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Issuer
BondBloxx
Inception Date
Mar 14, 2024
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Bond
Assets Under Management
$289M

Share Price Chart


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Performance

TAXX Performance Chart

Bondbloxx IR+M Tax-Aware Short Duration ETF (TAXX) is up 1.2% since the beginning of the year. TAXX is currently trading at $51 per share.


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S&P 500 Index

Returns By Period

Bondbloxx IR+M Tax-Aware Short Duration ETF (TAXX) has returned 1.24% so far this year and 3.65% over the past 12 months.


Bondbloxx IR+M Tax-Aware Short Duration ETF

1D
0.02%
1M
0.51%
YTD
1.24%
6M
1.48%
1Y
3.65%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TAXX Monthly Returns History

Based on dividend-adjusted daily data since Mar 14, 2024, TAXX's average daily return is +0.02%, while the average monthly return is +0.32%. At this rate, an investment would double in approximately 18.1 years.

Historically, 79% of months were positive and 21% were negative. The best month was Jun 2025 with a return of +1.3%, while the worst month was Mar 2026 at -0.7%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 2 months.

On a daily basis, TAXX closed higher 60% of trading days. The best single day was Jun 30, 2025 with a return of +0.7%, while the worst single day was Apr 7, 2025 at -0.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.47%0.60%-0.74%0.29%0.42%0.18%1.24%
20250.55%0.46%-0.03%0.13%0.45%1.32%-0.29%0.60%0.46%0.03%0.28%0.47%4.52%
2024-0.14%-0.11%0.36%0.63%0.95%0.78%0.50%-0.24%0.57%0.00%3.36%

Benchmark Metrics

Bondbloxx IR+M Tax-Aware Short Duration ETF has an annualized alpha of 3.85%, beta of 0.01, and R2 of 0.01 versus S&P 500 Index. Calculated based on daily prices since March 14, 2024.

  • This ETF captured 11.34% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -3.62%) - a profile typical of hedging or uncorrelated assets.
  • Beta of 0.01 may look defensive, but with R2 of 0.01 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 0.01 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
3.85%
Beta
0.01
0.01
Upside Capture
11.34%
Downside Capture
-3.62%

Expense Ratio

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


Return for Risk

Risk / Return Rank

TAXX ranks 77 for risk / return — better than 77% 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.


TAXX Risk / Return Rank: 7777
Overall Rank
TAXX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
TAXX Sortino Ratio Rank: 7474
Sortino Ratio Rank
TAXX Omega Ratio Rank: 8989
Omega Ratio Rank
TAXX Calmar Ratio Rank: 8282
Calmar Ratio Rank
TAXX Martin Ratio Rank: 7070
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 Short Duration ETF (TAXX) 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.


TAXXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.13

Sortino ratioReturn per unit of downside risk

+0.44

Omega ratioGain probability vs. loss probability

1.54

1.37

+0.17

Calmar ratioReturn relative to maximum drawdown

4.15

2.78

+1.36

Martin ratioReturn relative to average drawdown

12.60

12.44

+0.16

Dividends

Dividend History

Bondbloxx IR+M Tax-Aware Short Duration ETF provided a 3.49% dividend yield over the last twelve months, with an annual payout of $1.77 per share.


2.80%3.00%3.20%3.40%3.60%3.80%$0.00$0.50$1.00$1.50$2.0020242025
Dividends
Dividend Yield
PeriodTTM20252024
Dividend$1.77$1.89$1.36

Dividend yield

3.49%3.72%2.70%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.18$0.16$0.06$0.10$0.15$0.65
2025$0.00$0.15$0.14$0.16$0.15$0.16$0.15$0.16$0.15$0.15$0.14$0.37$1.89
2024$0.15$0.17$0.14$0.16$0.15$0.15$0.15$0.29$1.36

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 Short Duration ETF. 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 Short Duration ETF was 0.91%, occurring on Apr 11, 2025. Recovery took 23 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

2025 selloff2025
-0.91%Apr 2025
4d1mo 4d
1mo 8dApr 2025 - May 2025
2026 pullback2026
-0.88%Mar 2026
25d2mo 6d
3mo 1dMar 2026 - Jun 2026
2025 pullback2025
-0.63%Jul 2025
0s1mo 8d
1mo 8dJul 2025 - Aug 2025
2024 pullback2024
-0.59%Apr 2024
20d23d
1mo 13dMar 2024 - May 2024
2025 pullback2025
-0.46%Aug 2025
0s16d
16dAug 2025 - Sep 2025

Drawdown Indicators


TAXXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-0.91%

-56.78%

+55.87%

Max Drawdown (1Y)

Largest decline over 1 year

-0.88%

-9.10%

+8.22%

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

0.00%

-1.80%

+1.80%

Average Drawdown

Average peak-to-trough decline

-0.16%

-10.71%

+10.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.29%

2.03%

-1.74%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with TAXX

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

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