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APMU vs. TAXS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

APMU vs. TAXS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ActivePassive Intermediate Municipal Bond ETF (APMU) and Northern Trust Short-Term Tax-Exempt Bond ETF (TAXS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, APMU achieves a 0.44% return, which is significantly lower than TAXS's 0.93% return.


APMU

1D
-0.04%
1M
0.25%
YTD
0.44%
6M
0.72%
1Y
4.28%
3Y*
3.03%
5Y*
10Y*

TAXS

1D
0.06%
1M
0.38%
YTD
0.93%
6M
1.33%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

APMU vs. TAXS - Yearly Performance Comparison


Correlation

The correlation between APMU and TAXS is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Aug 20, 2025

0.56

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Return for Risk

APMU vs. TAXS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

APMU
APMU Risk / Return Rank: 4949
Overall Rank
APMU Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
APMU Sortino Ratio Rank: 5555
Sortino Ratio Rank
APMU Omega Ratio Rank: 6363
Omega Ratio Rank
APMU Calmar Ratio Rank: 3737
Calmar Ratio Rank
APMU Martin Ratio Rank: 3535
Martin Ratio Rank

TAXS
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.

APMU vs. TAXS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ActivePassive Intermediate Municipal Bond ETF (APMU) and Northern Trust Short-Term Tax-Exempt Bond ETF (TAXS). 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.


APMUTAXSDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.38

Calmar ratioReturn relative to maximum drawdown

1.79

Martin ratioReturn relative to average drawdown

5.30

APMU vs. TAXS - Sharpe Ratio Comparison


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Sharpe Ratios by Period


APMUTAXSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.81

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

2.78

-1.96

Drawdowns

APMU vs. TAXS - Drawdown Comparison

The maximum APMU drawdown since its inception was -4.39%, which is greater than TAXS's maximum drawdown of -0.84%. Use the drawdown chart below to compare losses from any high point for APMU and TAXS.


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Drawdown Indicators


APMUTAXSDifference

Max Drawdown

Largest peak-to-trough decline

-4.39%

-0.84%

-3.55%

Max Drawdown (1Y)

Largest decline over 1 year

-2.40%

Max Drawdown (3Y)

Largest decline over 3 years

-3.41%

Current Drawdown

Current decline from peak

-1.17%

-0.09%

-1.08%

Average Drawdown

Average peak-to-trough decline

-0.93%

-0.24%

-0.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.81%

Volatility

APMU vs. TAXS - Volatility Comparison


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Volatility by Period


APMUTAXSDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.75%

Volatility (6M)

Calculated over the trailing 6-month period

1.68%

Volatility (1Y)

Calculated over the trailing 1-year period

2.37%

1.00%

+1.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.81%

1.00%

+1.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.81%

1.00%

+1.81%

APMU vs. TAXS - Expense Ratio Comparison

APMU has a 0.36% expense ratio, which is higher than TAXS's 0.05% expense ratio.


Dividends

APMU vs. TAXS - Dividend Comparison

APMU's dividend yield for the trailing twelve months is around 2.66%, more than TAXS's 1.83% yield.


PositionTTM202520242023
APMU
ActivePassive Intermediate Municipal Bond ETF
2.66%2.63%2.42%1.31%
TAXS
Northern Trust Short-Term Tax-Exempt Bond ETF
1.83%0.74%0.00%0.00%

Frequently Asked Questions


APMU and TAXS have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TAXS is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TAXS is cheaper with a 0.05% expense ratio, compared with 0.36% for APMU.

APMU has the higher dividend yield at 2.66%, compared with 1.83% for TAXS.

They also come from different issuers: ActivePassive and Northern Trust. Their fees differ too: 0.36% for APMU and 0.05% for TAXS.

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