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FLTB vs. TAXS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FLTB vs. TAXS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Limited Term Bond ETF (FLTB) 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, FLTB achieves a 0.84% return, which is significantly lower than TAXS's 0.99% return.


FLTB

1D
0.03%
1M
0.30%
YTD
0.84%
6M
1.18%
1Y
4.37%
3Y*
5.52%
5Y*
2.26%
10Y*
2.47%

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)

FLTB vs. TAXS - Yearly Performance Comparison


Correlation

The correlation between FLTB and TAXS is 0.39, 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

0.39

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Return for Risk

FLTB vs. TAXS — Risk / Return Rank

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

FLTB
FLTB Risk / Return Rank: 6666
Overall Rank
FLTB Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
FLTB Sortino Ratio Rank: 7272
Sortino Ratio Rank
FLTB Omega Ratio Rank: 6666
Omega Ratio Rank
FLTB Calmar Ratio Rank: 6060
Calmar Ratio Rank
FLTB Martin Ratio Rank: 6868
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.

FLTB vs. TAXS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Limited Term Bond ETF (FLTB) 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.


FLTBTAXSDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.39

Calmar ratioReturn relative to maximum drawdown

2.88

Martin ratioReturn relative to average drawdown

12.23

FLTB vs. TAXS - Sharpe Ratio Comparison


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Sharpe Ratios by Period


FLTBTAXSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.81

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

2.85

-2.01

Drawdowns

FLTB vs. TAXS - Drawdown Comparison

The maximum FLTB drawdown since its inception was -9.37%, which is greater than TAXS's maximum drawdown of -0.84%. Use the drawdown chart below to compare losses from any high point for FLTB and TAXS.


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Drawdown Indicators


FLTBTAXSDifference

Max Drawdown

Largest peak-to-trough decline

-9.37%

-0.84%

-8.53%

Max Drawdown (1Y)

Largest decline over 1 year

-1.52%

Max Drawdown (3Y)

Largest decline over 3 years

-1.52%

Max Drawdown (5Y)

Largest decline over 5 years

-9.26%

Max Drawdown (10Y)

Largest decline over 10 years

-9.37%

Current Drawdown

Current decline from peak

-0.26%

-0.03%

-0.23%

Average Drawdown

Average peak-to-trough decline

-1.40%

-0.24%

-1.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.36%

Volatility

FLTB vs. TAXS - Volatility Comparison


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Volatility by Period


FLTBTAXSDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.62%

Volatility (6M)

Calculated over the trailing 6-month period

1.63%

Volatility (1Y)

Calculated over the trailing 1-year period

2.13%

1.00%

+1.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.80%

1.00%

+1.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.94%

1.00%

+1.94%

FLTB vs. TAXS - Expense Ratio Comparison

FLTB has a 0.25% 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

FLTB vs. TAXS - Dividend Comparison

FLTB's dividend yield for the trailing twelve months is around 4.36%, more than TAXS's 1.82% yield.


PositionTTM20252024202320222021202020192018201720162015
FLTB
Fidelity Limited Term Bond ETF
4.36%4.31%4.11%3.20%1.63%0.89%1.56%2.67%2.50%1.78%1.59%1.63%
TAXS
Northern Trust Short-Term Tax-Exempt Bond ETF
1.82%0.74%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FLTB and TAXS have a correlation of 0.39, 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 0.25% for FLTB.

FLTB has the higher dividend yield at 4.36%, compared with 1.82% for TAXS.

FLTB is categorized as Short-Term Bond, while TAXS is Municipal Bonds. They also come from different issuers: Fidelity and Northern Trust. Their fees differ too: 0.25% for FLTB and 0.05% for TAXS.

Portfolio Optimizer

Find the right allocation for FLTB and TAXS

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