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NMB vs. TAXS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NMB vs. TAXS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Simplify National Muni Bond ETF (NMB) 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, NMB achieves a 1.19% return, which is significantly higher than TAXS's 0.93% return.


NMB

1D
-0.28%
1M
1.26%
YTD
1.19%
6M
0.91%
1Y
5.78%
3Y*
5Y*
10Y*

TAXS

1D
0.06%
1M
0.38%
YTD
0.93%
6M
1.33%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NMB vs. TAXS - Yearly Performance Comparison


Correlation

The correlation between NMB and TAXS is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Aug 20, 2025

0.46

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Return for Risk

NMB vs. TAXS — Risk / Return Rank

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

NMB
NMB Risk / Return Rank: 2121
Overall Rank
NMB Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
NMB Sortino Ratio Rank: 2121
Sortino Ratio Rank
NMB Omega Ratio Rank: 2222
Omega Ratio Rank
NMB Calmar Ratio Rank: 2222
Calmar Ratio Rank
NMB Martin Ratio Rank: 1919
Martin Ratio Rank

TAXS
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.

NMB vs. TAXS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Simplify National Muni Bond ETF (NMB) 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.


NMBTAXSDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.14

Calmar ratioReturn relative to maximum drawdown

0.97

Martin ratioReturn relative to average drawdown

1.96

NMB vs. TAXS - Sharpe Ratio Comparison


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Sharpe Ratios by Period


NMBTAXSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.72

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

2.78

-2.45

Drawdowns

NMB vs. TAXS - Drawdown Comparison

The maximum NMB drawdown since its inception was -13.68%, which is greater than TAXS's maximum drawdown of -0.84%. Use the drawdown chart below to compare losses from any high point for NMB and TAXS.


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Drawdown Indicators


NMBTAXSDifference

Max Drawdown

Largest peak-to-trough decline

-13.68%

-0.84%

-12.84%

Max Drawdown (1Y)

Largest decline over 1 year

-5.99%

Current Drawdown

Current decline from peak

-1.60%

-0.09%

-1.51%

Average Drawdown

Average peak-to-trough decline

-3.36%

-0.24%

-3.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.96%

Volatility

NMB vs. TAXS - Volatility Comparison


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Volatility by Period


NMBTAXSDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.74%

Volatility (6M)

Calculated over the trailing 6-month period

4.42%

Volatility (1Y)

Calculated over the trailing 1-year period

8.13%

1.00%

+7.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.70%

1.00%

+11.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.70%

1.00%

+11.70%

NMB vs. TAXS - Expense Ratio Comparison

NMB has a 0.52% expense ratio, which is higher than TAXS's 0.05% expense ratio.


Dividends

NMB vs. TAXS - Dividend Comparison

NMB's dividend yield for the trailing twelve months is around 5.87%, more than TAXS's 1.83% yield.


PositionTTM20252024
NMB
Simplify National Muni Bond ETF
5.87%4.48%1.13%
TAXS
Northern Trust Short-Term Tax-Exempt Bond ETF
1.83%0.74%0.00%

Frequently Asked Questions


NMB and TAXS have a correlation of 0.46, 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 0.52% for NMB.

NMB has the higher dividend yield at 5.87%, compared with 1.83% for TAXS.

They also come from different issuers: Simplify and Northern Trust. Their fees differ too: 0.52% for NMB and 0.05% for TAXS.

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