) and KRANESHARES MOUNT LUCAS MANAGED FUTURES INDEX STRATEGY ETF (KMLM, ETF).

FTMA vs KMLM - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
Winner
FTMA
$299M
KMLM
$298M
Expense Ratio
Winner
FTMA
0.35%
KMLM
0.90%
Max Drawdown
Winner
FTMA
2.54%
KMLM
36.50%
Sharpe Ratio
FTMA
-0.13
Winner
KMLM
1.00
5Y Beta
FTMA
0.10
Winner
KMLM
0.02

FTMA vs KMLM - Historical Returns

Returns include dividend reinvestment.

1M
FTMA
-0.43%
Winner
KMLM
+5.22%
3M
FTMA
+0.50%
Winner
KMLM
+3.01%
6M
FTMA
+1.62%
Winner
KMLM
+12.32%
1Y
FTMA
N/A
KMLM
+15.10%
5Y(CAGR)
FTMA
N/A
KMLM
+6.15%
Max(CAGR)
FTMA
+3.32%
Winner
KMLM
+7.48%

FTMA vs KMLM - Annual Returns (2020 - 2026)

Returns include dividend reinvestment.

YearFTMAKMLM
2026+1.82%+12.80%
2025+0.43%-3.67%
2024N/A-1.15%
2023N/A-6.25%
2022N/A+29.44%
2021N/A+7.37%
2020N/A+5.40%

FTMA vs KMLM Drawdown Comparison

The maximum drawdown for FTMA was -2.27%, occurring on Mar 24, 2026. Recovery took 64 trading sessions.

The maximum drawdown for KMLM was -27.61%, occurring on Jun 20, 2025. This drawdown has not yet recovered.

The current FTMA drawdown is -0.99%. The current KMLM drawdown is -11.75%.

RankFTMAKMLM
#1-2.27%
Feb 26, 2026 - May 29, 2026
-27.61%
Oct 14, 2022 - Jun 20, 2025
#2-0.99%
Jul 2, 2026 - Jul 21, 2026
-14.93%
Jun 13, 2022 - Sep 26, 2022
#3-0.82%
Nov 26, 2025 - Jan 2, 2026
-9.11%
May 12, 2021 - Feb 4, 2022
#4-0.72%
Nov 11, 2025 - Nov 26, 2025
-6.19%
Mar 8, 2022 - Mar 24, 2022
#5-0.61%
Jan 14, 2026 - Feb 3, 2026
-6.02%
Sep 27, 2022 - Oct 10, 2022
#6-0.17%
Feb 24, 2026 - Feb 26, 2026
-5.93%
Feb 24, 2021 - Apr 26, 2021
#7-0.17%
Feb 5, 2026 - Feb 10, 2026
-4.58%
Apr 18, 2022 - May 4, 2022
#8-0.16%
Feb 10, 2026 - Feb 12, 2026
-3.99%
Mar 25, 2022 - Apr 8, 2022
#9-0.11%
Jun 24, 2026 - Jun 26, 2026
-3.60%
May 6, 2022 - May 17, 2022
#10-0.11%
Jan 7, 2026 - Jan 14, 2026
-3.57%
May 17, 2022 - Jun 6, 2022
#11-0.11%
Jun 2, 2026 - Jun 16, 2026
-3.46%
Jan 5, 2021 - Jan 14, 2021
#12-0.11%
Jun 16, 2026 - Jun 18, 2026
-2.85%
Feb 24, 2022 - Mar 2, 2022
#13-0.11%
Feb 18, 2026 - Feb 20, 2026
-2.05%
Jan 14, 2021 - Feb 8, 2021
#14-0.09%
May 29, 2026 - Jun 2, 2026
-1.72%
Feb 14, 2022 - Feb 23, 2022
#15-0.06%
Jan 5, 2026 - Jan 7, 2026
-1.50%
Dec 23, 2020 - Dec 29, 2020

Correlation

Correlation between FTMA and KMLM is 0.56 which considered as a moderate positive correlation - the stocks show some tendency to move together.

0.56
-101

Dividend Comparison (2021 - 2026)

FTMA vs KMLM dividend yield comparison.

YearFTMAKMLM
20261.72%0.00%
20250.54%5.02%
20240.00%0.82%
20220.00%13.22%
20210.00%6.94%

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