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BAB vs. KMLM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BAB vs. KMLM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Taxable Municipal Bond ETF (BAB) and KFA Mount Lucas Index Strategy ETF (KMLM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BAB achieves a -0.69% return, which is significantly lower than KMLM's 10.64% return.


BAB

1D
0.30%
1M
-1.24%
6M
-0.25%
YTD
-0.69%
1Y
2.76%
3Y*
4.48%
5Y*
-1.31%
10Y*
1.92%
ALL TIME*
4.63%

KMLM

1D
-2.05%
1M
4.67%
6M
8.67%
YTD
10.64%
1Y
15.77%
3Y*
-0.31%
5Y*
5.46%
10Y*
ALL TIME*
7.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$6.38M$6.97M$5.75M
$10.28M$9.90M$7.93M

BAB vs. KMLM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
BAB
Invesco Taxable Municipal Bond ETF
-0.69%8.30%1.03%8.67%-19.50%1.00%1.52%
KMLM
KFA Mount Lucas Index Strategy ETF
10.64%-2.98%-1.69%-5.66%30.61%7.04%5.74%

Correlation

The correlation between BAB and KMLM is -0.33, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.33

Correlation (3Y)
Balances recent behavior with more history.

-0.26

Correlation (5Y)
Shows whether the relationship held over a longer period.

-0.36

Correlation (All Time)
Calculated using the full available price history since Dec 2, 2020

-0.34

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Return for Risk

BAB vs. KMLM — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BAB
BAB Risk / Return Rank: 2222
Overall Rank
BAB Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
BAB Sortino Ratio Rank: 2121
Sortino Ratio Rank
BAB Omega Ratio Rank: 2020
Omega Ratio Rank
BAB Calmar Ratio Rank: 2222
Calmar Ratio Rank
BAB Martin Ratio Rank: 2222
Martin Ratio Rank

KMLM
KMLM Risk / Return Rank: 5151
Overall Rank
KMLM Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
KMLM Sortino Ratio Rank: 5252
Sortino Ratio Rank
KMLM Omega Ratio Rank: 5454
Omega Ratio Rank
KMLM Calmar Ratio Rank: 4646
Calmar Ratio Rank
KMLM Martin Ratio Rank: 4646
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

BAB vs. KMLM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Taxable Municipal Bond ETF (BAB) and KFA Mount Lucas Index Strategy ETF (KMLM). 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.

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.


BABKMLMDifference
Sharpe ratioReturn per unit of total volatility

-0.86

Sortino ratioReturn per unit of downside risk

-1.10

Omega ratioGain probability vs. loss probability

1.09

1.25

-0.16

Calmar ratioReturn relative to maximum drawdown

0.67

1.65

-0.98

Martin ratioReturn relative to average drawdown

1.58

5.33

-3.75

BAB vs. KMLM - Sharpe Ratio Comparison

The current BAB Sharpe Ratio is 0.50, which is lower than the KMLM Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of BAB and KMLM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BAB vs. KMLM - Drawdown Comparison

The maximum BAB drawdown since its inception was -27.80%, roughly equal to the maximum KMLM drawdown of -27.47%. Use the drawdown chart below to compare losses from any high point for BAB and KMLM.


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Drawdown Indicators


BABKMLMDifference

Max Drawdown

Largest peak-to-trough decline

-27.80%

-27.47%

-0.33%

Max Drawdown (1Y)

Largest decline over 1 year

-4.15%

-9.61%

+5.46%

Max Drawdown (3Y)

Largest decline over 3 years

-6.43%

-22.28%

+15.85%

Max Drawdown (5Y)

Largest decline over 5 years

-24.77%

-27.47%

+2.70%

Max Drawdown (10Y)

Largest decline over 10 years

-27.80%

Current Drawdown

Current decline from peak

-6.40%

-13.73%

+7.33%

Average Drawdown

Average peak-to-trough decline

-5.31%

-12.79%

+7.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.75%

2.97%

-1.22%

Volatility

BAB vs. KMLM - Volatility Comparison

The current volatility for Invesco Taxable Municipal Bond ETF (BAB) is 1.38%, while KFA Mount Lucas Index Strategy ETF (KMLM) has a volatility of 4.35%. This indicates that BAB experiences smaller price fluctuations and is considered to be less risky than KMLM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BABKMLMDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.38%

4.35%

-2.97%

Volatility (6M)

Calculated over the trailing 6-month period

3.84%

10.24%

-6.40%

Volatility (1Y)

Calculated over the trailing 1-year period

5.55%

11.68%

-6.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.29%

14.55%

-6.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.68%

14.68%

-5.00%

BAB vs. KMLM - Expense Ratio Comparison

BAB has a 0.28% expense ratio, which is lower than KMLM's 0.90% expense ratio.


Dividends

BAB vs. KMLM - Dividend Comparison

BAB's dividend yield for the trailing twelve months is around 4.22%, less than KMLM's 4.54% yield.


PositionTTM20252024202320222021202020192018201720162015
BAB
Invesco Taxable Municipal Bond ETF
4.22%3.96%3.97%3.65%3.40%2.63%2.96%3.77%4.20%3.96%4.26%4.71%
KMLM
KFA Mount Lucas Index Strategy ETF
4.54%5.02%0.82%0.00%13.22%6.94%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


BAB and KMLM have a correlation of -0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

KMLM has higher volatility (4.35%) compared to BAB (1.38%). In terms of maximum drawdown, BAB dropped -27.80% vs KMLM's -27.47%.

On 5-year performance, KMLM leads with 5.46% vs -1.31% for BAB. On fees, BAB is cheaper at 0.28% per year. On volatility, BAB has been the lower-risk option at 1.38%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, KMLM has performed better with a 5.46% return vs -1.31%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BAB is cheaper with a 0.28% expense ratio, compared with 0.90% for KMLM.

KMLM has the higher dividend yield at 4.54%, compared with 4.22% for BAB.

BAB is categorized as Municipal Bonds, while KMLM is Systematic Trend. BAB tracks BofA Merrill Lynch Build America Bond Index, while KMLM tracks KFA MLM Index. They also come from different issuers: Invesco and KraneShares. Their fees differ too: 0.28% for BAB and 0.90% for KMLM.

KMLM currently has the higher Sharpe Ratio (1.36 vs 0.50), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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