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DCMB vs. TAXS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DCMB vs. TAXS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Doubleline Commercial Real Estate ETF (DCMB) 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, DCMB achieves a 1.39% return, which is significantly higher than TAXS's 0.93% return.


DCMB

1D
-0.02%
1M
0.11%
YTD
1.39%
6M
1.51%
1Y
4.74%
3Y*
6.20%
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)

DCMB vs. TAXS - Yearly Performance Comparison


Correlation

The correlation between DCMB and TAXS is 0.28, 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

0.28

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Return for Risk

DCMB vs. TAXS — Risk / Return Rank

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

DCMB
DCMB Risk / Return Rank: 9696
Overall Rank
DCMB Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
DCMB Sortino Ratio Rank: 9898
Sortino Ratio Rank
DCMB Omega Ratio Rank: 9797
Omega Ratio Rank
DCMB Calmar Ratio Rank: 9393
Calmar Ratio Rank
DCMB Martin Ratio Rank: 9494
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.

DCMB vs. TAXS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Doubleline Commercial Real Estate ETF (DCMB) 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.


DCMBTAXSDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.96

Calmar ratioReturn relative to maximum drawdown

6.98

Martin ratioReturn relative to average drawdown

25.78

DCMB vs. TAXS - Sharpe Ratio Comparison


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Sharpe Ratios by Period


DCMBTAXSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.16

Sharpe Ratio (All Time)

Calculated using the full available price history

3.90

2.78

+1.12

Drawdowns

DCMB vs. TAXS - Drawdown Comparison

The maximum DCMB drawdown since its inception was -0.84%, roughly equal to the maximum TAXS drawdown of -0.84%. Use the drawdown chart below to compare losses from any high point for DCMB and TAXS.


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Drawdown Indicators


DCMBTAXSDifference

Max Drawdown

Largest peak-to-trough decline

-0.84%

-0.84%

0.00%

Max Drawdown (1Y)

Largest decline over 1 year

-0.68%

Max Drawdown (3Y)

Largest decline over 3 years

-0.84%

Current Drawdown

Current decline from peak

-0.20%

-0.09%

-0.11%

Average Drawdown

Average peak-to-trough decline

-0.11%

-0.24%

+0.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.18%

Volatility

DCMB vs. TAXS - Volatility Comparison


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Volatility by Period


DCMBTAXSDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.47%

Volatility (6M)

Calculated over the trailing 6-month period

0.88%

Volatility (1Y)

Calculated over the trailing 1-year period

1.14%

1.00%

+0.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.58%

1.00%

+0.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.58%

1.00%

+0.58%

DCMB vs. TAXS - Expense Ratio Comparison

DCMB has a 0.40% expense ratio, which is higher than TAXS's 0.05% expense ratio.


Dividends

DCMB vs. TAXS - Dividend Comparison

DCMB's dividend yield for the trailing twelve months is around 4.75%, more than TAXS's 1.83% yield.


PositionTTM202520242023
DCMB
Doubleline Commercial Real Estate ETF
4.75%4.84%5.52%3.47%
TAXS
Northern Trust Short-Term Tax-Exempt Bond ETF
1.83%0.74%0.00%0.00%

Frequently Asked Questions


DCMB and TAXS have a correlation of 0.28, 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 0.40% for DCMB.

DCMB has the higher dividend yield at 4.75%, compared with 1.83% for TAXS.

DCMB is categorized as Short-Term Bond, while TAXS is Municipal Bonds. They also come from different issuers: DoubleLine and Northern Trust. Their fees differ too: 0.40% for DCMB and 0.05% for TAXS.

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