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NEAR vs. VMATX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NEAR vs. VMATX - Performance Comparison

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

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NEAR vs. VMATX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NEAR
iShares Short Duration Bond Active ETF
0.16%5.90%5.09%7.42%0.41%0.32%1.39%3.55%1.71%1.41%
VMATX
Vanguard Massachusetts Tax-Exempt Fund
-0.89%4.96%2.53%7.19%-10.79%1.65%6.47%8.93%0.47%6.02%

Returns By Period

In the year-to-date period, NEAR achieves a 0.16% return, which is significantly higher than VMATX's -0.89% return. Over the past 10 years, NEAR has outperformed VMATX with an annualized return of 2.83%, while VMATX has yielded a comparatively lower 2.32% annualized return.


NEAR

1D
0.19%
1M
-0.66%
YTD
0.16%
6M
1.39%
1Y
4.52%
3Y*
5.75%
5Y*
3.77%
10Y*
2.83%

VMATX

1D
0.20%
1M
-3.10%
YTD
-0.89%
6M
0.91%
1Y
4.36%
3Y*
3.54%
5Y*
0.92%
10Y*
2.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NEAR vs. VMATX - Expense Ratio Comparison

NEAR has a 0.25% expense ratio, which is higher than VMATX's 0.13% 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%.


Return for Risk

NEAR vs. VMATX — Risk / Return Rank

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

NEAR
NEAR Risk / Return Rank: 9696
Overall Rank
NEAR Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
NEAR Sortino Ratio Rank: 9797
Sortino Ratio Rank
NEAR Omega Ratio Rank: 9797
Omega Ratio Rank
NEAR Calmar Ratio Rank: 9595
Calmar Ratio Rank
NEAR Martin Ratio Rank: 9595
Martin Ratio Rank

VMATX
VMATX Risk / Return Rank: 4848
Overall Rank
VMATX Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
VMATX Sortino Ratio Rank: 4444
Sortino Ratio Rank
VMATX Omega Ratio Rank: 7171
Omega Ratio Rank
VMATX Calmar Ratio Rank: 4242
Calmar Ratio Rank
VMATX Martin Ratio Rank: 3434
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.

NEAR vs. VMATX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Short Duration Bond Active ETF (NEAR) and Vanguard Massachusetts Tax-Exempt Fund (VMATX). 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.


NEARVMATXDifference

Sharpe ratio

Return per unit of total volatility

2.41

0.95

+1.46

Sortino ratio

Return per unit of downside risk

3.59

1.30

+2.29

Omega ratio

Gain probability vs. loss probability

1.56

1.26

+0.30

Calmar ratio

Return relative to maximum drawdown

3.92

1.07

+2.85

Martin ratio

Return relative to average drawdown

15.25

3.54

+11.71

NEAR vs. VMATX - Sharpe Ratio Comparison

The current NEAR Sharpe Ratio is 2.41, which is higher than the VMATX Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of NEAR and VMATX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


NEARVMATXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.41

0.95

+1.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

2.88

0.20

+2.68

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.14

0.50

+0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

1.08

0.98

+0.09

Correlation

The correlation between NEAR and VMATX is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

NEAR vs. VMATX - Dividend Comparison

NEAR's dividend yield for the trailing twelve months is around 4.51%, more than VMATX's 3.65% yield.


TTM20252024202320222021202020192018201720162015
NEAR
iShares Short Duration Bond Active ETF
4.51%4.54%5.00%4.59%1.78%0.76%1.53%2.69%2.25%1.52%1.07%0.85%
VMATX
Vanguard Massachusetts Tax-Exempt Fund
3.65%4.46%3.98%3.06%2.69%2.26%3.22%3.63%3.07%2.91%3.55%3.22%

Drawdowns

NEAR vs. VMATX - Drawdown Comparison

The maximum NEAR drawdown since its inception was -9.61%, smaller than the maximum VMATX drawdown of -15.91%. Use the drawdown chart below to compare losses from any high point for NEAR and VMATX.


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Drawdown Indicators


NEARVMATXDifference

Max Drawdown

Largest peak-to-trough decline

-9.61%

-15.91%

+6.30%

Max Drawdown (1Y)

Largest decline over 1 year

-1.16%

-5.36%

+4.20%

Max Drawdown (5Y)

Largest decline over 5 years

-1.32%

-15.91%

+14.59%

Max Drawdown (10Y)

Largest decline over 10 years

-9.61%

-15.91%

+6.30%

Current Drawdown

Current decline from peak

-0.66%

-3.10%

+2.44%

Average Drawdown

Average peak-to-trough decline

-0.16%

-2.10%

+1.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.30%

1.62%

-1.32%

Volatility

NEAR vs. VMATX - Volatility Comparison

The current volatility for iShares Short Duration Bond Active ETF (NEAR) is 0.62%, while Vanguard Massachusetts Tax-Exempt Fund (VMATX) has a volatility of 1.29%. This indicates that NEAR experiences smaller price fluctuations and is considered to be less risky than VMATX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NEARVMATXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.62%

1.29%

-0.67%

Volatility (6M)

Calculated over the trailing 6-month period

0.93%

2.00%

-1.07%

Volatility (1Y)

Calculated over the trailing 1-year period

1.88%

5.65%

-3.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.32%

4.62%

-3.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.49%

4.62%

-2.13%