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PMIO vs. TAXS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PMIO vs. TAXS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PGIM Municipal Income Opportunities ETF (PMIO) 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, PMIO achieves a 1.54% return, which is significantly higher than TAXS's 0.93% return.


PMIO

1D
-0.06%
1M
0.84%
YTD
1.54%
6M
1.81%
1Y
6.80%
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)

PMIO vs. TAXS - Yearly Performance Comparison


Correlation

The correlation between PMIO and TAXS is 0.57, 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 20, 2025

0.57

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Return for Risk

PMIO vs. TAXS — Risk / Return Rank

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

PMIO
PMIO Risk / Return Rank: 7979
Overall Rank
PMIO Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
PMIO Sortino Ratio Rank: 9393
Sortino Ratio Rank
PMIO Omega Ratio Rank: 9494
Omega Ratio Rank
PMIO Calmar Ratio Rank: 6262
Calmar Ratio Rank
PMIO Martin Ratio Rank: 5858
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.

PMIO vs. TAXS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM Municipal Income Opportunities ETF (PMIO) 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.


PMIOTAXSDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.69

Calmar ratioReturn relative to maximum drawdown

3.05

Martin ratioReturn relative to average drawdown

10.15

PMIO vs. TAXS - Sharpe Ratio Comparison


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Sharpe Ratios by Period


PMIOTAXSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.04

Sharpe Ratio (All Time)

Calculated using the full available price history

1.57

2.78

-1.20

Drawdowns

PMIO vs. TAXS - Drawdown Comparison

The maximum PMIO drawdown since its inception was -3.39%, which is greater than TAXS's maximum drawdown of -0.84%. Use the drawdown chart below to compare losses from any high point for PMIO and TAXS.


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Drawdown Indicators


PMIOTAXSDifference

Max Drawdown

Largest peak-to-trough decline

-3.39%

-0.84%

-2.55%

Max Drawdown (1Y)

Largest decline over 1 year

-2.24%

Current Drawdown

Current decline from peak

-0.47%

-0.09%

-0.38%

Average Drawdown

Average peak-to-trough decline

-0.66%

-0.24%

-0.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.67%

Volatility

PMIO vs. TAXS - Volatility Comparison


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Volatility by Period


PMIOTAXSDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.73%

Volatility (6M)

Calculated over the trailing 6-month period

1.58%

Volatility (1Y)

Calculated over the trailing 1-year period

2.25%

1.00%

+1.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.08%

1.00%

+2.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.08%

1.00%

+2.08%

PMIO vs. TAXS - Expense Ratio Comparison

PMIO 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

PMIO vs. TAXS - Dividend Comparison

PMIO's dividend yield for the trailing twelve months is around 3.92%, more than TAXS's 1.83% yield.


PositionTTM20252024
PMIO
PGIM Municipal Income Opportunities ETF
3.92%4.00%2.11%
TAXS
Northern Trust Short-Term Tax-Exempt Bond ETF
1.83%0.74%0.00%

Frequently Asked Questions


PMIO and TAXS have a correlation of 0.57, 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 PMIO.

PMIO has the higher dividend yield at 3.92%, compared with 1.83% for TAXS.

They also come from different issuers: PGIM and Northern Trust. Their fees differ too: 0.25% for PMIO and 0.05% for TAXS.

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