PortfoliosLab logoPortfoliosLab logo
MLN vs. TAXS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MLN vs. TAXS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Long Muni ETF (MLN) and Northern Trust Short-Term Tax-Exempt Bond ETF (TAXS). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, MLN achieves a 1.92% return, which is significantly higher than TAXS's 0.93% return.


MLN

1D
-0.26%
1M
0.46%
YTD
1.92%
6M
2.58%
1Y
9.33%
3Y*
3.46%
5Y*
-1.05%
10Y*
1.49%

TAXS

1D
0.06%
1M
0.38%
YTD
0.93%
6M
1.33%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MLN vs. TAXS - Yearly Performance Comparison


Correlation

The correlation between MLN and TAXS is 0.51, 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

0.51

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

MLN vs. TAXS — Risk / Return Rank

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

MLN
MLN Risk / Return Rank: 6969
Overall Rank
MLN Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
MLN Sortino Ratio Rank: 6969
Sortino Ratio Rank
MLN Omega Ratio Rank: 7575
Omega Ratio Rank
MLN Calmar Ratio Rank: 7373
Calmar Ratio Rank
MLN Martin Ratio Rank: 6666
Martin Ratio Rank

TAXS
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.

MLN vs. TAXS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Long Muni ETF (MLN) and Northern Trust Short-Term Tax-Exempt Bond ETF (TAXS). 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.


MLNTAXSDifference

Sharpe ratio

Return per unit of total volatility

2.11

Sortino ratio

Return per unit of downside risk

3.15

Omega ratio

Gain probability vs. loss probability

1.45

Calmar ratio

Return relative to maximum drawdown

3.66

Martin ratio

Return relative to average drawdown

12.02

MLN vs. TAXS - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


MLNTAXSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

2.78

-2.46

Drawdowns

MLN vs. TAXS - Drawdown Comparison

The maximum MLN drawdown since its inception was -28.36%, which is greater than TAXS's maximum drawdown of -0.84%. Use the drawdown chart below to compare losses from any high point for MLN and TAXS.


Loading charts...

Drawdown Indicators


MLNTAXSDifference

Max Drawdown

Largest peak-to-trough decline

-28.36%

-0.84%

-27.52%

Max Drawdown (1Y)

Largest decline over 1 year

-2.56%

Max Drawdown (3Y)

Largest decline over 3 years

-9.84%

Max Drawdown (5Y)

Largest decline over 5 years

-24.46%

Max Drawdown (10Y)

Largest decline over 10 years

-24.46%

Current Drawdown

Current decline from peak

-6.58%

-0.09%

-6.49%

Average Drawdown

Average peak-to-trough decline

-5.73%

-0.24%

-5.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.78%

Volatility

MLN vs. TAXS - Volatility Comparison


Loading charts...

Volatility by Period


MLNTAXSDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.56%

Volatility (6M)

Calculated over the trailing 6-month period

3.19%

Volatility (1Y)

Calculated over the trailing 1-year period

4.45%

1.00%

+3.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.31%

1.00%

+6.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.88%

1.00%

+7.88%

MLN vs. TAXS - Expense Ratio Comparison

MLN has a 0.24% expense ratio, which is higher than TAXS'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

MLN vs. TAXS - Dividend Comparison

MLN's dividend yield for the trailing twelve months is around 3.71%, more than TAXS's 1.83% yield.


PositionTTM20252024202320222021202020192018201720162015
MLN
VanEck Long Muni ETF
3.71%3.73%3.59%3.19%2.67%2.52%2.69%2.98%3.09%2.91%3.16%3.38%
TAXS
Northern Trust Short-Term Tax-Exempt Bond ETF
1.83%0.74%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


MLN and TAXS have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

TAXS is cheaper with a 0.05% expense ratio, compared with 0.24% for MLN.

MLN has the higher dividend yield at 3.71%, compared with 1.83% for TAXS.

MLN tracks Bloomberg AMT-Free Long Continuous, while TAXS tracks ICE Short Term Focused Municipal Bond Index. They also come from different issuers: VanEck and Northern Trust. Their fees differ too: 0.24% for MLN and 0.05% for TAXS.

Portfolio Optimizer

Find the right allocation for MLN and TAXS

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

Open Portfolio Optimizer