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MMIN vs. VBIL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MMIN vs. VBIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in IQ MacKay Municipal Insured ETF (MMIN) and Vanguard 0-3 Month Treasury Bill ETF (VBIL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MMIN achieves a 2.32% return, which is significantly higher than VBIL's 1.50% return.


MMIN

1D
0.00%
1M
0.85%
YTD
2.32%
6M
2.74%
1Y
9.31%
3Y*
4.21%
5Y*
0.74%
10Y*

VBIL

1D
0.01%
1M
0.29%
YTD
1.50%
6M
1.80%
1Y
3.93%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MMIN vs. VBIL - Yearly Performance Comparison


Correlation

The correlation between MMIN and VBIL is -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.09

Correlation (All Time)
Calculated using the full available price history since Feb 12, 2025

-0.08

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Return for Risk

MMIN vs. VBIL — Risk / Return Rank

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

MMIN
MMIN Risk / Return Rank: 7474
Overall Rank
MMIN Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
MMIN Sortino Ratio Rank: 8181
Sortino Ratio Rank
MMIN Omega Ratio Rank: 8282
Omega Ratio Rank
MMIN Calmar Ratio Rank: 6666
Calmar Ratio Rank
MMIN Martin Ratio Rank: 6565
Martin Ratio Rank

VBIL
VBIL Risk / Return Rank: 100100
Overall Rank
VBIL Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
VBIL Sortino Ratio Rank: 100100
Sortino Ratio Rank
VBIL Omega Ratio Rank: 100100
Omega Ratio Rank
VBIL Calmar Ratio Rank: 9999
Calmar Ratio Rank
VBIL Martin Ratio Rank: 100100
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.

MMIN vs. VBIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IQ MacKay Municipal Insured ETF (MMIN) and Vanguard 0-3 Month Treasury Bill ETF (VBIL). 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.


MMINVBILDifference
Sharpe ratioReturn per unit of total volatility

-12.71

Sortino ratioReturn per unit of downside risk

-35.45

Omega ratioGain probability vs. loss probability

1.49

21.10

-19.61

Calmar ratioReturn relative to maximum drawdown

3.25

42.61

-39.36

Martin ratioReturn relative to average drawdown

11.93

532.54

-520.61

MMIN vs. VBIL - Sharpe Ratio Comparison

The current MMIN Sharpe Ratio is 2.46, which is lower than the VBIL Sharpe Ratio of 15.17. The chart below compares the historical Sharpe Ratios of MMIN and VBIL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


MMINVBILDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.46

15.17

-12.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

13.44

-13.06

Drawdowns

MMIN vs. VBIL - Drawdown Comparison

The maximum MMIN drawdown since its inception was -16.87%, which is greater than VBIL's maximum drawdown of -0.09%. Use the drawdown chart below to compare losses from any high point for MMIN and VBIL.


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Drawdown Indicators


MMINVBILDifference

Max Drawdown

Largest peak-to-trough decline

-16.87%

-0.09%

-16.78%

Max Drawdown (1Y)

Largest decline over 1 year

-2.87%

-0.09%

-2.78%

Max Drawdown (3Y)

Largest decline over 3 years

-7.22%

Max Drawdown (5Y)

Largest decline over 5 years

-16.87%

Current Drawdown

Current decline from peak

-0.08%

0.00%

-0.08%

Average Drawdown

Average peak-to-trough decline

-4.32%

-0.00%

-4.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.78%

0.01%

+0.77%

Volatility

MMIN vs. VBIL - Volatility Comparison

IQ MacKay Municipal Insured ETF (MMIN) has a higher volatility of 1.16% compared to Vanguard 0-3 Month Treasury Bill ETF (VBIL) at 0.06%. This indicates that MMIN's price experiences larger fluctuations and is considered to be riskier than VBIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MMINVBILDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.16%

0.06%

+1.10%

Volatility (6M)

Calculated over the trailing 6-month period

2.49%

0.16%

+2.33%

Volatility (1Y)

Calculated over the trailing 1-year period

3.81%

0.26%

+3.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.02%

0.30%

+4.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.97%

0.30%

+6.67%

MMIN vs. VBIL - Expense Ratio Comparison

MMIN has a 0.31% expense ratio, which is higher than VBIL's 0.07% expense ratio.


Dividends

MMIN vs. VBIL - Dividend Comparison

MMIN's dividend yield for the trailing twelve months is around 4.12%, more than VBIL's 3.65% yield.


PositionTTM202520242023202220212020201920182017
MMIN
IQ MacKay Municipal Insured ETF
4.12%4.07%3.96%3.73%2.93%1.72%2.21%2.75%2.78%0.47%
VBIL
Vanguard 0-3 Month Treasury Bill ETF
3.65%3.12%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


MMIN and VBIL have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MMIN has higher volatility (1.16%) compared to VBIL (0.06%). In terms of maximum drawdown, MMIN dropped -16.87% vs VBIL's -0.09%.

On 1-year performance, MMIN leads with 9.31% vs 3.93% for VBIL. On fees, VBIL is cheaper at 0.07% per year. On volatility, VBIL has been the lower-risk option at 0.06%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, MMIN has performed better with a 9.31% return vs 3.93%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VBIL is cheaper with a 0.07% expense ratio, compared with 0.31% for MMIN.

MMIN has the higher dividend yield at 4.12%, compared with 3.65% for VBIL.

MMIN is categorized as Municipal Bonds, while VBIL is Ultrashort Bond. MMIN tracks Bloomberg Barclays Municipal All Insured Bond Index, while VBIL tracks Bloomberg US Treasury Bills 0-3 Months Index. They also come from different issuers: New York Life and Vanguard. Their fees differ too: 0.31% for MMIN and 0.07% for VBIL.

VBIL currently has the higher Sharpe Ratio (15.17 vs 2.46), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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