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CATF vs. MUB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CATF vs. MUB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century California Municipal Bond ETF (CATF) and iShares National AMT-Free Muni Bond ETF (MUB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CATF achieves a 1.92% return, which is significantly higher than MUB's 1.24% return.


CATF

1D
-0.15%
1M
0.55%
YTD
1.92%
6M
1.99%
1Y
7.98%
3Y*
5Y*
10Y*

MUB

1D
-0.08%
1M
0.56%
YTD
1.24%
6M
1.74%
1Y
6.95%
3Y*
3.43%
5Y*
0.86%
10Y*
2.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CATF vs. MUB - Yearly Performance Comparison


Correlation

The correlation between CATF and MUB is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.72

Correlation (All Time)
Calculated using the full available price history since Jul 19, 2024

0.82

The correlation between CATF and MUB shifts across timeframes, from 0.72 (1 year) to 0.82 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

CATF vs. MUB — Risk / Return Rank

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

CATF
CATF Risk / Return Rank: 7474
Overall Rank
CATF Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
CATF Sortino Ratio Rank: 8787
Sortino Ratio Rank
CATF Omega Ratio Rank: 8787
Omega Ratio Rank
CATF Calmar Ratio Rank: 5959
Calmar Ratio Rank
CATF Martin Ratio Rank: 5858
Martin Ratio Rank

MUB
MUB Risk / Return Rank: 6666
Overall Rank
MUB Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
MUB Sortino Ratio Rank: 7676
Sortino Ratio Rank
MUB Omega Ratio Rank: 8181
Omega Ratio Rank
MUB Calmar Ratio Rank: 5050
Calmar Ratio Rank
MUB Martin Ratio Rank: 5151
Martin Ratio Rank
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.

CATF vs. MUB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century California Municipal Bond ETF (CATF) and iShares National AMT-Free Muni Bond ETF (MUB). 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.


CATFMUBDifference
Sharpe ratioReturn per unit of total volatility

+0.16

Sortino ratioReturn per unit of downside risk

+0.40

Omega ratioGain probability vs. loss probability

1.54

1.50

+0.04

Calmar ratioReturn relative to maximum drawdown

2.90

2.50

+0.39

Martin ratioReturn relative to average drawdown

10.17

8.85

+1.33

CATF vs. MUB - Sharpe Ratio Comparison

The current CATF Sharpe Ratio is 2.55, which is comparable to the MUB Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of CATF and MUB, 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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Sharpe Ratios by Period


CATFMUBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.55

2.39

+0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.79

0.58

+0.21

Drawdowns

CATF vs. MUB - Drawdown Comparison

The maximum CATF drawdown since its inception was -4.83%, smaller than the maximum MUB drawdown of -13.68%. Use the drawdown chart below to compare losses from any high point for CATF and MUB.


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Drawdown Indicators


CATFMUBDifference

Max Drawdown

Largest peak-to-trough decline

-4.83%

-13.68%

+8.85%

Max Drawdown (1Y)

Largest decline over 1 year

-2.77%

-2.79%

+0.02%

Max Drawdown (3Y)

Largest decline over 3 years

-5.34%

Max Drawdown (5Y)

Largest decline over 5 years

-11.88%

Max Drawdown (10Y)

Largest decline over 10 years

-13.68%

Current Drawdown

Current decline from peak

-0.58%

-0.70%

+0.12%

Average Drawdown

Average peak-to-trough decline

-1.27%

-2.23%

+0.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.79%

0.79%

0.00%

Volatility

CATF vs. MUB - Volatility Comparison

American Century California Municipal Bond ETF (CATF) has a higher volatility of 1.06% compared to iShares National AMT-Free Muni Bond ETF (MUB) at 0.97%. This indicates that CATF's price experiences larger fluctuations and is considered to be riskier than MUB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CATFMUBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.06%

0.97%

+0.09%

Volatility (6M)

Calculated over the trailing 6-month period

2.18%

2.22%

-0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

3.14%

2.92%

+0.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.33%

4.06%

+0.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.33%

4.92%

-0.59%

CATF vs. MUB - Expense Ratio Comparison

CATF has a 0.27% expense ratio, which is higher than MUB's 0.07% 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

CATF vs. MUB - Dividend Comparison

CATF's dividend yield for the trailing twelve months is around 3.22%, more than MUB's 3.17% yield.


PositionTTM20252024202320222021202020192018201720162015
CATF
American Century California Municipal Bond ETF
3.22%3.40%1.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MUB
iShares National AMT-Free Muni Bond ETF
3.17%3.14%3.01%2.65%2.11%1.81%2.11%2.42%2.46%2.26%2.21%2.51%

Frequently Asked Questions


CATF and MUB have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CATF has higher volatility (1.06%) compared to MUB (0.97%). In terms of maximum drawdown, CATF dropped -4.83% vs MUB's -13.68%.

On 1-year performance, CATF leads with 7.98% vs 6.95% for MUB. On fees, MUB is cheaper at 0.07% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, CATF has performed better with a 7.98% return vs 6.95%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

MUB is cheaper with a 0.07% expense ratio, compared with 0.27% for CATF.

CATF has the higher dividend yield at 3.22%, compared with 3.17% for MUB.

They also come from different issuers: American Century and iShares. Their fees differ too: 0.27% for CATF and 0.07% for MUB.

CATF currently has the higher Sharpe Ratio (2.55 vs 2.39), 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.

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