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IBMQ vs. TAXS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBMQ vs. TAXS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2028 Term Muni Bond ETF (IBMQ) and Northern Trust Short-Term Tax-Exempt Bond ETF (TAXS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IBMQ achieves a 0.69% return, which is significantly lower than TAXS's 0.93% return.


IBMQ

1D
-0.08%
1M
0.16%
YTD
0.69%
6M
1.27%
1Y
3.49%
3Y*
2.96%
5Y*
0.48%
10Y*

TAXS

1D
0.06%
1M
0.38%
YTD
0.93%
6M
1.33%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBMQ vs. TAXS - Yearly Performance Comparison


Correlation

The correlation between IBMQ and TAXS is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Aug 20, 2025

0.44

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Return for Risk

IBMQ vs. TAXS — Risk / Return Rank

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

IBMQ
IBMQ Risk / Return Rank: 7777
Overall Rank
IBMQ Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
IBMQ Sortino Ratio Rank: 9292
Sortino Ratio Rank
IBMQ Omega Ratio Rank: 9191
Omega Ratio Rank
IBMQ Calmar Ratio Rank: 6464
Calmar Ratio Rank
IBMQ Martin Ratio Rank: 4949
Martin Ratio Rank

TAXS
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.

IBMQ vs. TAXS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2028 Term Muni Bond ETF (IBMQ) and Northern Trust Short-Term Tax-Exempt Bond ETF (TAXS). 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.


IBMQTAXSDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.61

Calmar ratioReturn relative to maximum drawdown

3.11

Martin ratioReturn relative to average drawdown

8.20

IBMQ vs. TAXS - Sharpe Ratio Comparison


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Sharpe Ratios by Period


IBMQTAXSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.91

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

2.78

-2.42

Drawdowns

IBMQ vs. TAXS - Drawdown Comparison

The maximum IBMQ drawdown since its inception was -15.85%, which is greater than TAXS's maximum drawdown of -0.84%. Use the drawdown chart below to compare losses from any high point for IBMQ and TAXS.


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Drawdown Indicators


IBMQTAXSDifference

Max Drawdown

Largest peak-to-trough decline

-15.85%

-0.84%

-15.01%

Max Drawdown (1Y)

Largest decline over 1 year

-1.13%

Max Drawdown (3Y)

Largest decline over 3 years

-3.57%

Max Drawdown (5Y)

Largest decline over 5 years

-11.51%

Current Drawdown

Current decline from peak

-0.33%

-0.09%

-0.24%

Average Drawdown

Average peak-to-trough decline

-3.26%

-0.24%

-3.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.43%

Volatility

IBMQ vs. TAXS - Volatility Comparison


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Volatility by Period


IBMQTAXSDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.34%

Volatility (6M)

Calculated over the trailing 6-month period

0.88%

Volatility (1Y)

Calculated over the trailing 1-year period

1.21%

1.00%

+0.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.96%

1.00%

+1.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.55%

1.00%

+4.55%

IBMQ vs. TAXS - Expense Ratio Comparison

IBMQ has a 0.18% expense ratio, which is higher than TAXS's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

IBMQ vs. TAXS - Dividend Comparison

IBMQ's dividend yield for the trailing twelve months is around 2.45%, more than TAXS's 1.83% yield.


PositionTTM2025202420232022202120202019
IBMQ
iShares iBonds Dec 2028 Term Muni Bond ETF
2.45%2.43%2.33%1.93%1.25%1.05%1.24%1.03%
TAXS
Northern Trust Short-Term Tax-Exempt Bond ETF
1.83%0.74%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IBMQ and TAXS have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

TAXS is cheaper with a 0.05% expense ratio, compared with 0.18% for IBMQ.

IBMQ has the higher dividend yield at 2.45%, compared with 1.83% for TAXS.

IBMQ tracks S&P AMT-Free Municipal Series Callable-Adjusted Dec 2028 Index, while TAXS tracks ICE Short Term Focused Municipal Bond Index. They also come from different issuers: iShares and Northern Trust. Their fees differ too: 0.18% for IBMQ and 0.05% for TAXS.

Portfolio Optimizer

Find the right allocation for IBMQ and TAXS

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