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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 1.89% return, which is significantly higher than TAXS's 0.93% return.


FLMB

1D
-0.09%
1M
0.74%
YTD
1.89%
6M
2.27%
1Y
8.74%
3Y*
4.38%
5Y*
0.64%
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)

FLMB vs. TAXS - Yearly Performance Comparison


Correlation

The correlation between FLMB and TAXS is 0.48, 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

0.48

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Return for Risk

FLMB vs. TAXS — Risk / Return Rank

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

FLMB
FLMB Risk / Return Rank: 7070
Overall Rank
FLMB Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
FLMB Sortino Ratio Rank: 8181
Sortino Ratio Rank
FLMB Omega Ratio Rank: 8383
Omega Ratio Rank
FLMB Calmar Ratio Rank: 5555
Calmar Ratio Rank
FLMB Martin Ratio Rank: 5656
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.

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.


FLMBTAXSDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.50

Calmar ratioReturn relative to maximum drawdown

2.70

Martin ratioReturn relative to average drawdown

9.56

FLMB vs. TAXS - Sharpe Ratio Comparison


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Sharpe Ratios by Period


FLMBTAXSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

2.78

-2.36

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

-7.33%

Max Drawdown (5Y)

Largest decline over 5 years

-17.90%

Current Drawdown

Current decline from peak

-0.46%

-0.09%

-0.37%

Average Drawdown

Average peak-to-trough decline

-4.17%

-0.24%

-3.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.92%

Volatility

FLMB vs. TAXS - Volatility Comparison


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Volatility by Period


FLMBTAXSDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.11%

Volatility (6M)

Calculated over the trailing 6-month period

2.46%

Volatility (1Y)

Calculated over the trailing 1-year period

3.70%

1.00%

+2.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.11%

1.00%

+4.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.58%

1.00%

+4.58%

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 3.75%, more than TAXS's 1.83% yield.


PositionTTM202520242023202220212020201920182017
FLMB
Franklin Liberty Federal Tax-Free Bond ETF
3.75%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
1.83%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 0.48, 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 3.75%, compared with 1.83% 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

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