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FLMI vs. TAXI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FLMI vs. TAXI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Liberty Federal Intermediate Tax-Free Bond Opportunities ETF (FLMI) and Northern Trust Intermediate Tax-Exempt Bond ETF (TAXI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FLMI achieves a 2.31% return, which is significantly higher than TAXI's 0.94% return.


FLMI

1D
-0.04%
1M
0.94%
YTD
2.31%
6M
2.59%
1Y
8.28%
3Y*
6.02%
5Y*
2.20%
10Y*

TAXI

1D
-0.03%
1M
0.46%
YTD
0.94%
6M
1.55%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FLMI vs. TAXI - Yearly Performance Comparison


Correlation

The correlation between FLMI and TAXI is 0.71, 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

0.71

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Return for Risk

FLMI vs. TAXI — Risk / Return Rank

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

FLMI
FLMI Risk / Return Rank: 7575
Overall Rank
FLMI Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
FLMI Sortino Ratio Rank: 8888
Sortino Ratio Rank
FLMI Omega Ratio Rank: 9191
Omega Ratio Rank
FLMI Calmar Ratio Rank: 5757
Calmar Ratio Rank
FLMI Martin Ratio Rank: 5858
Martin Ratio Rank

TAXI
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.

FLMI vs. TAXI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Liberty Federal Intermediate Tax-Free Bond Opportunities ETF (FLMI) and Northern Trust Intermediate Tax-Exempt Bond ETF (TAXI). 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.


FLMITAXIDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.61

Calmar ratioReturn relative to maximum drawdown

2.87

Martin ratioReturn relative to average drawdown

10.34

FLMI vs. TAXI - Sharpe Ratio Comparison


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Sharpe Ratios by Period


FLMITAXIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

2.92

-2.27

Drawdowns

FLMI vs. TAXI - Drawdown Comparison

The maximum FLMI drawdown since its inception was -14.66%, which is greater than TAXI's maximum drawdown of -2.23%. Use the drawdown chart below to compare losses from any high point for FLMI and TAXI.


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Drawdown Indicators


FLMITAXIDifference

Max Drawdown

Largest peak-to-trough decline

-14.66%

-2.23%

-12.43%

Max Drawdown (1Y)

Largest decline over 1 year

-2.90%

Max Drawdown (3Y)

Largest decline over 3 years

-5.31%

Max Drawdown (5Y)

Largest decline over 5 years

-14.66%

Current Drawdown

Current decline from peak

-0.33%

-0.79%

+0.46%

Average Drawdown

Average peak-to-trough decline

-2.82%

-0.46%

-2.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.80%

Volatility

FLMI vs. TAXI - Volatility Comparison


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Volatility by Period


FLMITAXIDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.00%

Volatility (6M)

Calculated over the trailing 6-month period

2.03%

Volatility (1Y)

Calculated over the trailing 1-year period

3.09%

1.90%

+1.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.45%

1.90%

+2.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.72%

1.90%

+2.82%

FLMI vs. TAXI - Expense Ratio Comparison

FLMI has a 0.30% expense ratio, which is higher than TAXI's 0.05% expense ratio.


Dividends

FLMI vs. TAXI - Dividend Comparison

FLMI's dividend yield for the trailing twelve months is around 3.87%, more than TAXI's 2.00% yield.


PositionTTM202520242023202220212020201920182017
FLMI
Franklin Liberty Federal Intermediate Tax-Free Bond Opportunities ETF
3.87%3.89%4.08%3.71%3.08%2.22%2.09%2.71%2.41%0.34%
TAXI
Northern Trust Intermediate Tax-Exempt Bond ETF
2.00%0.85%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FLMI and TAXI have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

TAXI is cheaper with a 0.05% expense ratio, compared with 0.30% for FLMI.

FLMI has the higher dividend yield at 3.87%, compared with 2.00% for TAXI.

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

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