PortfoliosLab logoPortfoliosLab logo
BSMR vs. TAXI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BSMR vs. TAXI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco BulletShares 2027 Municipal Bond ETF (BSMR) and Northern Trust Intermediate Tax-Exempt Bond ETF (TAXI). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, BSMR achieves a 1.04% return, which is significantly higher than TAXI's 0.94% return.


BSMR

1D
0.05%
1M
0.41%
YTD
1.04%
6M
1.31%
1Y
4.16%
3Y*
3.03%
5Y*
0.48%
10Y*

TAXI

1D
-0.03%
1M
0.46%
YTD
0.94%
6M
1.55%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BSMR vs. TAXI - Yearly Performance Comparison


Correlation

The correlation between BSMR and TAXI is 0.47, 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 Aug 20, 2025

0.47

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

BSMR vs. TAXI — Risk / Return Rank

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

BSMR
BSMR Risk / Return Rank: 9494
Overall Rank
BSMR Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
BSMR Sortino Ratio Rank: 9696
Sortino Ratio Rank
BSMR Omega Ratio Rank: 9595
Omega Ratio Rank
BSMR Calmar Ratio Rank: 9494
Calmar Ratio Rank
BSMR Martin Ratio Rank: 9292
Martin Ratio Rank

TAXI
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.

BSMR vs. TAXI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2027 Municipal Bond ETF (BSMR) and Northern Trust Intermediate Tax-Exempt Bond ETF (TAXI). 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.


BSMRTAXIDifference

Sharpe ratio

Return per unit of total volatility

3.33

Sortino ratio

Return per unit of downside risk

5.57

Omega ratio

Gain probability vs. loss probability

1.74

Calmar ratio

Return relative to maximum drawdown

7.37

Martin ratio

Return relative to average drawdown

23.41

BSMR vs. TAXI - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


BSMRTAXIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

2.92

-2.71

Drawdowns

BSMR vs. TAXI - Drawdown Comparison

The maximum BSMR drawdown since its inception was -13.49%, which is greater than TAXI's maximum drawdown of -2.23%. Use the drawdown chart below to compare losses from any high point for BSMR and TAXI.


Loading charts...

Drawdown Indicators


BSMRTAXIDifference

Max Drawdown

Largest peak-to-trough decline

-13.49%

-2.23%

-11.26%

Max Drawdown (1Y)

Largest decline over 1 year

-0.57%

Max Drawdown (3Y)

Largest decline over 3 years

-3.50%

Max Drawdown (5Y)

Largest decline over 5 years

-12.02%

Current Drawdown

Current decline from peak

0.00%

-0.79%

+0.79%

Average Drawdown

Average peak-to-trough decline

-3.49%

-0.46%

-3.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.18%

Volatility

BSMR vs. TAXI - Volatility Comparison


Loading charts...

Volatility by Period


BSMRTAXIDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.34%

Volatility (6M)

Calculated over the trailing 6-month period

0.92%

Volatility (1Y)

Calculated over the trailing 1-year period

1.25%

1.90%

-0.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.03%

1.90%

+1.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.72%

1.90%

+3.82%

BSMR vs. TAXI - Expense Ratio Comparison

BSMR has a 0.18% expense ratio, which is higher than TAXI's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

BSMR vs. TAXI - Dividend Comparison

BSMR's dividend yield for the trailing twelve months is around 2.72%, more than TAXI's 2.00% yield.


PositionTTM2025202420232022202120202019
BSMR
Invesco BulletShares 2027 Municipal Bond ETF
2.72%2.77%2.78%2.72%1.40%1.00%1.49%0.45%
TAXI
Northern Trust Intermediate Tax-Exempt Bond ETF
2.00%0.85%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


BSMR and TAXI have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

TAXI is cheaper with a 0.05% expense ratio, compared with 0.18% for BSMR.

BSMR has the higher dividend yield at 2.72%, compared with 2.00% for TAXI.

BSMR tracks Invesco BulletShares Municipal Bond 2027 Index, while TAXI tracks ICE Intermediate Term Focused Municipal Bond Index. They also come from different issuers: Invesco and Northern Trust. Their fees differ too: 0.18% for BSMR and 0.05% for TAXI.

Portfolio Optimizer

Find the right allocation for BSMR and TAXI

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer