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GMNY vs. TAXT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GMNY vs. TAXT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Dynamic New York Municipal Income ETF (GMNY) 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, GMNY achieves a 1.02% return, which is significantly higher than TAXT's 0.32% return.


GMNY

1D
-0.09%
1M
-1.34%
6M
0.27%
YTD
1.02%
1Y
4.75%
3Y*
5Y*
10Y*
ALL TIME*
2.79%

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)
$150.89K$140.38K$172.55K
$101.60K$96.04K$143.38K

GMNY vs. TAXT - Yearly Performance Comparison


Correlation

The correlation between GMNY and TAXT is 0.76, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


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

0.76

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Return for Risk

GMNY vs. TAXT — Risk / Return Rank

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

GMNY
GMNY Risk / Return Rank: 7979
Overall Rank
GMNY Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
GMNY Sortino Ratio Rank: 8484
Sortino Ratio Rank
GMNY Omega Ratio Rank: 8888
Omega Ratio Rank
GMNY Calmar Ratio Rank: 6969
Calmar Ratio Rank
GMNY Martin Ratio Rank: 7171
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.

GMNY vs. TAXT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Dynamic New York Municipal Income ETF (GMNY) 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.


GMNYTAXTDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.40

Calmar ratioReturn relative to maximum drawdown

2.43

Martin ratioReturn relative to average drawdown

8.80

GMNY vs. TAXT - Sharpe Ratio Comparison


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Drawdowns

GMNY vs. TAXT - Drawdown Comparison

The maximum GMNY drawdown since its inception was -4.00%, which is greater than TAXT's maximum drawdown of -2.49%. Use the drawdown chart below to compare losses from any high point for GMNY and TAXT.


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Drawdown Indicators


GMNYTAXTDifference

Max Drawdown

Largest peak-to-trough decline

-4.00%

-2.49%

-1.51%

Max Drawdown (1Y)

Largest decline over 1 year

-2.21%

Current Drawdown

Current decline from peak

-1.37%

-1.72%

+0.35%

Average Drawdown

Average peak-to-trough decline

-0.88%

-0.52%

-0.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.61%

Volatility

GMNY vs. TAXT - Volatility Comparison


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Volatility by Period


GMNYTAXTDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.71%

Volatility (6M)

Calculated over the trailing 6-month period

2.11%

Volatility (1Y)

Calculated over the trailing 1-year period

2.73%

2.57%

+0.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.52%

2.57%

+0.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.52%

2.57%

+0.95%

GMNY vs. TAXT - Expense Ratio Comparison

GMNY has a 0.30% expense ratio, which is higher than TAXT's 0.05% expense ratio.


Dividends

GMNY vs. TAXT - Dividend Comparison

GMNY's dividend yield for the trailing twelve months is around 3.33%, more than TAXT's 2.86% yield.


PositionTTM20252024
GMNY
Goldman Sachs Dynamic New York Municipal Income ETF
3.17%3.33%1.47%
TAXT
Northern Trust Tax-Exempt Bond ETF
2.86%1.23%0.00%

Frequently Asked Questions


GMNY and TAXT have a correlation of 0.76, 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 0.30% for GMNY.

GMNY has the higher dividend yield at 3.17%, compared with 2.86% for TAXT.

They also come from different issuers: Goldman Sachs and Northern Trust. Their fees differ too: 0.30% for GMNY and 0.05% for TAXT.

Portfolio Optimizer

Find the right allocation for GMNY and TAXT

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