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FLMB vs. TAXS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FLMB vs. TAXS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Liberty Federal Tax-Free Bond ETF (FLMB) 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, FLMB achieves a 0.50% return, which is significantly lower than TAXS's 0.92% return.


FLMB

1D
0.11%
1M
-2.06%
6M
-0.05%
YTD
0.50%
1Y
6.42%
3Y*
3.83%
5Y*
0.10%
10Y*
ALL TIME*
2.13%

TAXS

1D
0.08%
1M
-0.28%
6M
0.36%
YTD
0.92%
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)
$236.78K$198.32K$268.48K
$519.79K$626.14K$961.94K

FLMB vs. TAXS - Yearly Performance Comparison


Correlation

The correlation between FLMB and TAXS is 0.53, 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

0.53

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Return for Risk

FLMB vs. TAXS — Risk / Return Rank

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

FLMB
FLMB Risk / Return Rank: 6868
Overall Rank
FLMB Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
FLMB Sortino Ratio Rank: 7777
Sortino Ratio Rank
FLMB Omega Ratio Rank: 8383
Omega Ratio Rank
FLMB Calmar Ratio Rank: 5252
Calmar Ratio Rank
FLMB Martin Ratio Rank: 5454
Martin Ratio Rank

TAXS

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.

FLMB vs. TAXS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Liberty Federal Tax-Free Bond ETF (FLMB) 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.

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.


FLMBTAXSDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.38

Calmar ratioReturn relative to maximum drawdown

1.98

Martin ratioReturn relative to average drawdown

6.77

FLMB vs. TAXS - Sharpe Ratio Comparison


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Drawdowns

FLMB vs. TAXS - Drawdown Comparison

The maximum FLMB drawdown since its inception was -17.90%, which is greater than TAXS's maximum drawdown of -0.84%. Use the drawdown chart below to compare losses from any high point for FLMB and TAXS.


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Drawdown Indicators


FLMBTAXSDifference

Max Drawdown

Largest peak-to-trough decline

-17.90%

-0.84%

-17.06%

Max Drawdown (1Y)

Largest decline over 1 year

-3.25%

Max Drawdown (3Y)

Largest decline over 3 years

-6.44%

Max Drawdown (5Y)

Largest decline over 5 years

-17.82%

Current Drawdown

Current decline from peak

-2.14%

-0.31%

-1.83%

Average Drawdown

Average peak-to-trough decline

-4.10%

-0.22%

-3.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.95%

Volatility

FLMB vs. TAXS - Volatility Comparison


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Volatility by Period


FLMBTAXSDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.16%

Volatility (6M)

Calculated over the trailing 6-month period

2.70%

Volatility (1Y)

Calculated over the trailing 1-year period

3.49%

1.03%

+2.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.13%

1.03%

+4.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.54%

1.03%

+4.51%

FLMB vs. TAXS - Expense Ratio Comparison

FLMB has a 0.30% expense ratio, which is higher than TAXS's 0.05% expense ratio.


Dividends

FLMB vs. TAXS - Dividend Comparison

FLMB's dividend yield for the trailing twelve months is around 4.13%, more than TAXS's 2.26% yield.


PositionTTM202520242023202220212020201920182017
FLMB
Franklin Liberty Federal Tax-Free Bond ETF
4.13%3.86%3.79%3.49%2.80%1.66%2.07%2.40%2.68%0.54%
TAXS
Northern Trust Short-Term Tax-Exempt Bond ETF
2.26%0.74%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FLMB and TAXS have a correlation of 0.53, 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 0.30% for FLMB.

FLMB has the higher dividend yield at 4.13%, compared with 2.26% for TAXS.

They also come from different issuers: Franklin Templeton and Northern Trust. Their fees differ too: 0.30% for FLMB and 0.05% for TAXS.

Portfolio Optimizer

Find the right allocation for FLMB 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.

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