PortfoliosLab logoPortfoliosLab logo
CGMU vs. TAXS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CGMU vs. TAXS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Capital Group Municipal Income ETF (CGMU) and Northern Trust Short-Term Tax-Exempt Bond ETF (TAXS). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, CGMU achieves a 1.58% return, which is significantly higher than TAXS's 0.99% return.


CGMU

1D
0.18%
1M
0.63%
YTD
1.58%
6M
1.97%
1Y
6.75%
3Y*
4.67%
5Y*
10Y*

TAXS

1D
0.06%
1M
0.59%
YTD
0.99%
6M
1.39%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CGMU vs. TAXS - Yearly Performance Comparison


Correlation

The correlation between CGMU and TAXS is 0.58, 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

0.58

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

CGMU vs. TAXS — Risk / Return Rank

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

CGMU
CGMU Risk / Return Rank: 7676
Overall Rank
CGMU Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
CGMU Sortino Ratio Rank: 9191
Sortino Ratio Rank
CGMU Omega Ratio Rank: 9393
Omega Ratio Rank
CGMU Calmar Ratio Rank: 5454
Calmar Ratio Rank
CGMU Martin Ratio Rank: 5252
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.

CGMU vs. TAXS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Capital Group Municipal Income ETF (CGMU) 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.


CGMUTAXSDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.64

Calmar ratioReturn relative to maximum drawdown

2.66

Martin ratioReturn relative to average drawdown

8.64

CGMU vs. TAXS - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


CGMUTAXSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.95

Sharpe Ratio (All Time)

Calculated using the full available price history

1.67

2.85

-1.17

Drawdowns

CGMU vs. TAXS - Drawdown Comparison

The maximum CGMU drawdown since its inception was -4.11%, which is greater than TAXS's maximum drawdown of -0.84%. Use the drawdown chart below to compare losses from any high point for CGMU and TAXS.


Loading charts...

Drawdown Indicators


CGMUTAXSDifference

Max Drawdown

Largest peak-to-trough decline

-4.11%

-0.84%

-3.27%

Max Drawdown (1Y)

Largest decline over 1 year

-2.55%

Max Drawdown (3Y)

Largest decline over 3 years

-3.89%

Current Drawdown

Current decline from peak

-0.71%

-0.03%

-0.68%

Average Drawdown

Average peak-to-trough decline

-0.84%

-0.24%

-0.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.78%

Volatility

CGMU vs. TAXS - Volatility Comparison


Loading charts...

Volatility by Period


CGMUTAXSDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.80%

Volatility (6M)

Calculated over the trailing 6-month period

1.73%

Volatility (1Y)

Calculated over the trailing 1-year period

2.30%

1.00%

+1.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.48%

1.00%

+2.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.48%

1.00%

+2.48%

CGMU vs. TAXS - Expense Ratio Comparison

CGMU 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

CGMU vs. TAXS - Dividend Comparison

CGMU's dividend yield for the trailing twelve months is around 3.33%, more than TAXS's 1.82% yield.


PositionTTM2025202420232022
CGMU
Capital Group Municipal Income ETF
3.33%3.32%3.21%3.08%0.49%
TAXS
Northern Trust Short-Term Tax-Exempt Bond ETF
1.82%0.74%0.00%0.00%0.00%

Frequently Asked Questions


CGMU and TAXS have a correlation of 0.58, 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 CGMU.

CGMU has the higher dividend yield at 3.33%, compared with 1.82% for TAXS.

They also come from different issuers: Capital Group and Northern Trust. Their fees differ too: 0.27% for CGMU and 0.05% for TAXS.

Portfolio Optimizer

Find the right allocation for CGMU and TAXS

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