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BAB vs. ZMUN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BAB vs. ZMUN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Taxable Municipal Bond ETF (BAB) and F/m Ultrashort Tax-Free Municipal ETF (ZMUN). 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 0.12% return, which is significantly lower than ZMUN's 1.57% return.


BAB

1D
0.00%
1M
0.33%
YTD
0.12%
6M
-0.01%
1Y
7.16%
3Y*
4.42%
5Y*
-0.38%
10Y*
2.24%

ZMUN

1D
-0.02%
1M
0.21%
YTD
1.57%
6M
1.86%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BAB vs. ZMUN - Yearly Performance Comparison


Correlation

The correlation between BAB and ZMUN is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 1, 2025

0.10

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Return for Risk

BAB vs. ZMUN — Risk / Return Rank

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

BAB
BAB Risk / Return Rank: 3434
Overall Rank
BAB Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
BAB Sortino Ratio Rank: 3737
Sortino Ratio Rank
BAB Omega Ratio Rank: 3232
Omega Ratio Rank
BAB Calmar Ratio Rank: 3535
Calmar Ratio Rank
BAB Martin Ratio Rank: 3333
Martin Ratio Rank

ZMUN
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.

BAB vs. ZMUN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Taxable Municipal Bond ETF (BAB) and F/m Ultrashort Tax-Free Municipal ETF (ZMUN). 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.


BABZMUNDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.22

Calmar ratioReturn relative to maximum drawdown

1.73

Martin ratioReturn relative to average drawdown

4.93

BAB vs. ZMUN - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BABZMUNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

6.46

-5.94

Drawdowns

BAB vs. ZMUN - Drawdown Comparison

The maximum BAB drawdown since its inception was -27.80%, which is greater than ZMUN's maximum drawdown of -0.09%. Use the drawdown chart below to compare losses from any high point for BAB and ZMUN.


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Drawdown Indicators


BABZMUNDifference

Max Drawdown

Largest peak-to-trough decline

-27.80%

-0.09%

-27.71%

Max Drawdown (1Y)

Largest decline over 1 year

-4.15%

Max Drawdown (3Y)

Largest decline over 3 years

-7.57%

Max Drawdown (5Y)

Largest decline over 5 years

-24.95%

Max Drawdown (10Y)

Largest decline over 10 years

-27.80%

Current Drawdown

Current decline from peak

-5.64%

-0.02%

-5.62%

Average Drawdown

Average peak-to-trough decline

-5.31%

-0.01%

-5.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.46%

Volatility

BAB vs. ZMUN - Volatility Comparison


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Volatility by Period


BABZMUNDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.72%

Volatility (6M)

Calculated over the trailing 6-month period

3.78%

Volatility (1Y)

Calculated over the trailing 1-year period

5.80%

0.54%

+5.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.33%

0.54%

+7.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.69%

0.54%

+9.15%

BAB vs. ZMUN - Expense Ratio Comparison

BAB has a 0.28% expense ratio, which is lower than ZMUN's 0.30% expense ratio.


Dividends

BAB vs. ZMUN - Dividend Comparison

BAB's dividend yield for the trailing twelve months is around 4.10%, more than ZMUN's 2.28% yield.


PositionTTM20252024202320222021202020192018201720162015
BAB
Invesco Taxable Municipal Bond ETF
4.10%3.96%3.97%3.65%3.40%2.63%2.96%3.77%4.20%3.96%4.26%4.71%
ZMUN
F/m Ultrashort Tax-Free Municipal ETF
2.28%0.70%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


BAB and ZMUN have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BAB is cheaper at 0.28% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BAB is cheaper with a 0.28% expense ratio, compared with 0.30% for ZMUN.

BAB has the higher dividend yield at 4.10%, compared with 2.28% for ZMUN.

BAB tracks BofA Merrill Lynch Build America Bond Index, while ZMUN tracks Bloomberg Municipal Bond Currently Callable Index. They also come from different issuers: Invesco and F/m Investments. Their fees differ too: 0.28% for BAB and 0.30% for ZMUN.

Portfolio Optimizer

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