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LISAX vs. MUB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LISAX vs. MUB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lord Abbett Intermediate Tax Free Fund (LISAX) and iShares National AMT-Free Muni Bond ETF (MUB). The values are adjusted to include any dividend payments, if applicable.

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LISAX vs. MUB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LISAX
Lord Abbett Intermediate Tax Free Fund
-0.69%5.22%2.15%5.89%-10.61%2.08%4.16%7.85%1.14%5.09%
MUB
iShares National AMT-Free Muni Bond ETF
-0.37%3.78%1.26%5.56%-7.34%1.02%5.12%7.06%0.93%4.72%

Returns By Period

In the year-to-date period, LISAX achieves a -0.69% return, which is significantly lower than MUB's -0.37% return. Both investments have delivered pretty close results over the past 10 years, with LISAX having a 1.87% annualized return and MUB not far ahead at 1.96%.


LISAX

1D
0.10%
1M
-3.04%
YTD
-0.69%
6M
0.86%
1Y
4.14%
3Y*
3.29%
5Y*
0.63%
10Y*
1.87%

MUB

1D
0.19%
1M
-2.28%
YTD
-0.37%
6M
1.28%
1Y
3.94%
3Y*
2.53%
5Y*
0.79%
10Y*
1.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LISAX vs. MUB - Expense Ratio Comparison

LISAX has a 0.71% expense ratio, which is higher than MUB's 0.07% expense ratio.


Return for Risk

LISAX vs. MUB — Risk / Return Rank

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

LISAX
LISAX Risk / Return Rank: 6464
Overall Rank
LISAX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
LISAX Sortino Ratio Rank: 6464
Sortino Ratio Rank
LISAX Omega Ratio Rank: 8484
Omega Ratio Rank
LISAX Calmar Ratio Rank: 5555
Calmar Ratio Rank
LISAX Martin Ratio Rank: 4747
Martin Ratio Rank

MUB
MUB Risk / Return Rank: 5454
Overall Rank
MUB Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
MUB Sortino Ratio Rank: 4949
Sortino Ratio Rank
MUB Omega Ratio Rank: 6060
Omega Ratio Rank
MUB Calmar Ratio Rank: 5555
Calmar Ratio Rank
MUB Martin Ratio Rank: 4545
Martin Ratio Rank
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.

LISAX vs. MUB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lord Abbett Intermediate Tax Free Fund (LISAX) and iShares National AMT-Free Muni Bond ETF (MUB). 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.


LISAXMUBDifference

Sharpe ratio

Return per unit of total volatility

1.21

0.96

+0.25

Sortino ratio

Return per unit of downside risk

1.62

1.25

+0.38

Omega ratio

Gain probability vs. loss probability

1.34

1.21

+0.13

Calmar ratio

Return relative to maximum drawdown

1.30

1.27

+0.03

Martin ratio

Return relative to average drawdown

4.63

4.07

+0.56

LISAX vs. MUB - Sharpe Ratio Comparison

The current LISAX Sharpe Ratio is 1.21, which is comparable to the MUB Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of LISAX and MUB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


LISAXMUBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.21

0.96

+0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

0.20

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.40

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.94

0.57

+0.36

Correlation

The correlation between LISAX and MUB is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

LISAX vs. MUB - Dividend Comparison

LISAX's dividend yield for the trailing twelve months is around 3.46%, more than MUB's 3.19% yield.


TTM20252024202320222021202020192018201720162015
LISAX
Lord Abbett Intermediate Tax Free Fund
3.46%3.95%2.91%2.51%1.80%2.06%2.33%2.85%2.62%2.42%2.60%2.82%
MUB
iShares National AMT-Free Muni Bond ETF
3.19%3.14%3.01%2.65%2.11%1.81%2.11%2.42%2.46%2.26%2.21%2.51%

Drawdowns

LISAX vs. MUB - Drawdown Comparison

The maximum LISAX drawdown since its inception was -15.18%, which is greater than MUB's maximum drawdown of -13.68%. Use the drawdown chart below to compare losses from any high point for LISAX and MUB.


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Drawdown Indicators


LISAXMUBDifference

Max Drawdown

Largest peak-to-trough decline

-15.18%

-13.68%

-1.50%

Max Drawdown (1Y)

Largest decline over 1 year

-3.71%

-3.30%

-0.41%

Max Drawdown (5Y)

Largest decline over 5 years

-15.18%

-11.88%

-3.30%

Max Drawdown (10Y)

Largest decline over 10 years

-15.18%

-13.68%

-1.50%

Current Drawdown

Current decline from peak

-3.04%

-2.28%

-0.76%

Average Drawdown

Average peak-to-trough decline

-2.17%

-2.24%

+0.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.04%

1.03%

+0.01%

Volatility

LISAX vs. MUB - Volatility Comparison

The current volatility for Lord Abbett Intermediate Tax Free Fund (LISAX) is 0.98%, while iShares National AMT-Free Muni Bond ETF (MUB) has a volatility of 1.53%. This indicates that LISAX experiences smaller price fluctuations and is considered to be less risky than MUB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LISAXMUBDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.98%

1.53%

-0.55%

Volatility (6M)

Calculated over the trailing 6-month period

1.61%

2.03%

-0.42%

Volatility (1Y)

Calculated over the trailing 1-year period

3.85%

4.14%

-0.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.33%

4.04%

-0.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.67%

4.91%

-1.24%