IBMO vs. TSCM
IBMO (iShares iBonds Dec 2026 Term Muni Bond ETF) and TSCM (TimesSquare Quality Mid Cap Growth ETF) are both exchange-traded funds - IBMO is a Municipal Bonds fund tracking the S&P AMT-Free Municipal Series Callable-Adjusted Dec 2026 Index, while TSCM is a Quality Factor fund actively managed by TimesSquare. IBMO is passively managed, while TSCM is actively managed. Their 0.05 correlation means their historical movements had little consistent relationship. IBMO charges 0.18%/yr vs 0.55%/yr for TSCM.
Performance
IBMO vs. TSCM - Performance Comparison
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Returns By Period
In the year-to-date period, IBMO achieves a 1.22% return, which is significantly lower than TSCM's 4.10% return.
IBMO
- 1D
- -0.04%
- 1M
- 0.16%
- 6M
- 1.09%
- YTD
- 1.22%
- 1Y
- 2.34%
- 3Y*
- 3.01%
- 5Y*
- 0.62%
- 10Y*
- —
- ALL TIME*
- 1.84%
TSCM
- 1D
- 2.18%
- 1M
- -3.02%
- 6M
- 10.54%
- YTD
- 4.10%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.89M | $1.94M | $1.71M | |
| $29.97K | $30.73K | $32.55K |
IBMO vs. TSCM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
IBMO iShares iBonds Dec 2026 Term Muni Bond ETF | 1.22% | -0.03% |
TSCM TimesSquare Quality Mid Cap Growth ETF | 4.10% | -1.32% |
Correlation
The correlation between IBMO and TSCM is 0.05, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Dec 30, 2025 | 0.05 |
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Return for Risk
IBMO vs. TSCM — Risk / Return Rank
IBMO
TSCM
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
IBMO vs. TSCM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2026 Term Muni Bond ETF (IBMO) and TimesSquare Quality Mid Cap Growth ETF (TSCM). 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.
| IBMO | TSCM | Difference | |
|---|---|---|---|
| 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 | 6.22 | — | — |
| Martin ratioReturn relative to average drawdown | 18.35 | — | — |
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Drawdowns
IBMO vs. TSCM - Drawdown Comparison
The maximum IBMO drawdown since its inception was -14.77%, roughly equal to the maximum TSCM drawdown of -14.87%. Use the drawdown chart below to compare losses from any high point for IBMO and TSCM.
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Drawdown Indicators
| IBMO | TSCM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.77% | -14.87% | +0.10% |
Max Drawdown (1Y)Largest decline over 1 year | -0.38% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -1.21% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -8.77% | — | — |
Current DrawdownCurrent decline from peak | -0.04% | -4.68% | +4.64% |
Average DrawdownAverage peak-to-trough decline | -2.27% | -5.45% | +3.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.13% | — | — |
Volatility
IBMO vs. TSCM - Volatility Comparison
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Volatility by Period
| IBMO | TSCM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.36% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 0.72% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 1.14% | 21.15% | -20.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.14% | 21.15% | -19.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.47% | 21.15% | -16.68% |
IBMO vs. TSCM - Expense Ratio Comparison
IBMO has a 0.18% expense ratio, which is lower than TSCM's 0.55% expense ratio.
Dividends
IBMO vs. TSCM - Dividend Comparison
IBMO's dividend yield for the trailing twelve months is around 2.40%, while TSCM has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
IBMO iShares iBonds Dec 2026 Term Muni Bond ETF | 2.40% | 2.37% | 2.15% | 1.65% | 0.89% | 0.62% | 1.03% | 1.01% |
TSCM TimesSquare Quality Mid Cap Growth ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IBMO and TSCM have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IBMO is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IBMO is cheaper with a 0.18% expense ratio, compared with 0.55% for TSCM.
IBMO has the higher dividend yield at 2.40%, compared with 0.00% for TSCM.
IBMO is categorized as Municipal Bonds, while TSCM is Quality Factor. They also come from different issuers: iShares and TimesSquare. Their fees differ too: 0.18% for IBMO and 0.55% for TSCM.
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