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MMCA vs. TAXI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MMCA vs. TAXI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in IQ MacKay California Municipal Intermediate ETF (MMCA) 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, MMCA achieves a 0.66% return, which is significantly lower than TAXI's 0.94% return.


MMCA

1D
-0.05%
1M
0.29%
YTD
0.66%
6M
1.02%
1Y
6.39%
3Y*
4.06%
5Y*
10Y*

TAXI

1D
-0.03%
1M
0.46%
YTD
0.94%
6M
1.55%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MMCA vs. TAXI - Yearly Performance Comparison


Correlation

The correlation between MMCA and TAXI is 0.62, 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

0.62

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Return for Risk

MMCA vs. TAXI — Risk / Return Rank

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

MMCA
MMCA Risk / Return Rank: 6666
Overall Rank
MMCA Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
MMCA Sortino Ratio Rank: 8282
Sortino Ratio Rank
MMCA Omega Ratio Rank: 8585
Omega Ratio Rank
MMCA Calmar Ratio Rank: 4444
Calmar Ratio Rank
MMCA Martin Ratio Rank: 4242
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.

MMCA vs. TAXI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IQ MacKay California Municipal Intermediate ETF (MMCA) 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.


MMCATAXIDifference
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

2.13

Martin ratioReturn relative to average drawdown

6.78

MMCA vs. TAXI - Sharpe Ratio Comparison


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Sharpe Ratios by Period


MMCATAXIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.04

2.92

-2.88

Drawdowns

MMCA vs. TAXI - Drawdown Comparison

The maximum MMCA drawdown since its inception was -15.97%, which is greater than TAXI's maximum drawdown of -2.23%. Use the drawdown chart below to compare losses from any high point for MMCA and TAXI.


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Drawdown Indicators


MMCATAXIDifference

Max Drawdown

Largest peak-to-trough decline

-15.97%

-2.23%

-13.74%

Max Drawdown (1Y)

Largest decline over 1 year

-3.01%

Max Drawdown (3Y)

Largest decline over 3 years

-3.68%

Current Drawdown

Current decline from peak

-1.53%

-0.79%

-0.74%

Average Drawdown

Average peak-to-trough decline

-7.05%

-0.46%

-6.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.94%

Volatility

MMCA vs. TAXI - Volatility Comparison


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Volatility by Period


MMCATAXIDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.90%

Volatility (6M)

Calculated over the trailing 6-month period

1.89%

Volatility (1Y)

Calculated over the trailing 1-year period

2.60%

1.90%

+0.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.61%

1.90%

+1.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.61%

1.90%

+1.71%

MMCA vs. TAXI - Expense Ratio Comparison

MMCA has a 0.36% expense ratio, which is higher than TAXI's 0.05% expense ratio.


Dividends

MMCA vs. TAXI - Dividend Comparison

MMCA's dividend yield for the trailing twelve months is around 3.29%, more than TAXI's 2.00% yield.


PositionTTM20252024202320222021
MMCA
IQ MacKay California Municipal Intermediate ETF
3.29%3.39%3.66%3.57%2.90%0.05%
TAXI
Northern Trust Intermediate Tax-Exempt Bond ETF
2.00%0.85%0.00%0.00%0.00%0.00%

Frequently Asked Questions


MMCA and TAXI have a correlation of 0.62, 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 0.36% for MMCA.

MMCA has the higher dividend yield at 3.29%, compared with 2.00% for TAXI.

They also come from different issuers: IndexIQ and Northern Trust. Their fees differ too: 0.36% for MMCA and 0.05% for TAXI.

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