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SHM vs FRDM

Comparison between STATE STREET(R) SPDR NUVEEN ICE SHORT TERM MUNICIPAL BOND ETF (SHM, ETF) and FREEDOM 100 EMERGING MARKETS ETF (FRDM, ETF).

5-Year PerformanceFRDM has outperformed SHM, delivering a return of +20.9% compared to +1.0%

SHM vs FRDM - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
SHM
$3.50B
FRDM
$3.50B
Expense Ratio
Winner
SHM
0.20%
FRDM
0.49%
Max Drawdown
Winner
SHM
11.61%
FRDM
40.49%
Sharpe Ratio
SHM
-0.38
Winner
FRDM
2.57
5Y Beta
Winner
SHM
0.01
FRDM
1.02
5Y Dividends CAGR
SHM
18.73%
Winner
FRDM
25.82%

SHM vs FRDM - Historical Returns

Returns include dividend reinvestment.

1M
SHM
+0.71%
Winner
FRDM
+15.39%
3M
SHM
+0.40%
Winner
FRDM
+36.29%
6M
SHM
+1.21%
Winner
FRDM
+56.00%
1Y
SHM
+3.33%
Winner
FRDM
+100.11%
5Y(CAGR)
SHM
+0.95%
Winner
FRDM
+20.87%
10Y(CAGR)
SHM
+1.18%
FRDM
N/A
Max(CAGR)
SHM
+1.44%
Winner
FRDM
+19.76%

SHM vs FRDM - Annual Returns (2007 - 2026)

Returns include dividend reinvestment.

YearSHMFRDM
2026+0.96%+45.26%
2025+3.86%+60.85%
2024+1.22%+3.76%
2023+2.81%+24.18%
2022-3.80%-15.18%
2021-0.37%+4.26%
2020+2.53%+15.00%
2019+3.60%+12.33%
2018+1.42%N/A
2017+1.01%N/A
2016-0.57%N/A
2015+0.67%N/A
2014+0.55%N/A
2013+0.78%N/A
2012+0.62%N/A
2011+2.92%N/A
2010+0.24%N/A
2009+3.22%N/A
2008+4.44%N/A
2007+1.25%N/A

SHM vs FRDM Drawdown Comparison

The maximum drawdown for SHM was -11.61%, occurring on Mar 19, 2020. Recovery took 50 trading sessions.

The maximum drawdown for FRDM was -40.49%, occurring on Mar 23, 2020. Recovery took 211 trading sessions.

The current SHM drawdown is -0.16%.

RankSHMFRDM
#1-11.61%
Mar 9, 2020 - May 19, 2020
-40.49%
Jan 13, 2020 - Nov 11, 2020
#2-7.08%
Sep 23, 2008 - Dec 23, 2008
-29.25%
Jan 12, 2022 - Dec 27, 2023
#3-6.67%
Aug 3, 2021 - Sep 5, 2024
-16.86%
Feb 25, 2026 - Apr 17, 2026
#4-3.94%
Aug 31, 2010 - Jun 24, 2011
-15.43%
Sep 26, 2024 - May 2, 2025
#5-3.07%
Feb 13, 2008 - Mar 18, 2008
-13.73%
Jul 12, 2024 - Sep 26, 2024
#6-2.82%
Sep 27, 2012 - Jan 13, 2014
-10.78%
Jun 2, 2026 - Jun 18, 2026
#7-2.70%
Aug 22, 2016 - Aug 2, 2017
-10.39%
Jul 1, 2019 - Nov 4, 2019
#8-2.12%
Mar 18, 2008 - Sep 17, 2008
-9.14%
Dec 27, 2023 - Mar 7, 2024
#9-2.07%
Sep 5, 2017 - Jan 11, 2019
-8.54%
Sep 3, 2021 - Jan 12, 2022
#10-1.97%
Feb 13, 2009 - Jul 10, 2009
-7.16%
Apr 9, 2024 - May 9, 2024
#11-1.74%
Sep 6, 2011 - Jan 23, 2012
-6.75%
Feb 16, 2021 - Jun 2, 2021
#12-1.67%
Apr 4, 2025 - Jun 12, 2025
-6.39%
Nov 7, 2019 - Dec 16, 2019
#13-1.31%
Oct 3, 2024 - Feb 25, 2025
-6.26%
Nov 3, 2025 - Dec 9, 2025
#14-1.27%
Feb 4, 2015 - Oct 13, 2015
-6.14%
May 11, 2026 - May 26, 2026
#15-1.24%
Sep 17, 2008 - Sep 23, 2008
-5.80%
Jan 21, 2021 - Feb 11, 2021

Correlation

Correlation between SHM and FRDM is 0.77 which considered as a strong positive correlation - the stocks tend to move together.

0.77
-101

Dividend Comparison (2007 - 2026)

SHM vs FRDM dividend yield comparison.

YearSHMFRDM
20261.11%0.30%
20252.61%2.26%
20242.06%2.53%
20231.15%2.66%
20220.69%2.72%
20210.86%2.17%
20201.24%1.11%
20191.40%1.07%
20181.23%0.00%
20171.06%0.00%
20160.85%0.00%
20150.46%0.00%
20140.46%0.00%
20130.49%0.00%
20120.70%0.00%
20110.80%0.00%
20100.96%0.00%
20091.01%0.00%
20081.29%0.00%
20070.36%0.00%

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