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GENM vs. MUB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GENM vs. MUB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Genter Capital Municipal Quality Intermediate ETF (GENM) and iShares National AMT-Free Muni Bond ETF (MUB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GENM achieves a 1.28% return, which is significantly lower than MUB's 1.48% return.


GENM

1D
0.10%
1M
0.62%
YTD
1.28%
6M
1.41%
1Y
4.35%
3Y*
5Y*
10Y*

MUB

1D
-0.06%
1M
1.29%
YTD
1.48%
6M
1.78%
1Y
6.40%
3Y*
3.19%
5Y*
0.93%
10Y*
1.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GENM vs. MUB - Yearly Performance Comparison


Correlation

The correlation between GENM and MUB is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.41

Correlation (All Time)
Calculated using the full available price history since May 22, 2024

0.57

The correlation between GENM and MUB shifts across timeframes, from 0.41 (1 year) to 0.57 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

GENM vs. MUB — Risk / Return Rank

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

GENM
GENM Risk / Return Rank: 4848
Overall Rank
GENM Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
GENM Sortino Ratio Rank: 5151
Sortino Ratio Rank
GENM Omega Ratio Rank: 5353
Omega Ratio Rank
GENM Calmar Ratio Rank: 4545
Calmar Ratio Rank
GENM Martin Ratio Rank: 4242
Martin Ratio Rank

MUB
MUB Risk / Return Rank: 6666
Overall Rank
MUB Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
MUB Sortino Ratio Rank: 7777
Sortino Ratio Rank
MUB Omega Ratio Rank: 8282
Omega Ratio Rank
MUB Calmar Ratio Rank: 4848
Calmar Ratio Rank
MUB Martin Ratio Rank: 4949
Martin Ratio Rank
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. MUB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Genter Capital Municipal Quality Intermediate ETF (GENM) and iShares National AMT-Free Muni Bond ETF (MUB). 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.


GENMMUBDifference
Sharpe ratioReturn per unit of total volatility

-0.71

Sortino ratioReturn per unit of downside risk

-0.99

Omega ratioGain probability vs. loss probability

1.30

1.46

-0.16

Calmar ratioReturn relative to maximum drawdown

2.03

2.31

-0.28

Martin ratioReturn relative to average drawdown

6.30

8.02

-1.72

GENM vs. MUB - Sharpe Ratio Comparison

The current GENM Sharpe Ratio is 1.52, which is lower than the MUB Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of GENM and MUB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

GENM vs. MUB - Drawdown Comparison

The maximum GENM drawdown since its inception was -2.41%, smaller than the maximum MUB drawdown of -13.68%. Use the drawdown chart below to compare losses from any high point for GENM and MUB.


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Drawdown Indicators


GENMMUBDifference

Max Drawdown

Largest peak-to-trough decline

-2.41%

-13.68%

+11.27%

Max Drawdown (1Y)

Largest decline over 1 year

-2.15%

-2.79%

+0.64%

Max Drawdown (3Y)

Largest decline over 3 years

-5.34%

Max Drawdown (5Y)

Largest decline over 5 years

-11.88%

Max Drawdown (10Y)

Largest decline over 10 years

-13.68%

Current Drawdown

Current decline from peak

-0.77%

-0.47%

-0.30%

Average Drawdown

Average peak-to-trough decline

-0.50%

-2.23%

+1.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.69%

0.80%

-0.11%

Volatility

GENM vs. MUB - Volatility Comparison

Genter Capital Municipal Quality Intermediate ETF (GENM) has a higher volatility of 0.84% compared to iShares National AMT-Free Muni Bond ETF (MUB) at 0.77%. This indicates that GENM's price experiences larger fluctuations and is considered to be riskier than MUB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GENMMUBDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.84%

0.77%

+0.07%

Volatility (6M)

Calculated over the trailing 6-month period

1.94%

2.27%

-0.33%

Volatility (1Y)

Calculated over the trailing 1-year period

2.87%

2.88%

-0.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.15%

4.07%

-0.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.15%

4.92%

-1.77%

GENM vs. MUB - Expense Ratio Comparison

GENM has a 0.39% expense ratio, which is higher than MUB's 0.07% expense ratio.


Dividends

GENM vs. MUB - Dividend Comparison

GENM's dividend yield for the trailing twelve months is around 2.93%, less than MUB's 3.17% yield.


PositionTTM20252024202320222021202020192018201720162015
GENM
Genter Capital Municipal Quality Intermediate ETF
2.93%2.88%2.19%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MUB
iShares National AMT-Free Muni Bond ETF
3.17%3.14%3.01%2.65%2.11%1.81%2.11%2.42%2.46%2.26%2.21%2.51%

Frequently Asked Questions


GENM and MUB have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GENM has higher volatility (0.84%) compared to MUB (0.77%). In terms of maximum drawdown, GENM dropped -2.41% vs MUB's -13.68%.

On 1-year performance, MUB leads with 6.40% vs 4.35% for GENM. On fees, MUB is cheaper at 0.07% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, MUB has performed better with a 6.40% return vs 4.35%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

MUB is cheaper with a 0.07% expense ratio, compared with 0.39% for GENM.

MUB has the higher dividend yield at 3.17%, compared with 2.93% for GENM.

They also come from different issuers: Genter Capital and iShares. Their fees differ too: 0.39% for GENM and 0.07% for MUB.

MUB currently has the higher Sharpe Ratio (2.23 vs 1.52), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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