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FMB vs. TAXT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FMB vs. TAXT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Managed Municipal ETF (FMB) and Northern Trust Tax-Exempt Bond ETF (TAXT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FMB achieves a 0.43% return, which is significantly higher than TAXT's 0.32% return.


FMB

1D
-0.08%
1M
-1.95%
6M
-0.43%
YTD
0.43%
1Y
4.66%
3Y*
3.18%
5Y*
0.26%
10Y*
2.03%
ALL TIME*
2.81%

TAXT

1D
-0.08%
1M
-1.57%
6M
-0.46%
YTD
0.32%
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)
$8.44M$8.53M$7.75M
$101.60K$96.04K$143.38K

FMB vs. TAXT - Yearly Performance Comparison


Correlation

The correlation between FMB and TAXT is 0.86, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (All Time)
Calculated using the full available price history since Aug 19, 2025

0.86

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Return for Risk

FMB vs. TAXT — Risk / Return Rank

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

FMB
FMB Risk / Return Rank: 7373
Overall Rank
FMB Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
FMB Sortino Ratio Rank: 8383
Sortino Ratio Rank
FMB Omega Ratio Rank: 9090
Omega Ratio Rank
FMB Calmar Ratio Rank: 5555
Calmar Ratio Rank
FMB Martin Ratio Rank: 5555
Martin Ratio Rank

TAXT

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.

FMB vs. TAXT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Managed Municipal ETF (FMB) and Northern Trust Tax-Exempt Bond ETF (TAXT). 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.


FMBTAXTDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.41

Calmar ratioReturn relative to maximum drawdown

1.95

Martin ratioReturn relative to average drawdown

6.46

FMB vs. TAXT - Sharpe Ratio Comparison


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Drawdowns

FMB vs. TAXT - Drawdown Comparison

The maximum FMB drawdown since its inception was -14.16%, which is greater than TAXT's maximum drawdown of -2.49%. Use the drawdown chart below to compare losses from any high point for FMB and TAXT.


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Drawdown Indicators


FMBTAXTDifference

Max Drawdown

Largest peak-to-trough decline

-14.16%

-2.49%

-11.67%

Max Drawdown (1Y)

Largest decline over 1 year

-2.73%

Max Drawdown (3Y)

Largest decline over 3 years

-4.44%

Max Drawdown (5Y)

Largest decline over 5 years

-14.08%

Max Drawdown (10Y)

Largest decline over 10 years

-14.16%

Current Drawdown

Current decline from peak

-1.97%

-1.72%

-0.25%

Average Drawdown

Average peak-to-trough decline

-2.59%

-0.52%

-2.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.82%

Volatility

FMB vs. TAXT - Volatility Comparison


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Volatility by Period


FMBTAXTDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.88%

Volatility (6M)

Calculated over the trailing 6-month period

2.14%

Volatility (1Y)

Calculated over the trailing 1-year period

2.74%

2.57%

+0.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.73%

2.57%

+1.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.53%

2.57%

+1.96%

FMB vs. TAXT - Expense Ratio Comparison

FMB has a 0.50% expense ratio, which is higher than TAXT's 0.05% expense ratio.


Dividends

FMB vs. TAXT - Dividend Comparison

FMB's dividend yield for the trailing twelve months is around 3.62%, more than TAXT's 2.86% yield.


PositionTTM20252024202320222021202020192018201720162015
FMB
First Trust Managed Municipal ETF
3.62%3.37%3.22%2.98%2.47%1.96%2.19%2.47%2.58%2.49%2.93%3.07%
TAXT
Northern Trust Tax-Exempt Bond ETF
2.86%1.23%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FMB and TAXT have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

TAXT is cheaper with a 0.05% expense ratio, compared with 0.50% for FMB.

FMB has the higher dividend yield at 3.62%, compared with 2.86% for TAXT.

They also come from different issuers: First Trust and Northern Trust. Their fees differ too: 0.50% for FMB and 0.05% for TAXT.

Portfolio Optimizer

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