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MEAR vs. TAXI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MEAR vs. TAXI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Short Maturity Municipal Bond ETF (MEAR) 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

The year-to-date returns for both stocks are quite close, with MEAR having a 1.02% return and TAXI slightly lower at 1.00%.


MEAR

1D
-0.04%
1M
0.26%
YTD
1.02%
6M
1.28%
1Y
3.23%
3Y*
3.55%
5Y*
2.42%
10Y*
1.78%

TAXI

1D
0.06%
1M
0.52%
YTD
1.00%
6M
1.53%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MEAR vs. TAXI - Yearly Performance Comparison


Correlation

The correlation between MEAR and TAXI is 0.35, 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

0.35

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Return for Risk

MEAR vs. TAXI — Risk / Return Rank

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

MEAR
MEAR Risk / Return Rank: 9595
Overall Rank
MEAR Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
MEAR Sortino Ratio Rank: 9797
Sortino Ratio Rank
MEAR Omega Ratio Rank: 9797
Omega Ratio Rank
MEAR Calmar Ratio Rank: 9393
Calmar Ratio Rank
MEAR Martin Ratio Rank: 9595
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.

MEAR vs. TAXI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Short Maturity Municipal Bond ETF (MEAR) 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.


MEARTAXIDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.88

Calmar ratioReturn relative to maximum drawdown

6.93

Martin ratioReturn relative to average drawdown

28.45

MEAR vs. TAXI - Sharpe Ratio Comparison


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Sharpe Ratios by Period


MEARTAXIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

2.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.18

Sharpe Ratio (All Time)

Calculated using the full available price history

1.11

2.95

-1.84

Drawdowns

MEAR vs. TAXI - Drawdown Comparison

The maximum MEAR drawdown since its inception was -2.68%, which is greater than TAXI's maximum drawdown of -2.23%. Use the drawdown chart below to compare losses from any high point for MEAR and TAXI.


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Drawdown Indicators


MEARTAXIDifference

Max Drawdown

Largest peak-to-trough decline

-2.68%

-2.23%

-0.45%

Max Drawdown (1Y)

Largest decline over 1 year

-0.47%

Max Drawdown (3Y)

Largest decline over 3 years

-0.86%

Max Drawdown (5Y)

Largest decline over 5 years

-1.12%

Max Drawdown (10Y)

Largest decline over 10 years

-2.68%

Current Drawdown

Current decline from peak

-0.04%

-0.74%

+0.70%

Average Drawdown

Average peak-to-trough decline

-0.19%

-0.46%

+0.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.11%

Volatility

MEAR vs. TAXI - Volatility Comparison


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Volatility by Period


MEARTAXIDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.24%

Volatility (6M)

Calculated over the trailing 6-month period

0.61%

Volatility (1Y)

Calculated over the trailing 1-year period

0.86%

1.90%

-1.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.98%

1.90%

-0.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.52%

1.90%

-0.38%

MEAR vs. TAXI - Expense Ratio Comparison

MEAR has a 0.25% expense ratio, which is higher than TAXI'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

MEAR vs. TAXI - Dividend Comparison

MEAR's dividend yield for the trailing twelve months is around 2.84%, more than TAXI's 2.00% yield.


PositionTTM20252024202320222021202020192018201720162015
MEAR
iShares Short Maturity Municipal Bond ETF
2.84%2.95%3.44%3.30%0.88%0.30%0.90%1.57%1.36%1.01%0.81%0.53%
TAXI
Northern Trust Intermediate Tax-Exempt Bond ETF
2.00%0.85%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


MEAR and TAXI have a correlation of 0.35, 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 0.25% for MEAR.

MEAR has the higher dividend yield at 2.84%, compared with 2.00% for TAXI.

They also come from different issuers: iShares and Northern Trust. Their fees differ too: 0.25% for MEAR and 0.05% for TAXI.

Portfolio Optimizer

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