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CATF vs. TAXS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CATF vs. TAXS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century California Municipal Bond ETF (CATF) and Northern Trust Short-Term Tax-Exempt Bond ETF (TAXS). 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 TAXS's 0.93% return.


CATF

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

TAXS

1D
0.06%
1M
0.38%
YTD
0.93%
6M
1.33%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CATF vs. TAXS - Yearly Performance Comparison


Correlation

The correlation between CATF and TAXS is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Aug 20, 2025

0.59

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Return for Risk

CATF vs. TAXS — 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

TAXS
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. TAXS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century California Municipal Bond ETF (CATF) and Northern Trust Short-Term Tax-Exempt Bond ETF (TAXS). 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.


CATFTAXSDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.54

Calmar ratioReturn relative to maximum drawdown

2.90

Martin ratioReturn relative to average drawdown

10.17

CATF vs. TAXS - Sharpe Ratio Comparison


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Sharpe Ratios by Period


CATFTAXSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.79

2.78

-1.99

Drawdowns

CATF vs. TAXS - Drawdown Comparison

The maximum CATF drawdown since its inception was -4.83%, which is greater than TAXS's maximum drawdown of -0.84%. Use the drawdown chart below to compare losses from any high point for CATF and TAXS.


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Drawdown Indicators


CATFTAXSDifference

Max Drawdown

Largest peak-to-trough decline

-4.83%

-0.84%

-3.99%

Max Drawdown (1Y)

Largest decline over 1 year

-2.77%

Current Drawdown

Current decline from peak

-0.58%

-0.09%

-0.49%

Average Drawdown

Average peak-to-trough decline

-1.27%

-0.24%

-1.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.79%

Volatility

CATF vs. TAXS - Volatility Comparison


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Volatility by Period


CATFTAXSDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.06%

Volatility (6M)

Calculated over the trailing 6-month period

2.18%

Volatility (1Y)

Calculated over the trailing 1-year period

3.14%

1.00%

+2.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.33%

1.00%

+3.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.33%

1.00%

+3.33%

CATF vs. TAXS - Expense Ratio Comparison

CATF has a 0.27% expense ratio, which is higher than TAXS'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

CATF vs. TAXS - Dividend Comparison

CATF's dividend yield for the trailing twelve months is around 3.22%, more than TAXS's 1.83% yield.


Frequently Asked Questions


CATF and TAXS have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

TAXS is cheaper with a 0.05% expense ratio, compared with 0.27% for CATF.

CATF has the higher dividend yield at 3.22%, compared with 1.83% for TAXS.

They also come from different issuers: American Century and Northern Trust. Their fees differ too: 0.27% for CATF and 0.05% for TAXS.

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