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ISIN
US09789C6975
CUSIP
09789C697
Issuer
BondBloxx
Inception Date
Mar 13, 2025
Region
North America (United States)
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Bond
Assets Under Management
$36M

Share Price Chart


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Performance

TAXM Performance Chart

BondBloxx IR+M Tax-Aware ETF for Massachusetts Residents (TAXM) is up 1.4% since the beginning of the year. TAXM is currently trading at $50 per share.


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S&P 500 Index

Returns By Period

BondBloxx IR+M Tax-Aware ETF for Massachusetts Residents (TAXM) has returned 1.40% so far this year and 6.21% over the past 12 months.


BondBloxx IR+M Tax-Aware ETF for Massachusetts Residents

1D
0.16%
1M
1.23%
YTD
1.40%
6M
1.69%
1Y
6.21%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
0.00%
1M
-0.71%
YTD
8.39%
6M
8.57%
1Y
24.33%
3Y*
18.94%
5Y*
12.24%
10Y*
13.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TAXM Monthly Returns History

Based on dividend-adjusted daily data since Mar 13, 2025, TAXM's average daily return is +0.02%, while the average monthly return is +0.33%. At this rate, an investment would double in approximately 17.5 years.

Historically, 69% of months were positive and 31% were negative. The best month was Sep 2025 with a return of +2.3%, while the worst month was Mar 2026 at -2.1%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, TAXM closed higher 60% of trading days. The best single day was Apr 9, 2025 with a return of +0.8%, while the worst single day was Apr 7, 2025 at -1.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.63%1.30%-2.09%1.02%0.21%0.35%1.40%
2025-0.19%-0.48%-0.53%0.93%-0.26%0.77%2.30%0.91%0.27%0.14%3.90%

Benchmark Metrics

BondBloxx IR+M Tax-Aware ETF for Massachusetts Residents has an annualized alpha of 2.79%, beta of 0.06, and R2 of 0.09 versus S&P 500 Index. Calculated based on daily prices since March 13, 2025.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (13.57%) than losses (9.89%) - typical of diversified or defensive assets.
  • Beta of 0.06 may look defensive, but with R2 of 0.09 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.09 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
2.79%
Beta
0.06
0.09
Upside Capture
13.57%
Downside Capture
9.89%

Expense Ratio

TAXM has an expense ratio of 0.35%, placing it in the medium range.


Return for Risk

Risk / Return Rank

TAXM ranks 67 for risk / return — better than 67% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


TAXM Risk / Return Rank: 6767
Overall Rank
TAXM Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
TAXM Sortino Ratio Rank: 8080
Sortino Ratio Rank
TAXM Omega Ratio Rank: 8484
Omega Ratio Rank
TAXM Calmar Ratio Rank: 4848
Calmar Ratio Rank
TAXM Martin Ratio Rank: 4848
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for BondBloxx IR+M Tax-Aware ETF for Massachusetts Residents (TAXM) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


TAXMBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.39

Sortino ratioReturn per unit of downside risk

+0.77

Omega ratioGain probability vs. loss probability

1.48

1.35

+0.13

Calmar ratioReturn relative to maximum drawdown

2.29

2.66

-0.36

Martin ratioReturn relative to average drawdown

7.87

11.86

-4.00

Dividends

Dividend History

BondBloxx IR+M Tax-Aware ETF for Massachusetts Residents provided a 3.28% dividend yield over the last twelve months, with an annual payout of $1.65 per share.


2.75%$0.00$0.20$0.40$0.60$0.80$1.00$1.20$1.402025
Dividends
Dividend Yield
PeriodTTM2025
Dividend$1.65$1.38

Dividend yield

3.28%2.75%

Monthly Dividends

The table displays the monthly dividend distributions for BondBloxx IR+M Tax-Aware ETF for Massachusetts Residents. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.18$0.15$0.08$0.09$0.15$0.65
2025$0.23$0.15$0.14$0.15$0.15$0.12$0.14$0.30$1.38

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the BondBloxx IR+M Tax-Aware ETF for Massachusetts Residents. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the BondBloxx IR+M Tax-Aware ETF for Massachusetts Residents was 3.10%, occurring on Apr 11, 2025. Recovery took 95 trading sessions.

The current BondBloxx IR+M Tax-Aware ETF for Massachusetts Residents drawdown is 0.59%.


Related event

Drawdown

Fall

Recovery

Underwater

2025 selloff2025
-3.10%Apr 2025
21d4mo 19d
5mo 10dMar 2025 - Aug 2025
2026 pullback2026
-2.70%Mar 2026
28d
3mo 25dFeb 2026 - now
2025 pullback2025
-0.48%Dec 2025
26d25d
1mo 21dNov 2025 - Jan 2026
2025 pullback2025
-0.36%Sep 2025
8d11d
19dSep 2025 - Oct 2025
2026 pullback2026
-0.32%Jan 2026
5d8d
13dJan 2026 - Jan 2026

Drawdown Indicators


TAXMBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-3.10%

-56.78%

+53.68%

Max Drawdown (1Y)

Largest decline over 1 year

-2.70%

-9.10%

+6.40%

Max Drawdown (3Y)

Largest decline over 3 years

-18.90%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.59%

-2.49%

+1.90%

Average Drawdown

Average peak-to-trough decline

-0.71%

-10.72%

+10.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.79%

2.03%

-1.24%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with TAXM

Add BondBloxx IR+M Tax-Aware ETF for Massachusetts Residents to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with TAXM