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GENM vs. IBMM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GENM vs. IBMM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Genter Capital Municipal Quality Intermediate ETF (GENM) and iShares iBonds Dec 2024 Term Muni Bond ETF (IBMM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


GENM

1D
0.39%
1M
0.62%
YTD
1.58%
6M
1.81%
1Y
5.02%
3Y*
5Y*
10Y*

IBMM

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GENM vs. IBMM - Yearly Performance Comparison


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Return for Risk

GENM vs. IBMM — Risk / Return Rank

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

GENM
GENM Risk / Return Rank: 5151
Overall Rank
GENM Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
GENM Sortino Ratio Rank: 5353
Sortino Ratio Rank
GENM Omega Ratio Rank: 5656
Omega Ratio Rank
GENM Calmar Ratio Rank: 4949
Calmar Ratio Rank
GENM Martin Ratio Rank: 4747
Martin Ratio Rank

IBMM
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.

GENM vs. IBMM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Genter Capital Municipal Quality Intermediate ETF (GENM) and iShares iBonds Dec 2024 Term Muni Bond ETF (IBMM). 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.


GENMIBMMDifference

Sharpe ratio

Return per unit of total volatility

1.75

Sortino ratio

Return per unit of downside risk

2.63

Omega ratio

Gain probability vs. loss probability

1.36

Calmar ratio

Return relative to maximum drawdown

2.47

Martin ratio

Return relative to average drawdown

8.02

GENM vs. IBMM - Sharpe Ratio Comparison


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Sharpe Ratios by Period


GENMIBMMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.75

Sharpe Ratio (All Time)

Calculated using the full available price history

1.42

Drawdowns

GENM vs. IBMM - Drawdown Comparison

The maximum GENM drawdown since its inception was -2.41%, which is greater than IBMM's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for GENM and IBMM.


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Drawdown Indicators


GENMIBMMDifference

Max Drawdown

Largest peak-to-trough decline

-2.41%

0.00%

-2.41%

Max Drawdown (1Y)

Largest decline over 1 year

-2.15%

Current Drawdown

Current decline from peak

-0.48%

0.00%

-0.48%

Average Drawdown

Average peak-to-trough decline

-0.49%

0.00%

-0.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.66%

Volatility

GENM vs. IBMM - Volatility Comparison


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Volatility by Period


GENMIBMMDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.61%

Volatility (6M)

Calculated over the trailing 6-month period

1.86%

Volatility (1Y)

Calculated over the trailing 1-year period

2.89%

0.00%

+2.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.16%

0.00%

+3.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.16%

0.00%

+3.16%

GENM vs. IBMM - Expense Ratio Comparison

GENM has a 0.39% expense ratio, which is higher than IBMM's 0.18% expense ratio.


Dividends

GENM vs. IBMM - Dividend Comparison

GENM's dividend yield for the trailing twelve months is around 2.92%, while IBMM has not paid dividends to shareholders.


Frequently Asked Questions


On fees, IBMM is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IBMM is cheaper with a 0.18% expense ratio, compared with 0.39% for GENM.

GENM has the higher dividend yield at 2.92%, compared with 0.00% for IBMM.

They also come from different issuers: Genter Capital and iShares. Their fees differ too: 0.39% for GENM and 0.18% for IBMM.

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