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BSMS vs. TAXT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BSMS vs. TAXT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco BulletShares 2028 Municipal Bond ETF (BSMS) and Northern Trust Tax-Exempt Bond ETF (TAXT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BSMS achieves a 0.96% return, which is significantly higher than TAXT's 0.46% return.


BSMS

1D
0.06%
1M
-0.32%
6M
0.38%
YTD
0.96%
1Y
2.99%
3Y*
3.02%
5Y*
-0.16%
10Y*
ALL TIME*
1.17%

TAXT

1D
0.14%
1M
-1.43%
6M
-0.38%
YTD
0.46%
1Y
3Y*
5Y*
10Y*
ALL TIME*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.71M$1.35M$1.38M
$96.43K$96.52K$143.72K

BSMS vs. TAXT - Yearly Performance Comparison


Correlation

The correlation between BSMS and TAXT is 0.61, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (All Time)
Calculated using the full available price history since Aug 19, 2025

0.61

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Return for Risk

BSMS vs. TAXT — Risk / Return Rank

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

BSMS
BSMS Risk / Return Rank: 7878
Overall Rank
BSMS Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
BSMS Sortino Ratio Rank: 8484
Sortino Ratio Rank
BSMS Omega Ratio Rank: 8686
Omega Ratio Rank
BSMS Calmar Ratio Rank: 7777
Calmar Ratio Rank
BSMS Martin Ratio Rank: 6262
Martin Ratio Rank

TAXT

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

BSMS vs. TAXT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2028 Municipal Bond ETF (BSMS) and Northern Trust Tax-Exempt Bond ETF (TAXT). 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.


BSMSTAXTDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.40

Calmar ratioReturn relative to maximum drawdown

2.87

Martin ratioReturn relative to average drawdown

7.87

BSMS vs. TAXT - Sharpe Ratio Comparison


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Drawdowns

BSMS vs. TAXT - Drawdown Comparison

The maximum BSMS drawdown since its inception was -14.95%, which is greater than TAXT's maximum drawdown of -2.49%. Use the drawdown chart below to compare losses from any high point for BSMS and TAXT.


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Drawdown Indicators


BSMSTAXTDifference

Max Drawdown

Largest peak-to-trough decline

-14.95%

-2.49%

-12.46%

Max Drawdown (1Y)

Largest decline over 1 year

-1.05%

Max Drawdown (3Y)

Largest decline over 3 years

-3.59%

Max Drawdown (5Y)

Largest decline over 5 years

-14.73%

Current Drawdown

Current decline from peak

-0.96%

-1.58%

+0.62%

Average Drawdown

Average peak-to-trough decline

-4.87%

-0.52%

-4.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.38%

Volatility

BSMS vs. TAXT - Volatility Comparison


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Volatility by Period


BSMSTAXTDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.63%

Volatility (6M)

Calculated over the trailing 6-month period

1.15%

Volatility (1Y)

Calculated over the trailing 1-year period

1.50%

2.57%

-1.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.59%

2.57%

+1.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.14%

2.57%

+3.57%

BSMS vs. TAXT - Expense Ratio Comparison

BSMS has a 0.18% expense ratio, which is higher than TAXT'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

BSMS vs. TAXT - Dividend Comparison

BSMS's dividend yield for the trailing twelve months is around 2.77%, less than TAXT's 3.17% yield.


PositionTTM2025202420232022202120202019
BSMS
Invesco BulletShares 2028 Municipal Bond ETF
2.77%2.79%2.81%2.58%1.56%1.49%1.61%0.46%
TAXT
Northern Trust Tax-Exempt Bond ETF
3.17%1.23%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


BSMS and TAXT have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

TAXT is cheaper with a 0.05% expense ratio, compared with 0.18% for BSMS.

TAXT has the higher dividend yield at 3.17%, compared with 2.77% for BSMS.

BSMS tracks Invesco BulletShares Municipal Bond 2028 Index, while TAXT tracks ICE Focused Municipal Bond Index. They also come from different issuers: Invesco and Northern Trust. Their fees differ too: 0.18% for BSMS and 0.05% for TAXT.

Portfolio Optimizer

Find the right allocation for BSMS and TAXT

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