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MMIN vs. VTES
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MMIN vs. VTES - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in IQ MacKay Municipal Insured ETF (MMIN) and Vanguard Short-Term Tax-Exempt Bond ETF Shares (VTES). 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 VTES's 0.66% return.


MMIN

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

VTES

1D
0.01%
1M
0.29%
YTD
0.66%
6M
1.02%
1Y
3.63%
3Y*
3.23%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MMIN vs. VTES - Yearly Performance Comparison


2026 (YTD)202520242023
MMIN
IQ MacKay Municipal Insured ETF
2.32%4.65%0.93%6.46%
VTES
Vanguard Short-Term Tax-Exempt Bond ETF Shares
0.66%4.19%1.85%3.32%

Correlation

The correlation between MMIN and VTES is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.48

Correlation (3Y)
Calculated over the trailing 3-year period

0.64

Correlation (All Time)
Calculated using the full available price history since Mar 10, 2023

0.67

The correlation between MMIN and VTES shifts across timeframes, from 0.48 (1 year) to 0.67 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

MMIN vs. VTES — 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

VTES
VTES Risk / Return Rank: 7373
Overall Rank
VTES Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
VTES Sortino Ratio Rank: 9090
Sortino Ratio Rank
VTES Omega Ratio Rank: 9494
Omega Ratio Rank
VTES Calmar Ratio Rank: 4949
Calmar Ratio Rank
VTES Martin Ratio Rank: 4444
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. VTES - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IQ MacKay Municipal Insured ETF (MMIN) and Vanguard Short-Term Tax-Exempt Bond ETF Shares (VTES). 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.


MMINVTESDifference
Sharpe ratioReturn per unit of total volatility

-0.48

Sortino ratioReturn per unit of downside risk

-0.60

Omega ratioGain probability vs. loss probability

1.49

1.70

-0.20

Calmar ratioReturn relative to maximum drawdown

3.25

2.48

+0.77

Martin ratioReturn relative to average drawdown

11.93

7.36

+4.56

MMIN vs. VTES - Sharpe Ratio Comparison

The current MMIN Sharpe Ratio is 2.46, which is comparable to the VTES Sharpe Ratio of 2.94. The chart below compares the historical Sharpe Ratios of MMIN and VTES, 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


MMINVTESDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.46

2.94

-0.48

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

1.81

-1.43

Drawdowns

MMIN vs. VTES - Drawdown Comparison

The maximum MMIN drawdown since its inception was -16.87%, which is greater than VTES's maximum drawdown of -2.42%. Use the drawdown chart below to compare losses from any high point for MMIN and VTES.


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Drawdown Indicators


MMINVTESDifference

Max Drawdown

Largest peak-to-trough decline

-16.87%

-2.42%

-14.45%

Max Drawdown (1Y)

Largest decline over 1 year

-2.87%

-1.47%

-1.40%

Max Drawdown (3Y)

Largest decline over 3 years

-7.22%

-1.80%

-5.42%

Max Drawdown (5Y)

Largest decline over 5 years

-16.87%

Current Drawdown

Current decline from peak

-0.08%

-0.62%

+0.54%

Average Drawdown

Average peak-to-trough decline

-4.32%

-0.50%

-3.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.78%

0.49%

+0.29%

Volatility

MMIN vs. VTES - Volatility Comparison

IQ MacKay Municipal Insured ETF (MMIN) has a higher volatility of 1.16% compared to Vanguard Short-Term Tax-Exempt Bond ETF Shares (VTES) at 0.35%. This indicates that MMIN's price experiences larger fluctuations and is considered to be riskier than VTES based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MMINVTESDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.16%

0.35%

+0.81%

Volatility (6M)

Calculated over the trailing 6-month period

2.49%

0.97%

+1.52%

Volatility (1Y)

Calculated over the trailing 1-year period

3.81%

1.24%

+2.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.02%

1.72%

+3.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.97%

1.72%

+5.25%

MMIN vs. VTES - Expense Ratio Comparison

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


Dividends

MMIN vs. VTES - Dividend Comparison

MMIN's dividend yield for the trailing twelve months is around 4.12%, more than VTES's 2.75% 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%
VTES
Vanguard Short-Term Tax-Exempt Bond ETF Shares
2.75%2.77%2.99%2.03%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


MMIN and VTES have a correlation of 0.48, 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 VTES (0.35%). In terms of maximum drawdown, MMIN dropped -16.87% vs VTES's -2.42%.

On 3-year performance, MMIN leads with 4.21% vs 3.23% for VTES. On fees, VTES is cheaper at 0.07% per year. On volatility, VTES has been the lower-risk option at 0.35%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, MMIN has performed better with a 4.21% return vs 3.23%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VTES 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 2.75% for VTES.

MMIN tracks Bloomberg Barclays Municipal All Insured Bond Index, while VTES tracks S&P 0-7 Yr National AMT-Free Municipal Bond Index - Benchmark TR Gross. They also come from different issuers: New York Life and Vanguard. Their fees differ too: 0.31% for MMIN and 0.07% for VTES.

VTES currently has the higher Sharpe Ratio (2.94 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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