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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 0.65% return, which is significantly higher than TAXI's -0.04% return.


INMU

1D
0.12%
1M
-1.65%
6M
-0.66%
YTD
0.65%
1Y
4.95%
3Y*
4.27%
5Y*
1.36%
10Y*
ALL TIME*
1.83%

TAXI

1D
0.02%
1M
-1.27%
6M
-0.92%
YTD
-0.04%
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)
$5.47M$4.77M$4.63M
$829.70K$728.87K$911.81K

INMU vs. TAXI - Yearly Performance Comparison


Correlation

The correlation between INMU and TAXI is 0.69, 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

0.69

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Return for Risk

INMU vs. TAXI — Risk / Return Rank

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

INMU
INMU Risk / Return Rank: 7070
Overall Rank
INMU Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
INMU Sortino Ratio Rank: 8080
Sortino Ratio Rank
INMU Omega Ratio Rank: 8888
Omega Ratio Rank
INMU Calmar Ratio Rank: 5050
Calmar Ratio Rank
INMU Martin Ratio Rank: 4949
Martin Ratio Rank

TAXI

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.

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.

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.


INMUTAXIDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.42

Calmar ratioReturn relative to maximum drawdown

1.92

Martin ratioReturn relative to average drawdown

5.95

INMU vs. TAXI - Sharpe Ratio Comparison


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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

-4.00%

Max Drawdown (5Y)

Largest decline over 5 years

-10.67%

Current Drawdown

Current decline from peak

-1.71%

-1.75%

+0.04%

Average Drawdown

Average peak-to-trough decline

-2.75%

-0.54%

-2.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.83%

Volatility

INMU vs. TAXI - Volatility Comparison


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Volatility by Period


INMUTAXIDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.79%

Volatility (6M)

Calculated over the trailing 6-month period

2.00%

Volatility (1Y)

Calculated over the trailing 1-year period

2.54%

1.95%

+0.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.62%

1.95%

+1.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.51%

1.95%

+1.56%

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 3.41%, more than TAXI's 2.51% yield.


PositionTTM20252024202320222021
INMU
BlackRock Intermediate Muni Income Bond ETF
3.41%3.48%3.47%3.44%1.92%1.14%
TAXI
Northern Trust Intermediate Tax-Exempt Bond ETF
2.51%0.85%0.00%0.00%0.00%0.00%

Frequently Asked Questions


INMU and TAXI have a correlation of 0.69, 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 3.41%, compared with 2.51% 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

Find the right allocation for INMU and TAXI

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