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JMUB vs. TAXT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JMUB vs. TAXT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Municipal ETF (JMUB) 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

The year-to-date returns for both stocks are quite close, with JMUB having a 1.47% return and TAXT slightly lower at 1.45%.


JMUB

1D
-0.01%
1M
1.27%
YTD
1.47%
6M
1.63%
1Y
5.65%
3Y*
3.69%
5Y*
1.27%
10Y*

TAXT

1D
-0.13%
1M
0.99%
YTD
1.45%
6M
1.56%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JMUB vs. TAXT - Yearly Performance Comparison


2026 (YTD)2025
JMUB
JPMorgan Municipal ETF
1.47%3.70%
TAXT
Northern Trust Tax-Exempt Bond ETF
1.45%3.91%

Correlation

The correlation between JMUB and TAXT is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.88

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Return for Risk

JMUB vs. TAXT — Risk / Return Rank

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

JMUB
JMUB Risk / Return Rank: 6969
Overall Rank
JMUB Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
JMUB Sortino Ratio Rank: 8282
Sortino Ratio Rank
JMUB Omega Ratio Rank: 8888
Omega Ratio Rank
JMUB Calmar Ratio Rank: 4747
Calmar Ratio Rank
JMUB Martin Ratio Rank: 4848
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) 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.

JMUB vs. TAXT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Municipal ETF (JMUB) 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.


JMUBTAXTDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.52

Calmar ratioReturn relative to maximum drawdown

2.22

Martin ratioReturn relative to average drawdown

7.63

JMUB vs. TAXT - Sharpe Ratio Comparison


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Drawdowns

JMUB vs. TAXT - Drawdown Comparison

The maximum JMUB drawdown since its inception was -12.50%, which is greater than TAXT's maximum drawdown of -2.49%. Use the drawdown chart below to compare losses from any high point for JMUB and TAXT.


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Drawdown Indicators


JMUBTAXTDifference

Max Drawdown

Largest peak-to-trough decline

-12.50%

-2.49%

-10.01%

Max Drawdown (1Y)

Largest decline over 1 year

-2.55%

Max Drawdown (3Y)

Largest decline over 3 years

-4.79%

Max Drawdown (5Y)

Largest decline over 5 years

-12.06%

Current Drawdown

Current decline from peak

-0.39%

-0.62%

+0.23%

Average Drawdown

Average peak-to-trough decline

-2.50%

-0.48%

-2.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.74%

Volatility

JMUB vs. TAXT - Volatility Comparison


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Volatility by Period


JMUBTAXTDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.69%

Volatility (6M)

Calculated over the trailing 6-month period

1.87%

Volatility (1Y)

Calculated over the trailing 1-year period

2.39%

2.53%

-0.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.33%

2.53%

+0.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.13%

2.53%

+1.60%

JMUB vs. TAXT - Expense Ratio Comparison

JMUB has a 0.18% expense ratio, which is higher than TAXT'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

JMUB vs. TAXT - Dividend Comparison

JMUB's dividend yield for the trailing twelve months is around 3.59%, more than TAXT's 2.55% yield.


PositionTTM20252024202320222021202020192018
JMUB
JPMorgan Municipal ETF
3.59%3.52%3.50%3.20%2.16%1.94%2.13%3.66%0.45%
TAXT
Northern Trust Tax-Exempt Bond ETF
2.55%1.23%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


JMUB and TAXT have a correlation of 0.88, 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 0.18% for JMUB.

JMUB has the higher dividend yield at 3.59%, compared with 2.55% for TAXT.

They also come from different issuers: JPMorgan and Northern Trust. Their fees differ too: 0.18% for JMUB and 0.05% for TAXT.

Portfolio Optimizer

Find the right allocation for JMUB and TAXT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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