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INMU vs. TAXI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

INMU vs. TAXI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Intermediate Muni Income Bond ETF (INMU) and Northern Trust Intermediate Tax-Exempt Bond ETF (TAXI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, INMU achieves a 1.73% return, which is significantly higher than TAXI's 0.94% return.


INMU

1D
0.00%
1M
0.57%
YTD
1.73%
6M
1.98%
1Y
7.17%
3Y*
4.89%
5Y*
1.78%
10Y*

TAXI

1D
-0.03%
1M
0.46%
YTD
0.94%
6M
1.55%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

INMU vs. TAXI - Yearly Performance Comparison


Correlation

The correlation between INMU and TAXI is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.65

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Return for Risk

INMU vs. TAXI — Risk / Return Rank

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

INMU
INMU Risk / Return Rank: 7676
Overall Rank
INMU Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
INMU Sortino Ratio Rank: 9090
Sortino Ratio Rank
INMU Omega Ratio Rank: 9393
Omega Ratio Rank
INMU Calmar Ratio Rank: 5757
Calmar Ratio Rank
INMU Martin Ratio Rank: 5555
Martin Ratio Rank

TAXI
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.

INMU vs. TAXI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Intermediate Muni Income Bond ETF (INMU) and Northern Trust Intermediate Tax-Exempt Bond ETF (TAXI). 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.


INMUTAXIDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.65

Calmar ratioReturn relative to maximum drawdown

2.79

Martin ratioReturn relative to average drawdown

9.53

INMU vs. TAXI - Sharpe Ratio Comparison


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Sharpe Ratios by Period


INMUTAXIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.87

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

2.92

-2.33

Drawdowns

INMU vs. TAXI - Drawdown Comparison

The maximum INMU drawdown since its inception was -10.67%, which is greater than TAXI's maximum drawdown of -2.23%. Use the drawdown chart below to compare losses from any high point for INMU and TAXI.


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Drawdown Indicators


INMUTAXIDifference

Max Drawdown

Largest peak-to-trough decline

-10.67%

-2.23%

-8.44%

Max Drawdown (1Y)

Largest decline over 1 year

-2.58%

Max Drawdown (3Y)

Largest decline over 3 years

-4.88%

Max Drawdown (5Y)

Largest decline over 5 years

-10.67%

Current Drawdown

Current decline from peak

-0.66%

-0.79%

+0.13%

Average Drawdown

Average peak-to-trough decline

-2.81%

-0.46%

-2.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.75%

Volatility

INMU vs. TAXI - Volatility Comparison


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Volatility by Period


INMUTAXIDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.81%

Volatility (6M)

Calculated over the trailing 6-month period

1.88%

Volatility (1Y)

Calculated over the trailing 1-year period

2.51%

1.90%

+0.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.60%

1.90%

+1.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.54%

1.90%

+1.64%

INMU vs. TAXI - Expense Ratio Comparison

INMU has a 0.30% expense ratio, which is higher than TAXI's 0.05% expense ratio.


Dividends

INMU vs. TAXI - Dividend Comparison

INMU's dividend yield for the trailing twelve months is around 3.36%, more than TAXI's 2.00% yield.


PositionTTM20252024202320222021
INMU
BlackRock Intermediate Muni Income Bond ETF
3.36%3.48%3.47%3.44%1.92%1.14%
TAXI
Northern Trust Intermediate Tax-Exempt Bond ETF
2.00%0.85%0.00%0.00%0.00%0.00%

Frequently Asked Questions


INMU and TAXI have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

TAXI is cheaper with a 0.05% expense ratio, compared with 0.30% for INMU.

INMU has the higher dividend yield at 3.36%, compared with 2.00% for TAXI.

They also come from different issuers: BlackRock and Northern Trust. Their fees differ too: 0.30% for INMU and 0.05% for TAXI.

Portfolio Optimizer

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