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NEAR vs. TAXS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NEAR vs. TAXS - Performance Comparison

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

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Returns By Period

In the year-to-date period, NEAR achieves a 0.73% return, which is significantly lower than TAXS's 1.03% return.


NEAR

1D
0.10%
1M
0.21%
YTD
0.73%
6M
0.96%
1Y
3.76%
3Y*
5.52%
5Y*
3.86%
10Y*
2.85%

TAXS

1D
-0.02%
1M
0.62%
YTD
1.03%
6M
1.18%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NEAR vs. TAXS - Yearly Performance Comparison


Correlation

The correlation between NEAR and TAXS is 0.50, 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 19, 2025

0.50

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Return for Risk

NEAR vs. TAXS — Risk / Return Rank

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

NEAR
NEAR Risk / Return Rank: 8484
Overall Rank
NEAR Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
NEAR Sortino Ratio Rank: 9292
Sortino Ratio Rank
NEAR Omega Ratio Rank: 9090
Omega Ratio Rank
NEAR Calmar Ratio Rank: 7070
Calmar Ratio Rank
NEAR Martin Ratio Rank: 8080
Martin Ratio Rank

TAXS

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

NEAR vs. TAXS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Short Duration Bond Active ETF (NEAR) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


NEARTAXSDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.55

Calmar ratioReturn relative to maximum drawdown

3.33

Martin ratioReturn relative to average drawdown

15.13

NEAR vs. TAXS - Sharpe Ratio Comparison


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Drawdowns

NEAR vs. TAXS - Drawdown Comparison

The maximum NEAR drawdown since its inception was -9.61%, which is greater than TAXS's maximum drawdown of -0.84%. Use the drawdown chart below to compare losses from any high point for NEAR and TAXS.


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Drawdown Indicators


NEARTAXSDifference

Max Drawdown

Largest peak-to-trough decline

-9.61%

-0.84%

-8.77%

Max Drawdown (1Y)

Largest decline over 1 year

-1.13%

Max Drawdown (3Y)

Largest decline over 3 years

-1.16%

Max Drawdown (5Y)

Largest decline over 5 years

-1.32%

Max Drawdown (10Y)

Largest decline over 10 years

-9.61%

Current Drawdown

Current decline from peak

-0.14%

-0.04%

-0.10%

Average Drawdown

Average peak-to-trough decline

-0.16%

-0.22%

+0.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.25%

Volatility

NEAR vs. TAXS - Volatility Comparison


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Volatility by Period


NEARTAXSDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.49%

Volatility (6M)

Calculated over the trailing 6-month period

1.06%

Volatility (1Y)

Calculated over the trailing 1-year period

1.39%

0.99%

+0.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.35%

0.99%

+0.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.50%

0.99%

+1.51%

NEAR vs. TAXS - Expense Ratio Comparison

NEAR has a 0.25% 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

NEAR vs. TAXS - Dividend Comparison

NEAR's dividend yield for the trailing twelve months is around 4.44%, more than TAXS's 1.82% yield.


PositionTTM20252024202320222021202020192018201720162015
NEAR
iShares Short Duration Bond Active ETF
4.44%4.54%5.00%4.59%1.78%0.76%1.53%2.69%2.25%1.52%1.07%0.85%
TAXS
Northern Trust Short-Term Tax-Exempt Bond ETF
1.82%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


NEAR and TAXS have a correlation of 0.50, 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 0.25% for NEAR.

NEAR has the higher dividend yield at 4.44%, compared with 1.82% for TAXS.

NEAR is categorized as Short-Term Bond, while TAXS is Municipal Bonds. They also come from different issuers: iShares and Northern Trust. Their fees differ too: 0.25% for NEAR and 0.05% for TAXS.

Portfolio Optimizer

Find the right allocation for NEAR 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.

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